摘要
基于CVaR(条件风险价值)的风险度量方法,研究库存管理建模问题,提出了同时考虑成本和风险的双目标优化模型;基于问题的结构特性,提出了求解多目标优化问题的改进的NSGA-II(nondominated sorting genetic algorithm-II)算法。通过仿真实验将该算法与普通NSGA-II算法比较,验证了模型和算法的有效性。
This paper presents an inventory management method based on the risk metrics CVaR （conditional value at risk）, and builds a bi-objective model with both cost and risk as objectives. Based on the problem structure, we further propose an improved NSGA-II （non-dominated-sorting genetic algorithm-II） for the multi objective problem. By comparing with normal NSGA-II, we verify the effectiveness of the proposed model and algorithm through simulation.
出处
《中国科技论文》
CAS
北大核心
2013年第4期334-338,共5页
China Sciencepaper
基金
国家自然科学基金资助项目(61273233)
高等学校博士学科点专项科研基金资助项目(20090002110035
20120002110035)
