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arXiv 2108.08331math.OCcs.OH
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周期性需求估计问题的两步启发式算法

A Two-step Heuristic for the Periodic Demand Estimation Problem

Greta Laage, Emma Frejinger, Gilles Savard

摘要:

货运公司依靠战术计划以具有成本效益的方式满足需求。对于在实际大规模环境中的计算易处理性,这样的计划通常通过求解确定性和循环公式来计算。一个重要的输入是周期性需求,即,预计在规划期内每个时期重复出现的需求。Laage等人(2021)最近引入了周期性需求估计(PDE)问题,并表明它具有很高的价值,这是由于每个时期的需求时间序列预测与周期性需求之间的差异。然而,他们对解空间做了很强的假设,这样问题就可以通过枚举来解决。在本文中,我们大大扩展了他们的工作。我们提出了一个新的偏微分方程制定放松的强假设的解决方案空间。我们解决这个配方的两步启发式的大型实例。第一步通过基于关于需求和供应交互的实例特定信息执行商品聚类来降低可行空间的维度。该公式与第一步一起允许在第二步中通过元分析或最先进的黑盒优化求解器NOMAD来解决问题。在一个广泛的实证研究中,使用加拿大国家铁路公司的真实数据,我们表明,我们的方法产生高质量的解决方案,并优于现有的。

英文摘要:

Freight carriers rely on tactical plans to satisfy demand in a cost-effective way. For computational tractability in real large-scale settings, such plans are typically computed by solving deterministic and cyclic formulations. An important input is the periodic demand, i.e., the demand that is expected to repeat in each period of the planning horizon. Motivated by the discrepancy between time series forecasts of demand in each period and the periodic demand, Laage et al. (2021) recently introduced the Periodic Demand Estimation (PDE) problem and showed that it has a high value. However, they made strong assumptions on the solution space so that the problem could be solved by enumeration. In this paper we significantly extend their work. We propose a new PDE formulation that relaxes the strong assumptions on the solution space. We solve large instances of this formulation with a two-step heuristic. The first step reduces the dimension of the feasible space by performing clustering of commodities based on instance-specific information about demand and supply interactions. The formulation along with the first step allow to solve the problem in a second step by either metaheuristics or the state-of-the-art black-box optimization solver NOMAD. In an extensive empirical study using real data from the Canadian National Railway Company, we show that our methodology produces high quality solutions and outperforms existing ones.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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