多因素组合采购拍卖获胜者确定问题研究
摘要
拍卖是建立在竞争基础上的发现价格和提高资源配置效率的一种高效市场机制。经济学家通过四十多年的研究,已经形成了一套系统的、完整的拍卖理论。但是,由于多因素拍卖和组合拍卖比传统的拍卖要复杂得多,目前在这方面的研究比较少,很多问题还没有解决。随着现代社会各种信息的大量膨胀、市场竞争的加剧,整个社会经济环境日益复杂,这对政府采购、企业管理、供应链管理等提出了更高的要求,利用多因素拍卖和组合拍卖进行采购越来越有现实意义。多因素拍卖和组合拍卖将是多物品拍卖的两个重要研究方向,有着很好的理论前景。
本文的主要内容如下:1、回顾总结了传统拍卖理论的基本内容,讨论了多因素拍卖和组合拍卖的研究现状;2、分析了单物品多因素拍卖问题,构建了针对多因素拍卖的混合多因素权重模型,并用灰色关联分析模型来确定最终获胜者;3、讨论了多因素拍卖和组合拍卖的基本特征,给出了多个因素投标同时作为获胜者确定问题衡量标准的采购组合拍卖模型,基于树型结构建立了相应的因素组合采购拍卖获胜者确定问题(WDP)的多目标规划模型,并给出了此规划的求解算法。
Auction is based on a competitive basis of price discovery and improve resource allocation efficiency of an efficient market mechanism. Forty years of research by economists, has formed a system, complete the auction theory. However, due to many factors than the traditional auctions and combinatorial auctions auction is much more complex, the current research in this area is relatively small, many problems still not resolved. With the large number of modern society, expansion of all kinds of information, market competition intensifies, the increasingly complex social and economic environment, which is government procurement, enterprise management, supply chain management and put forward higher requirements for the use and combination of many factors auction auction Purchase more and more practical significance. Multivariate combination of auction and auction items for auction will be two more important research direction, has a good theoretical prospects.
The main contents are as follows: 1, reviewed and summarized the basic content of traditional auction theory, discussed a number of factors and the combination of auction research auction status; 2, multi-factor analysis of a single item auctions, the auction was constructed for the hybrid multi-multi-factor Factor weight model, and Grey relational analysis model to determine the final winner; 3, discuss the auction and the combination of many factors the basic characteristics of the auction, bidders are given a number of factors determine the same time as the winner combined measure of standard procurement auction Model was established based on tree structure corresponding combination of factors determine the procurement auction winner (WDP) of the multi-objective programming model, and gives the planning algorithm.
本文的主要内容如下:1、回顾总结了传统拍卖理论的基本内容,讨论了多因素拍卖和组合拍卖的研究现状;2、分析了单物品多因素拍卖问题,构建了针对多因素拍卖的混合多因素权重模型,并用灰色关联分析模型来确定最终获胜者;3、讨论了多因素拍卖和组合拍卖的基本特征,给出了多个因素投标同时作为获胜者确定问题衡量标准的采购组合拍卖模型,基于树型结构建立了相应的因素组合采购拍卖获胜者确定问题(WDP)的多目标规划模型,并给出了此规划的求解算法。
Auction is based on a competitive basis of price discovery and improve resource allocation efficiency of an efficient market mechanism. Forty years of research by economists, has formed a system, complete the auction theory. However, due to many factors than the traditional auctions and combinatorial auctions auction is much more complex, the current research in this area is relatively small, many problems still not resolved. With the large number of modern society, expansion of all kinds of information, market competition intensifies, the increasingly complex social and economic environment, which is government procurement, enterprise management, supply chain management and put forward higher requirements for the use and combination of many factors auction auction Purchase more and more practical significance. Multivariate combination of auction and auction items for auction will be two more important research direction, has a good theoretical prospects.
The main contents are as follows: 1, reviewed and summarized the basic content of traditional auction theory, discussed a number of factors and the combination of auction research auction status; 2, multi-factor analysis of a single item auctions, the auction was constructed for the hybrid multi-multi-factor Factor weight model, and Grey relational analysis model to determine the final winner; 3, discuss the auction and the combination of many factors the basic characteristics of the auction, bidders are given a number of factors determine the same time as the winner combined measure of standard procurement auction Model was established based on tree structure corresponding combination of factors determine the procurement auction winner (WDP) of the multi-objective programming model, and gives the planning algorithm.
引文
[1] Che Y.K . Design Competition Through Multidimensional Auctions [ J ] . RAND Journal of Economics ,1993 , 24 (4) : 668 - 680
[2]李宁,刘景江.逆向拍卖的风险与条件[J].企业文化,2005年30期.
[3] Lawrence Friedman.A Competitive Bidding Strategy[J].Operations Research,1956(4):104-112.
[4] Vickrey W. Counterspeculation , Auctions and Competitive Sealed Tenders [ J ] . Journal of Finance , 1961 ,
[5] Myerson, Roger (1981),“Optimal Auction Design.”Mathematics of Operations Research, 6, 58-73.
[6] Riley, John and William Samuelson (1981),“Optimal Auctions.”American Economic Review, 71, 381-392.
[7] Riley, John (1988),“Ex Post Information in Auctions,”Review of Economic Studies, LV, 409-430.
[8] Milgrom, Paul and Robert Weber (1982),“A Theory of Auctions and Competitive Bidding.”Econometrica, 50, 1089-1122.
[9] Chen.Ritzo C , et al. Better , Faster , Cheaper : a Multi-att ribute Supply Chain Auction Mechanism [ R ] .ISBM report No110 , Institute for the Study of Business Market s , The Pennsylvania State University , 2003.
[10] Bichler M1 A Roadmap to Auctionbased Negotiation Protocols for Elect ronic Commerce [ R ] . Proceedingsof the 33rd Hawaii International Conference on System Science , 2000
[11] Thiel S E .Multidimensional Auctions [J] . Economics Letters , 1988 , (28) : 37–40
[12] Mishna D and Veeramani D. A Multiat ribute Reverse Auction for Out sourcing [C] . Proceedings of the 13thInternational Workshop on Database and Expert System Applications (DEXA 02) , 2002.
[13] Branco F. The design ofmultidimensional auctions[J]. The Rand Journal of Economics, 1997, 28(1): 63-81.
[14] Mishna D and Veeramani D. A Multiattribute Reverse Auction for Out sourcing [C] . Proceedings of the 13th International Workshop on Database and Expert System
[15] David E , et al . Protocols and St rategies for Automated Multiattribute Auctions [R] . AAMAS 02’confer-ence , Bologna , Italy , 2002: 77– 85.
[16] Beil D R and Wein L M1 An Inverse optimization based Auction Mechanism to Support a Multiatt ribute RFQProcess [J] . Management Science , 2003 , 49 (11) :1529– 1545
[17]金涬,石纯一.一种暗标叫价的多属性拍卖方法[J] .计算机学报, 2006a , 29 (1) :145 - 152
[18]王先甲等人1区域配电服务特许经营权竞标机制设计[J ] .中国电机工程学报,2006 , 26 (20) :39 - 44
[19] Ledyard Joolson M, Porter D,et al.The first use of a combined value auction for transportation services[J]. Interfaces, 2002,32(5):4-12.
[20] Hohner G, Rich J, Ng E,et al.Combinatorial and quality-discount procurement auctions with mutual benefits at mars incorporated[J]. Interfaces, 2003, 33(1):23-35.
[21]黄河,涂维.考虑固定收益率的采购拍卖投标策略研究[J].技术经济,2010
[22]刘树林,王明喜.多属性采购拍卖理论与应用评述[J].中国管理科学,2009,17(1)
[23]陈培友,汪定伟.多物品最优组合供应模式确定问题的模型研究[J].中国管理科学,2006,4(14):35—39.
[24]Elmaghraby W, Keskinocak P. Technology for transportation bidding at the Home Depot. The Practice of Supply Chain Management: Where Theory and Applications Converge[M]. T.H. C. Billington, H. Lee, J. Neale. Kluwer, 2003. [ 25 ]Ledyard Joolson M, Porter D,et al.The first use of a combined value auction for transportation services[J]. Interfaces, 2002,32(5):4-12. [ 26 ]Hohner G, Rich J, Ng E,et al.Combinatorial and quality-discount procurement auctions with mutual benefits at mars incorporated[J]. Interfaces, 2003, 33(1):23-35.
[27] Krishna V. Simultaneous auctions with synergies [J]. Games and Economic Behavior, 1996,17:1-31
[28] Bichuer M,Lawrence RD.Applications ofFlexible Pricing in Business-To-Business Electronic Commerce[J].IBM Systems Journal,2002,42(2):287—302.
[29]陈培友,汪定伟.多物品最优组合供应模式确定问题的模型研究[J].中国管理科学,2006,4(14):35—39.
[30]金滓,石纯一.多活性级递增叫价组合拍卖方法[J].清华大学学报(自然科学版),2006, 4(46):547-550.
[31]吕赐兴,朱云龙,尹朝万,于海斌.基于多Agent的敏捷生产调度中的协商策略[J].计算机集成制造系统,2006,4(12):579—584.
[32]黄河,陈剑.采购组合拍卖改进机制研究[J].系统工程理论与实践,2007(1):4347.
[33]陈剑,黄河.逆向组合拍卖投标者获胜概率研究[J].系统工程理论与实践,2005
[34]Dickson G W.An analysis of vendor selection systems and decisions[J].European Journal of Operational Research .
[35]Weber A C,Cktrrent J It,Benton W C.Vendor selection criteria and methods[J].European Journal of Operational Research,1991。50:2-18.
[36] Golh.D Y,Stam C L,Smith W P.JIT Implementation in Smal. Manufacturing Finns. Production and Inventory Management Journal,Second Quartel,1990:44-47.
[37]Wilson E L.The relative importance of supplier selection criteria:a review and update.International Journal ofPurchasing and Materials Management,1994,30(3):35-41.
[38]Huang S H,Harshal Keskar.Comprehensive and configurable metrics for supplier selection.International Journal ofProduction Economics,2006,105(2):510-523.
[39]林勇,马士华.供应链管理环境下供应商的综合评价选择研究[J].物流技术, 2000(5):30.32.
[40]谌述勇陈荣秋.论JIT环境下制造商和供应商之间的关系---中国汽车工业中的JIT采购与供应[J].管理工程学报,1998,12(3)
[41]王姗姗,郜振华.制造业企业供应商选择评价指标体系设计[J].物流科技,2010,3
[44] Thiel S.Some Evdence on the Winner’S Curse[J].Amdcan Economc Review 1988 78(5):884-895.
[45]Gimenez,Funes E,Godo L'Rodriguez-Aguilar J A,et a1.Designing bidding strategies fortrading agents in electronic auctions[A].In Proceedings of the ThiI.d International Conference 011Multi-Agent Systems(ICMAS’9S)[C],Paris,Fiance,1998:136.143.
[46]陈剑,黄河.基于树型结构的在线逆向组合拍卖模型[J].系统工程理论方法应用,2004,13(4)
[47]黄河,徐鸿雁,陈剑.多因素采购组合拍卖获胜者确定问题研究[J].系统工程理论与实践2008.
[2]李宁,刘景江.逆向拍卖的风险与条件[J].企业文化,2005年30期.
[3] Lawrence Friedman.A Competitive Bidding Strategy[J].Operations Research,1956(4):104-112.
[4] Vickrey W. Counterspeculation , Auctions and Competitive Sealed Tenders [ J ] . Journal of Finance , 1961 ,
[5] Myerson, Roger (1981),“Optimal Auction Design.”Mathematics of Operations Research, 6, 58-73.
[6] Riley, John and William Samuelson (1981),“Optimal Auctions.”American Economic Review, 71, 381-392.
[7] Riley, John (1988),“Ex Post Information in Auctions,”Review of Economic Studies, LV, 409-430.
[8] Milgrom, Paul and Robert Weber (1982),“A Theory of Auctions and Competitive Bidding.”Econometrica, 50, 1089-1122.
[9] Chen.Ritzo C , et al. Better , Faster , Cheaper : a Multi-att ribute Supply Chain Auction Mechanism [ R ] .ISBM report No110 , Institute for the Study of Business Market s , The Pennsylvania State University , 2003.
[10] Bichler M1 A Roadmap to Auctionbased Negotiation Protocols for Elect ronic Commerce [ R ] . Proceedingsof the 33rd Hawaii International Conference on System Science , 2000
[11] Thiel S E .Multidimensional Auctions [J] . Economics Letters , 1988 , (28) : 37–40
[12] Mishna D and Veeramani D. A Multiat ribute Reverse Auction for Out sourcing [C] . Proceedings of the 13thInternational Workshop on Database and Expert System Applications (DEXA 02) , 2002.
[13] Branco F. The design ofmultidimensional auctions[J]. The Rand Journal of Economics, 1997, 28(1): 63-81.
[14] Mishna D and Veeramani D. A Multiattribute Reverse Auction for Out sourcing [C] . Proceedings of the 13th International Workshop on Database and Expert System
[15] David E , et al . Protocols and St rategies for Automated Multiattribute Auctions [R] . AAMAS 02’confer-ence , Bologna , Italy , 2002: 77– 85.
[16] Beil D R and Wein L M1 An Inverse optimization based Auction Mechanism to Support a Multiatt ribute RFQProcess [J] . Management Science , 2003 , 49 (11) :1529– 1545
[17]金涬,石纯一.一种暗标叫价的多属性拍卖方法[J] .计算机学报, 2006a , 29 (1) :145 - 152
[18]王先甲等人1区域配电服务特许经营权竞标机制设计[J ] .中国电机工程学报,2006 , 26 (20) :39 - 44
[19] Ledyard Joolson M, Porter D,et al.The first use of a combined value auction for transportation services[J]. Interfaces, 2002,32(5):4-12.
[20] Hohner G, Rich J, Ng E,et al.Combinatorial and quality-discount procurement auctions with mutual benefits at mars incorporated[J]. Interfaces, 2003, 33(1):23-35.
[21]黄河,涂维.考虑固定收益率的采购拍卖投标策略研究[J].技术经济,2010
[22]刘树林,王明喜.多属性采购拍卖理论与应用评述[J].中国管理科学,2009,17(1)
[23]陈培友,汪定伟.多物品最优组合供应模式确定问题的模型研究[J].中国管理科学,2006,4(14):35—39.
[24]Elmaghraby W, Keskinocak P. Technology for transportation bidding at the Home Depot. The Practice of Supply Chain Management: Where Theory and Applications Converge[M]. T.H. C. Billington, H. Lee, J. Neale. Kluwer, 2003. [ 25 ]Ledyard Joolson M, Porter D,et al.The first use of a combined value auction for transportation services[J]. Interfaces, 2002,32(5):4-12. [ 26 ]Hohner G, Rich J, Ng E,et al.Combinatorial and quality-discount procurement auctions with mutual benefits at mars incorporated[J]. Interfaces, 2003, 33(1):23-35.
[27] Krishna V. Simultaneous auctions with synergies [J]. Games and Economic Behavior, 1996,17:1-31
[28] Bichuer M,Lawrence RD.Applications ofFlexible Pricing in Business-To-Business Electronic Commerce[J].IBM Systems Journal,2002,42(2):287—302.
[29]陈培友,汪定伟.多物品最优组合供应模式确定问题的模型研究[J].中国管理科学,2006,4(14):35—39.
[30]金滓,石纯一.多活性级递增叫价组合拍卖方法[J].清华大学学报(自然科学版),2006, 4(46):547-550.
[31]吕赐兴,朱云龙,尹朝万,于海斌.基于多Agent的敏捷生产调度中的协商策略[J].计算机集成制造系统,2006,4(12):579—584.
[32]黄河,陈剑.采购组合拍卖改进机制研究[J].系统工程理论与实践,2007(1):4347.
[33]陈剑,黄河.逆向组合拍卖投标者获胜概率研究[J].系统工程理论与实践,2005
[34]Dickson G W.An analysis of vendor selection systems and decisions[J].European Journal of Operational Research .
[35]Weber A C,Cktrrent J It,Benton W C.Vendor selection criteria and methods[J].European Journal of Operational Research,1991。50:2-18.
[36] Golh.D Y,Stam C L,Smith W P.JIT Implementation in Smal. Manufacturing Finns. Production and Inventory Management Journal,Second Quartel,1990:44-47.
[37]Wilson E L.The relative importance of supplier selection criteria:a review and update.International Journal ofPurchasing and Materials Management,1994,30(3):35-41.
[38]Huang S H,Harshal Keskar.Comprehensive and configurable metrics for supplier selection.International Journal ofProduction Economics,2006,105(2):510-523.
[39]林勇,马士华.供应链管理环境下供应商的综合评价选择研究[J].物流技术, 2000(5):30.32.
[40]谌述勇陈荣秋.论JIT环境下制造商和供应商之间的关系---中国汽车工业中的JIT采购与供应[J].管理工程学报,1998,12(3)
[41]王姗姗,郜振华.制造业企业供应商选择评价指标体系设计[J].物流科技,2010,3
[44] Thiel S.Some Evdence on the Winner’S Curse[J].Amdcan Economc Review 1988 78(5):884-895.
[45]Gimenez,Funes E,Godo L'Rodriguez-Aguilar J A,et a1.Designing bidding strategies fortrading agents in electronic auctions[A].In Proceedings of the ThiI.d International Conference 011Multi-Agent Systems(ICMAS’9S)[C],Paris,Fiance,1998:136.143.
[46]陈剑,黄河.基于树型结构的在线逆向组合拍卖模型[J].系统工程理论方法应用,2004,13(4)
[47]黄河,徐鸿雁,陈剑.多因素采购组合拍卖获胜者确定问题研究[J].系统工程理论与实践2008.
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