Untruthful probabilistic demand forecasts in vendor‐managed revenue‐sharing contracts: Coordinating the chain

Vendor‐managed revenue‐sharing arrangements are common in the newspaper and other industries. Under such arrangements, the supplier decides on the level of inventory while the retailer effectively operates under consignment, sharing the sales revenue with his supplier. We consider the case where the supplier is unable to predict demand, and must base her decisions on the retailer‐supplied probabilistic forecast for demand. We show that the retailer's best choice of a distribution to report to his supplier will not be the true demand distribution, but instead will be a degenerate distribution that surprisingly induces the supplier to provide the system‐optimal inventory quantity. (To maintain credibility, the retailer's reports of daily sales must then be consistent with his supplied forecast.) This result is robust under nonlinear production costs and nonlinear revenue‐sharing. However, if the retailer does not know the supplier's production cost, the forecast “improves” and could even be truthful. That, however, causes the supplier's order quantity to be suboptimal for the overall system. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Production to order and off‐line inspection when the production process is partially observable

This study combines inspection and lot‐sizing decisions. The issue is whether to INSPECT another unit or PRODUCE a new lot. A unit produced is either conforming or defective. Demand need to be satisfied in full, by conforming units only. The production process may switch from a “good” state to a “bad” state, at constant rate. The proportion of conforming units in the good state is higher than in the bad state. The true state is unobservable and can only be inferred from the quality of units inspected. We thus update, after each inspection, the probability that the unit, next candidate for inspection, was produced while the production process was in the good state. That “good‐state‐probability” is the basis for our decision to INSPECT or PRODUCE. We prove that the optimal policy has a simple form: INSPECT only if the good‐state‐probability exceeds a control limit. We provide a methodology to calculate the optimal lot size and the expected costs associated with INSPECT and PRODUCE. Surprisingly, we find that the control limit, as a function of the demand (and other problem parameters) is not necessarily monotone. Also, counter to intuition, it is possible that the optimal action is PRODUCE, after revealing a conforming unit. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Kurtosis correction method for X̄ and R control charts for long‐tailed symmetrical distributions

This paper proposes a kurtosis correction (KC) method for constructing the X? and R control charts for symmetrical long‐tailed (leptokurtic) distributions. The control charts are similar to the Shewhart control charts and are very easy to use. The control limits are derived based on the degree of kurtosis estimated from the actual (subgroup) data. It is assumed that the underlying quality characteristic is symmetrically distributed and no other distributional and/or parameter assumptions are made. The control chart constants are tabulated and the performance of these charts is compared with that of the Shewhart control charts. For the case of the logistic distribution, the exact control limits are derived and are compared with the KC method and the Shewhart method. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

基于匈牙利算法求解的火力分配问题

匈牙利算法是求解指派问题的一个很好的算法,但一般情况下,火力分配问题的数学模型不具备指派问题的模型形式.针对目标函数是线性或非线性的一类火力分配问题,提出了虚拟火力单位或目标的方法,将问题转化为能够用匈牙利算法求解的指派问题,该方法简单、易于计算,有很高的应用价值.     

球约束凸二次规划的一个算法

针对球约束凸二次规划问题,利用Lagrange对偶将其转化为无约束优化问题,然后运用单纯形法对其求解,获得原问题的最优解。最后,对文中给出的算法给出了论证。     

进化规划中的变异与收敛

进化规划算法中变异是唯一的操作,因此变异算子对进化规划算法的性能有决定性的影响。文中以高斯变异算子为例,研究了变异算子在进化进程的作用,分析了进化规划算法不收敛的原因以及变异算子与进化代数、收敛精度间的关系。对传统进化规划算法和多群进化规划算法的性能进行了仿真研究,仿真结果表明了分析结果的正确性。     

大整数乘除运算在PC机上的实现

大整数在要求高精度的应用中非常有用.特别是大质数和一般大整数有一个极为重要的应用,就是关于计算机数据加密.在计算机数据加密技术中,常会遇到大整数的算术运算问题.由于所使用的机器和所用语言的限制,大整数的"乘""模"两种运算很难运用高级语言中的"乘""除"运算.提出了一种逐位存储、按字节运算的方法,并用C 实现了大整数的十进制乘除法运算,之后将提出的算法与类似算法的时间复杂度进行了比较,最后给出了算法的运行时间.     

区域防空导弹反导火力分配研究

分析了传统防空导弹火力分配模型的不足,考虑到编队内各舰艇近程防空作战能力的不同,结合装备性能特点,建立了基于机会约束规划的区域防空导弹火力分配优化模型。给出了基于遗传算法和BP神经网络的混合智能算法,该算法在精度和速度上均能满足防空作战的要求。     

Subspace dynamic‐simplex linear interpolation search for mixed‐integer black‐box optimization problems

Design and management of complex systems with both integer and continuous decision variables can be guided using mixed‐integer optimization models and analysis. We propose a new mixed‐integer black‐box optimization (MIBO) method, subspace dynamic‐simplex linear interpolation search (SD‐SLIS), for decision making problems in which system performance can only be evaluated with a computer black‐box model. Through a sequence of gradient‐type local searches in subspaces of solution space, SD‐SLIS is particularly efficient for such MIBO problems with scaling issues. We discuss the convergence conditions and properties of SD‐SLIS algorithms for a class of MIBO problems. Under mild conditions, SD‐SLIS is proved to converge to a stationary solution asymptotically. We apply SD‐SLIS to six example problems including two MIBO problems associated with petroleum field development projects. The algorithm performance of SD‐SLIS is compared with that of a state‐of‐the‐art direct‐search method, NOMAD, and that of a full space simplex interpolation search, Full‐SLIS. The numerical results suggest that SD‐SLIS solves the example problems efficiently and outperforms the compared methods for most of the example cases. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 305–322, 2017     

Alleviating time inconsistent behaviors via a competition scheme

Under quasi‐hyperbolic discounting, the valuation of a payoff falls relatively rapidly for earlier delay periods, but then falls more slowly for longer delay periods. When the salespersons with quasi‐hyperbolic discounting consider the product sale problem, they would exert less effort than their early plan, thus resulting in losses of future profit. We propose a winner‐takes‐all competition to alleviate the above time inconsistent behaviors of the salespersons, and allow the company to maximize its revenue by choosing an optimal bonus. To evaluate the effects of the competition scheme, we define the group time inconsistency degree of the salespersons, which measures the consequence of time inconsistent behaviors, and two welfare measures, the group welfare of the salespersons and the company revenue. We show that the competition always improves the group welfare and the company revenue as long as the company chooses to run the competition in the first place. However, the effect on group time inconsistency degree is mixed. When the optimal bonus is moderate (extreme high), the competition motivates (over‐motivates) the salesperson to work hard, thus alleviates (worsens) the time inconsistent behaviors. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 357–372, 2017