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禁忌搜索算法求解带产品定价的竞争选址问题
  • 期刊名称:北京化工大学学报,2009年01期
  • 时间:0
  • 分类:F282[经济管理—国民经济]
  • 作者机构:[1]北京化工大学理学院,北京100029, [2]北京化工大学经济管理学院,北京100029
  • 相关基金:国家自然科学基金(70701003)
  • 相关项目:基于非参数仿射期限结构模型的利率衍生产品定价集成研究
中文摘要:

讨论了一个在竞争环境下使获利最大的竞争选址双层规划模型,其中上层模型做出选址决策,下层模型确定产品的纳什均衡价格。在保证了不合作状态下双方价格均衡解的存在性和唯一性的前提下,设计了求解该模型的选址一定价启发式算法程序。通过贪心算法和交换算法产生禁忌搜索的初始解,设置了合理的禁忌搜索算法参数,最后通过具有一定规模的实例计算,证明了该算法在求解此类问题中的可行性和科学有效性。

英文摘要:

In this paper, we discuss a bi-level programming model for facility location strategy and product pricing strategy in order to obtain the best profit in a competitive environment. The upper-level model focuses on location decision, while the lower-level model is used to investigate the Nash equilibrium prices. Based on the existence and uniqueness of a Nash equilibrium price when companies are non-cooperative in the lower-level model, a CLPH(competitive location pricing of heuristic) procedure-in which the initial solution is produced by a greedy add algorithm and a vertex substitution algorithm and the parameters in the Taboo search are set reasonably-has been designed to tackle this problem. Finally, a numerical example is presented to illustrate the feasibility and validity of this algorithm application.

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