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頁籤選單縮合
題名 | An Efficient Newton-Raphson Procedure for Determining the Optimal Inventory Replenishment Policy=考慮以有效率的牛頓法制訂最佳存貨政策 |
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作者 | 洪國禎; 周黃文泰; 楊國隆; 朱錫琛; Hung, Kuo-chen; Chouhuang, Wayne T.; Yang, Gino K.; Julian, Peterson C.; |
期刊 | 工業工程學刊 |
出版日期 | 20080500 |
卷期 | 25:3 2008.05[民97.05] |
頁次 | 頁237-246 |
分類號 | 494.578 |
語文 | eng |
關鍵詞 | 存貨; 現值; 牛頓法; Silver-Meal啟發式解法; Inventory; Present value; Newton-Raphson method; Silver-Meal heuristic; |
中文摘要 | 一般來說,利用牛頓法求得方程式的解是暨簡單又普遍的方法,並且求得最佳訂購點的過程,是適合Dohi et al. [RAIRO: Oper. Res. 26 (1992) 1-14]所提出的現值存貨模式。然而,由於求解過程中的起始點選擇,可能引起牛頓法無法求得最佳解的問題,尤其當有兩個根同時滿足目標函數的情況下,任意的選取起始點,容易造成無法收斂到最佳解的窘境。因此,爲了避免這樣的問題發生,本研究則是利用Silver-Meal啟發式解法所求得之結果,作爲牛頓法求解演算過程的起始點。另本文也引用最近文獻的例子,以說明本研究所建議的方法比二分法更爲有效率地制訂存貨政策。 |
英文摘要 | In general, using the Newton-Raphson method to find the root of an equation is a simple and popular algorithm. And it is a suitable process to locate the optimal ordering time for the inventory model taking into account the time value as mentioned in Dohi et al. [RAIRO: Oper. Res. 26 (1992) 1-14]. However, it sometimes cannot obtain the optimal solution because of the selection of a starting point. When the objective function has two roots, arbitrarily selecting a starting point may cause the iterated sequence not to converge to the optimal solution. Hence, in order to overcome this problem, we apply the Silver-Meal heuristic approach which produces a point as its starting point for the Newton-Raphson method to establish the steps of the algorithm. From the numerical examples, we show that the proposed method is more efficient than the bisection method that is cited by two recent papers. |
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