存在折扣或随机需求的中断风险下供应商选择
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摘要
当前,由于企业缺乏有效的供应链风险管理,我国制造业面临许多困难,如企业收益不佳、成本居高不下等等.因此,如何管理和控制供应链风险,对我国制造业提升国际竞争力有重要意义.供应链风险主要涉及风险和不确定性,重点在中断风险和需求的不确定性.
实际中供应商提供价格折扣,供应商提供的折扣是基于订购部件的总数量或营业额总量.另一方面,订单的需求随着市场的波动是不断变化的.针对现有的中断风险模型未考虑折扣和已知订单需求的不足,本文解决了供应链风险下的供应商选择,分别考虑了存在折扣的中断风险模型和订单需求随机的中断风险模型.供应商的选择和订单的分配是基于采购部件的价格、质量和交货的可靠性.给出一组产品的顾客的订单,决策者需要决定从哪个供应商采购每个顾客订单所需要的订制部件以极小化总成本并且同时缓解供应中断风险所造成的影响.
进一步,本文应用计算机仿真技术对所阐述的问题进行研究,问题被表述成了混合整数规划,并且风险价值VaR和条件风险价值CVaR被用于控制供应中断的风险.所提出的方法是通过计算单位部件的风险价值和极小化单位部件的期望最不利成本来优化供应组合,并给出了计算数例,应用仿真优化软件CPLEX给出模型的计算结果,并对折扣环境和非折扣环境下的中断风险模型、随机需求和已知需求下的中断风险模型的结果做了对比分析.
At present:due to the lack of effective supply chain risk management, China's manu-facturing industries are facing many difficulties, such as poor corporate earnings, high cost, and so on. Therefore, how to manage and control supply chain risk is ilnportant to en-hance the international competitiveness of China's manulfacturing industries.Supply chain risk is mainly related to risks and uncertainties,foeusing on disruption risk and demand uncertainty.
In practice suppliers offer price discounts, based on total quantity or total value of ordered parts.On the other hand,orde demands are changing with the market fluctuation. For the lack of existing disruption risk model that didn't consider discount and consider constant order demand, this paper addresses supplier selection under supply chain risk, considering disruption risk model with discount or stochastic order demand respectively. Supplier selection and order allocation is based011the price, quality and delivery reliability of the purchased parts. Given a set of customer orders of products, decision-makers need to deeide from wllich suppliers to buy the custom parts needed for each customer order to minimlize the total cost and ease supply disruption risk.
Furtherl y, Tllis paper apply computer simulation technology to study the described issues,which are expressed as the mixed integelr programming, and the value at risk and conditional value at risk is used to control the risk of supply disruptions. The proposed methods is able to optimize the supply portfolio by calculating the value at risk of the unit part and minimize the expected worst-case unit part, and calculation examples are given Apply simulation optimization software CPLEX to give the results of model calculations, also compare and analyze the results of the disruption risk with discount or without discount and the results of the disruption risk with stochastic demand or constant demand.
实际中供应商提供价格折扣,供应商提供的折扣是基于订购部件的总数量或营业额总量.另一方面,订单的需求随着市场的波动是不断变化的.针对现有的中断风险模型未考虑折扣和已知订单需求的不足,本文解决了供应链风险下的供应商选择,分别考虑了存在折扣的中断风险模型和订单需求随机的中断风险模型.供应商的选择和订单的分配是基于采购部件的价格、质量和交货的可靠性.给出一组产品的顾客的订单,决策者需要决定从哪个供应商采购每个顾客订单所需要的订制部件以极小化总成本并且同时缓解供应中断风险所造成的影响.
进一步,本文应用计算机仿真技术对所阐述的问题进行研究,问题被表述成了混合整数规划,并且风险价值VaR和条件风险价值CVaR被用于控制供应中断的风险.所提出的方法是通过计算单位部件的风险价值和极小化单位部件的期望最不利成本来优化供应组合,并给出了计算数例,应用仿真优化软件CPLEX给出模型的计算结果,并对折扣环境和非折扣环境下的中断风险模型、随机需求和已知需求下的中断风险模型的结果做了对比分析.
At present:due to the lack of effective supply chain risk management, China's manu-facturing industries are facing many difficulties, such as poor corporate earnings, high cost, and so on. Therefore, how to manage and control supply chain risk is ilnportant to en-hance the international competitiveness of China's manulfacturing industries.Supply chain risk is mainly related to risks and uncertainties,foeusing on disruption risk and demand uncertainty.
In practice suppliers offer price discounts, based on total quantity or total value of ordered parts.On the other hand,orde demands are changing with the market fluctuation. For the lack of existing disruption risk model that didn't consider discount and consider constant order demand, this paper addresses supplier selection under supply chain risk, considering disruption risk model with discount or stochastic order demand respectively. Supplier selection and order allocation is based011the price, quality and delivery reliability of the purchased parts. Given a set of customer orders of products, decision-makers need to deeide from wllich suppliers to buy the custom parts needed for each customer order to minimlize the total cost and ease supply disruption risk.
Furtherl y, Tllis paper apply computer simulation technology to study the described issues,which are expressed as the mixed integelr programming, and the value at risk and conditional value at risk is used to control the risk of supply disruptions. The proposed methods is able to optimize the supply portfolio by calculating the value at risk of the unit part and minimize the expected worst-case unit part, and calculation examples are given Apply simulation optimization software CPLEX to give the results of model calculations, also compare and analyze the results of the disruption risk with discount or without discount and the results of the disruption risk with stochastic demand or constant demand.
引文
[1]张涛,孙林岩.供应链不确定性管理[M].北京：清华大学出版社,2005,45-47.
[2]朱梓齐.供应链管理[M].北京：机械工业出版社,2005,15-18.
[3]姜英兵.公司风险管理[M].大连：东北财经大学出版社,2011,106-110.
[4]蔡建湖.不确定环境下的供应链管理[M].北京：科学出版社,2011,89-94.
[5]杨文,杨涛,李治.供应链风险管理下供应商的选择[J].兰州交通大学学报,2006,25(1)：128-130.
[6]白士强.基于风险成本的供应商选择[J].物流商论,2009(4):147-148.
[7]韩开军,李金华.供应链环境下供应商选择方法综述[J].物流科技,2009(10):133-134.
[8]王晓杰,霍丽丽.基于成本控制的供应商选择模式[J].经营管理,2010(5):27.
[9]杨华,汪贤裕.基于风险角度的供应商选择[J].决策参与,2007(3):45-47.
[10]徐伟.浅谈供应商的选择与评价[J].铁路采购与供应,2010(10);35-37.
[11]杨军,赵继新,高晓莎.供应商评价中多指标评价方法的应用[J].流通经济,2010(12);181-182.
[12]林强,李青,吴飞.不确定需求下企业供应商数量优化问题的研究[J].工业工程,2010,13(4)：13-17.
[13]刘冬林,王春香.风险和不确定下供应商数量优化问题的研究[J].中国地质大学学报,2006,6(4)：42-46.
[14]蒋琦玮,秦进.考虑风险控制的最优供应商数量确定方法[J].系统工程,2008,26(2):108-111.
[15]蒋琦玮,秦进.需求不确定环境下的供应商选择与订购量分配问题优化模型及算法[J].系统工程,2010,28(10)：97-102.
[16]陈剑利,李胜宏.CVaR风险度量模型在投资组合中的应用[J].运筹与管理,2004,13(1)：95-99.
[17]刘小茂,田立.VaR与CVaR的对比研究及实证分析[J].华中科技大学学报,2005,33(10)：112-114.
[18]田新民,黄海平.基于条件VaR (CVaR)的投资组合优化模型及比较研究[J].数学实践与认识,2004,34(7)：39-49.
[18]景明利,张峰,杨纯涛.金融风险度量VaR与CVaR方法的比较研究及应用[J].统计与信息论坛,2006,21(5)：84-87.
[20]Weijun xia, Zhiming wu. Supplier selection with multiple criteria in volume discount environment[J]. Omega,2007,35:494-504.
[21]Ezgi Aktar Demirtas. An integrated multiobjective decision making process for supplier selection and order allocation[J]. Omega, 2008,36:76-90.
[22]Christopher S. Tang. Perspectives in supply chain risk management [J]. International Journal of Production Economics,2006,103:451-488.
[23]Raja G. Kasilingam, Chee P. Lee. Selection of Vendors-A mixed-integer programming approach[J]. Department of Industrial Engineering,1996,31:347-350.
[24]Haisheng Yu, AmyZ.Zeng, LinduZhao. Single or dual sourcing:decision-making in the presence of supply chain disruption risks[J]. Omega, 2009,37:788-800.
[25]Desheng Wu, David L. Olson. Supply chain risk, simulation, and vendor selection[J]. International Journal of Production Economics,2008,114:646-655.
[26]Alex J. Ruiz-Torres, Farzad Mahmoodi. The optimal number of suppliers considering the costs of individual supplier failures[J]. Omega, 2007,35:104-105.
[27]S.H. Ghodsypour, C. O'Brien. The total cost of logistics in supplier selection, under conditions of multiple sourcing, multiple criteria and capacity constraint [J]. International Journal of Production Economics,2001,73:15-27.
[28]Anna Grazia Quaranta. Alberto Zaffaroni. Robust optimization of conditional value at risk and portfolio selection[J]. Journal of Banking and Finance,2008,72:2046-2056.
[29]R. Tyrrell Rockafellar, Stanislav Uryasev. Optimization of Conditional Value-at-Risk[J]. The Journal of Risk, 2000,2:21-41.
[30]R. Tyrrell Rockafellar, Stanislav Uryasev. Conditional value-at-risk for general loss distribution[J]. Journal of Banking and Finance,2002,26:1443-1471.
[31]Jun-ya Gotoh, Yuichi Takano. Newsvendor solutions via conditional value-at-risk min-imization[J]. European Journal of Operational Research,2007,179:80-96.
[32]Tadeusz Sawik. Single vs. multiple objective supplier selection in a make to order environment [J]. Omega, 2010,38:203-212.
[33]Tadeusz Sawik. Supplier selection in make-to-order environment with risks [J]. Mathe-matical and Computer Modeling,2011,39:194-208.
[34]Jafar Rezaei. Muti-objective models for lot-sizing with supplier selection[J]. Interna-tional Journal of Production Economics,2011,103:77-86.
[35]Michael R. Wagner, Joy Bhadury, Steve Peng. Risk management in uncapacitated facility location models with random demands[J]. Computers and Operations Research, 2009,36:1002-1011.
[36]Mark Goh, Joseph Y.S. Lim, Fanwen Meng. A stochastic model for risk management in global supply chain networks [J]. European Journal of Operational Research, 2007, 182:164-173.
[37]Tadeusz Sawik. Selection of supply portfolio under disruption risks[J]. Omega, 2011, 39:194-208.
[2]朱梓齐.供应链管理[M].北京：机械工业出版社,2005,15-18.
[3]姜英兵.公司风险管理[M].大连：东北财经大学出版社,2011,106-110.
[4]蔡建湖.不确定环境下的供应链管理[M].北京：科学出版社,2011,89-94.
[5]杨文,杨涛,李治.供应链风险管理下供应商的选择[J].兰州交通大学学报,2006,25(1)：128-130.
[6]白士强.基于风险成本的供应商选择[J].物流商论,2009(4):147-148.
[7]韩开军,李金华.供应链环境下供应商选择方法综述[J].物流科技,2009(10):133-134.
[8]王晓杰,霍丽丽.基于成本控制的供应商选择模式[J].经营管理,2010(5):27.
[9]杨华,汪贤裕.基于风险角度的供应商选择[J].决策参与,2007(3):45-47.
[10]徐伟.浅谈供应商的选择与评价[J].铁路采购与供应,2010(10);35-37.
[11]杨军,赵继新,高晓莎.供应商评价中多指标评价方法的应用[J].流通经济,2010(12);181-182.
[12]林强,李青,吴飞.不确定需求下企业供应商数量优化问题的研究[J].工业工程,2010,13(4)：13-17.
[13]刘冬林,王春香.风险和不确定下供应商数量优化问题的研究[J].中国地质大学学报,2006,6(4)：42-46.
[14]蒋琦玮,秦进.考虑风险控制的最优供应商数量确定方法[J].系统工程,2008,26(2):108-111.
[15]蒋琦玮,秦进.需求不确定环境下的供应商选择与订购量分配问题优化模型及算法[J].系统工程,2010,28(10)：97-102.
[16]陈剑利,李胜宏.CVaR风险度量模型在投资组合中的应用[J].运筹与管理,2004,13(1)：95-99.
[17]刘小茂,田立.VaR与CVaR的对比研究及实证分析[J].华中科技大学学报,2005,33(10)：112-114.
[18]田新民,黄海平.基于条件VaR (CVaR)的投资组合优化模型及比较研究[J].数学实践与认识,2004,34(7)：39-49.
[18]景明利,张峰,杨纯涛.金融风险度量VaR与CVaR方法的比较研究及应用[J].统计与信息论坛,2006,21(5)：84-87.
[20]Weijun xia, Zhiming wu. Supplier selection with multiple criteria in volume discount environment[J]. Omega,2007,35:494-504.
[21]Ezgi Aktar Demirtas. An integrated multiobjective decision making process for supplier selection and order allocation[J]. Omega, 2008,36:76-90.
[22]Christopher S. Tang. Perspectives in supply chain risk management [J]. International Journal of Production Economics,2006,103:451-488.
[23]Raja G. Kasilingam, Chee P. Lee. Selection of Vendors-A mixed-integer programming approach[J]. Department of Industrial Engineering,1996,31:347-350.
[24]Haisheng Yu, AmyZ.Zeng, LinduZhao. Single or dual sourcing:decision-making in the presence of supply chain disruption risks[J]. Omega, 2009,37:788-800.
[25]Desheng Wu, David L. Olson. Supply chain risk, simulation, and vendor selection[J]. International Journal of Production Economics,2008,114:646-655.
[26]Alex J. Ruiz-Torres, Farzad Mahmoodi. The optimal number of suppliers considering the costs of individual supplier failures[J]. Omega, 2007,35:104-105.
[27]S.H. Ghodsypour, C. O'Brien. The total cost of logistics in supplier selection, under conditions of multiple sourcing, multiple criteria and capacity constraint [J]. International Journal of Production Economics,2001,73:15-27.
[28]Anna Grazia Quaranta. Alberto Zaffaroni. Robust optimization of conditional value at risk and portfolio selection[J]. Journal of Banking and Finance,2008,72:2046-2056.
[29]R. Tyrrell Rockafellar, Stanislav Uryasev. Optimization of Conditional Value-at-Risk[J]. The Journal of Risk, 2000,2:21-41.
[30]R. Tyrrell Rockafellar, Stanislav Uryasev. Conditional value-at-risk for general loss distribution[J]. Journal of Banking and Finance,2002,26:1443-1471.
[31]Jun-ya Gotoh, Yuichi Takano. Newsvendor solutions via conditional value-at-risk min-imization[J]. European Journal of Operational Research,2007,179:80-96.
[32]Tadeusz Sawik. Single vs. multiple objective supplier selection in a make to order environment [J]. Omega, 2010,38:203-212.
[33]Tadeusz Sawik. Supplier selection in make-to-order environment with risks [J]. Mathe-matical and Computer Modeling,2011,39:194-208.
[34]Jafar Rezaei. Muti-objective models for lot-sizing with supplier selection[J]. Interna-tional Journal of Production Economics,2011,103:77-86.
[35]Michael R. Wagner, Joy Bhadury, Steve Peng. Risk management in uncapacitated facility location models with random demands[J]. Computers and Operations Research, 2009,36:1002-1011.
[36]Mark Goh, Joseph Y.S. Lim, Fanwen Meng. A stochastic model for risk management in global supply chain networks [J]. European Journal of Operational Research, 2007, 182:164-173.
[37]Tadeusz Sawik. Selection of supply portfolio under disruption risks[J]. Omega, 2011, 39:194-208.
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