基于城乡物流一体化的连锁经营配送网络优化研究

基于城乡物流一体化的目标设定和相应基础设施平台的支持,提出连锁经营配送网络的建设模式,依据对当前连锁经营网络发展的重点工作的分析,建立了关于配送中心和农产品收购中心选择的网络优化模型.并引入算例说明模型的可行性和适用性.     

Error bounds for the approximative solution of restricted planar location problems

Facility location problems in the plane play an important role in mathematical programming. When looking for new locations in modeling real-world problems, we are often confronted with forbidden regions, that are not feasible for the placement of new locations. Furthermore these forbidden regions may have complicated shapes, even if we require them to be convex. It may be more useful or even necessary to use approximations of such forbidden regions when trying to solve location problems. In this paper, we develop error bounds for the approximative solution of restricted planar location problems using the so called sandwich algorithm. The number of approximation steps required to achieve a specified error bound is analyzed. As examples of these approximation schemes, we discuss round norms and polyhedral norms. Computational tests are also included.     

Scatter search for project scheduling with resource availability cost

This paper considers a project scheduling problem with the objective of minimizing resource availability costs, taking into account a deadline for the project and precedence relations among the activities. Exact methods have been proposed for solving this problem, but we are not aware of existing heuristic methods. Scatter search is used to tackle this problem, and our implementation incorporates advanced strategies such as dynamic updating of the reference set, the use of frequency-based memory within the diversification generator, and a combination method based on path relinking. We also analyze the merit of employing a subset of different types when combining solutions. Extensive computational experiments involving more than 2400 instances are performed. For small instances, the performance of the proposed procedure is compared to optimal solutions generated by an exact cutting plane algorithm and upper and lower bounds from the literature. For medium and larger size instances, we developed simple multi-start heuristics and comparative results are reported.     

Johnson’s problem with stochastic processing times and optimal service level

Theoretical results about Johnson’s problem with stochastic processing times are few. In general, just finding the expected makespan of a given sequence is already difficult, even for discrete processing time distributions. Furthermore, to obtain optimal service level we need to compute the entire distribution of the makespan. Therefore the use of heuristics and simulation is justified. We show that pursuing the minimal expected makespan by two heuristics is empirically effective for obtaining excellent overall distributions. The first is to use Johnson’s rule on the means. The second is based on pair-switching and converges to some known stochastically optimal solutions when they apply. We show that the first heuristic is asymptotically optimal under mild conditions. We also investigate the effect of sequencing on the makespan variance.     

Managing uncertainty in major equipment procurement in engineering projects

A better management of time uncertainty in major equipment procurement in engineering construction projects can significantly contribute to project performance. A survey study shows that time buffer is a popularly used approach to protect project schedule from activity duration variation and uncertainty. The problem is that there are repetitive time allowances inserted in the procurement supply chain process and these time buffers are used ineffectively, thus leading to considerable time wastage. Relevant lessons from supply chain management and critical chain project management are combined and applied to create an enhanced critical supply chain management model for major equipment procurement to achieve better management of time uncertainty. This model does not perceive uncertainty purely as a threat, but also as an opportunity to reduce procurement cycle times.     

A generalized ordering and recovery policy for reusable items

This paper deals with a joint EOQ and EPQ model in which a stationary demand is satisfied by recovered products as well as newly purchased products. It is assumed that a fixed proportion of the used products are collected from customers and later recovered for reuse. We generalize the (P, R) policy in the literature by treating the sequence of orders for newly purchasing products and setups for recovery process within a cycle as a decision variable. Through example problems we illustrate the validity of the model and solution procedure developed.     

The pricing of options on an interval binomial tree. An application to the DAX-index option market

This paper implements a model setup in Muzzioli and Torricelli [Int. J. Intell. Syst. 17 (6) (2002) 577–594] for deriving implied trees and pricing options when the put–call parity is not fulfilled. The model basically extends Derman and Kani’s [Risk 7 (2) (1994) 32–39], whereby call (put) prices are also used in the lower (upper) part of the tree thus exploiting the information content of both call and put prices. The DAX-index option market is chosen for this application because it is a relatively new European market where short-selling restrictions may induce put–call parity violations and the nature of the option (European) and of the underlying (dividends reinvested in the index) avoid some estimation problems. In order to test the pricing fit of the model, a non-linear optimisation procedure is proposed to estimate a unique implied tree which allows a comparison between the model prices, Derman and Kani’s and market prices. The results suggest that the MT model improves the pricing.     

Theory of portfolios: New considerations on classic models and the Capital Market Line

The aim of this paper is to present an alternative method to obtain the efficient portfolio in Roy's model starting from the concepts of critical return and risk which are introduced here. This method will permit resolution of the main problem of Roy's model, that is to say, the impossibility of obtaining the portfolio in certain situations. The introduction of these new concepts will also allow the detection and solution of a problem associated with the calculation of the Capital Market Line. This work concludes by considering the possibility that investors allocate part of their budget for buying zero-risk assets.     

Preparation of Poly(vinyl alcohol) Microspheres Based on Droplet Microfluidic Technology

A new method for preparing poly (vinyl alcohol) (PVA) microspheres was developed by using droplet microfluidic technology. In the microfluidic chip, a large number of uniform, monodispersed PVA droplets were prepared quickly and continuously by using droplet formation technology, and the droplet preparation speed reached 7 per second. The size of the PVA droplets could be controlled by changing the injection flow rate of the two-phase fluid and the width of microfluidic channel. Then the PVA microspheres were formed by physical crosslinking. This method has high preparation efficiency and good monodispersity of the obtained microspheres. Moreover, the process does not require the incorporation of chemical crosslinking agents, avoiding interference with the inclusion material, and is well suited for applications such as drug carrier.