Robust policies for a multi-stage production/inventory problem with switching costs and uncertain demand
研究多阶段生产/库存问题，通过引入0-1变量和鲁棒支持向量回归处理非凸性和需求不确定性，用冷轧案例验证模型有效性。
In this paper, we seek robust policies for a multi-stage production/inventory problem to minimise total costs, including switching, production, inventory or shortage costs. While minimising switching costs often leads to non-convexity in the model, 0–1 variables are introduced to linearise the objective function. Considering the impossibility of obtaining the exact distribution of uncertain demand, we study the production/inventory problem under worst cases to resist uncertainty. In contrast to traditional inventory problems, unexpected yields in production are considered. Robust support vector regression is developed to approximate the yields of each unit. A mixed-integer linear programming is proposed, employing the duality theory to address the min–max model. A practical case study from cold rolling is considered. Experiments on the actual steel production data are reported to illustrate the validity of the proposed approach.