A quadratic programming approach to the multi-product newsvendor problem with side constraints

被引：49

作者：

Abdel-Malek, Layek L. ^{[1
]}

Areeratchakul, Nathapol

机构：

[1] New Jersey Inst Technol, Dept Ind & Mfg Engn, Newark, NJ 07102 USA

[2] King Mongkuts Inst Technol, Dept Ind Engn, Bangkok 10800, Thailand

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2007年 / 176卷 / 03期

关键词：

newsvendor problem; optimization; quadratic programming;

D O I：

10.1016/j.ejor.2005.11.002

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

A quadratic programming approach is proposed for solving the newsvendor problem with side constraints. Among its salient features are the facts that it: utilizes familiar packages to solve the problem such as Excel Solver and Lingo, can accommodate lower bounds of product's demands that are larger than zero, and facilitates the performance of sensitivity analysis tasks. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：1607 / 1619

页数：13

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