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考虑成本上涨的多商品流问题

吴国涛,戚铭尧+,张莹,陈吉   

  1. 清华大学深圳研究生院物流与交通学部
  • 出版日期:2015-04-10 发布日期:2015-04-10

Multi-commodity network flow problem considering cost rising

  • Online:2015-04-10 Published:2015-04-10

摘要: 针对传统的多商品流问题,引入成本上涨因素,建立了最大化利润的非线性规划模型。通过引入节点价格变量,将非线性模型分解为线性主问题和二次规划子问题,设计相应的列生成算法来求解。对于二次规划子问题,通过动态添加破圈约束来消除冗余圈的存在。通过算例测试,结果表明该算法在解决考虑成本上涨的多商品流问题时具有很大的潜力。

关键词: 多商品流, 成本上涨, 列生成

Abstract: A nonlinear programming model maximizing profits is established for the traditional Multi- commodity network flow problem considering cost rising constraint.By introducing a node price variable,the nonlinear model is decomposed into a linear restricted master problem and a quadratic programming subproblem and then a column generation algorithm is designed to solve it.For the quadratic programming subproblem,redundant circles are eliminated by dynamically adding constraints.Computational results show that the algorithm has great potential in solving the Multi-commodity network flow problem considering cost rising constraint.

Key words: multi-commodity network flow, cost rising, column generation

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