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- %% Performance of heuristic policy for the robust optimization
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- tic
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- clear
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- aa=[0 0.1 0.3 0.5]; %% alpha is the memory factor
- % RR1=[1.1 1.2 1.3 1.4 1.5]; %% p/c is the ratio of price vs cost
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- O=1000; %% 30 instances 82547.014000 seconds; 3 instances 2733.255000 seconds
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- cc=1+0.*rand(O,1); %% purchasing cost
- pp=1.1+0.4.*rand(O,1); %% selling price
- hh=0.02+0.02.*rand(O,1);
- pii=0.1+0.1.*rand(O,1);
- oo=0.9+0.06.*rand(O,1);
- dd1=20+15.*rand(O,1);
- AA=0+1.*rand(O,1);
- RR=1+0.*rand(O,1); %% initial service level
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- P0m=zeros(length(aa),1);
- PO9=zeros(length(aa),1);
- P0a=zeros(length(aa),1);
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- % P1=zeros(length(aa),length(RR1),O);
- P1m=zeros(length(aa),1);
- P19=zeros(length(aa),1);
- P1a=zeros(length(aa),1);
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- % P=zeros(length(aa),length(RR1),O);
- % Pm=zeros(length(aa),length(RR1));
- % Pa=zeros(length(aa),length(RR1));
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- for aA=1:length(aa)
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- a=aa(aA); %% alpha
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- for H=1:O
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- c=cc(H);
- p=pp(H);
- h=hh(H);
- pi=pii(H);
- o=oo(H); % o=\theta (discount factor),
- d1=dd1(H);
- A=AA(H); %% basic case: A=0.8 and d1=15;
- R1=RR(H); %% initial service level
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- [P0(aA,H) P1(aA,H)]=pllu(c,p,h,pi,o,d1,A,a,R1); %% performance of heuristics and ignorance
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- end
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- P0m(aA,1)=max(P0(aA,:)); %% maximum
- POp=sort(P0(aA,:));
- PO9(aA,1)=prctile(POp,95); %% 95%
- P0a(aA,1)=mean(P0(aA,:)); %% average
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- P1m(aA,1)=max(P1(aA,:)); %% maximum
- P1p=sort(P1(aA,:));
- P19(aA,1)=prctile(P1p,95); %% 95%
- P1a(aA,1)=mean(P1(aA,:)); %% average
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- end
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- P0m
- PO9
- P0a
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- P1m
- P19
- P1a
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-
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- toc
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