基于净现值的模糊型多项目多期投资优化模型  

The Fuzzy Investment Optimization Model of Multi-project and Multi-item Based on Net Present Value

作　　者：徐斌[1] 方卫国[1] 刘鲁[1] 

机构地区：[1]北京航空航天大学经济管理学院

出　　处：《管理工程学报》2007年第3期116-120,共5页Journal of Industrial Engineering and Engineering Management

基　　金：国家自然科学基金资助项目(70371004);高等学校博士点基金资助项目(20040006023)

摘　　要：探讨了基于净现值的多项目多期优化模型,并且分别讨论了目标函数和约束条件呈现模糊时与含有模糊系数时的模型以及它们的求解。根据模型的背景利用三角模糊数处理模糊系数,给出了相应的模糊机会约束规划模型,提出了一种模糊约束规划清晰化的新方法,然后在此基础上结合遗传算法对模型进行求解。最后,数值仿真说明了模型的应用与算法的可行性。In this paper the optimization model of the multi-project and multi-item will be discussed, and the situation about fuzzy objective and fuzzy constrained conditions and another situation that the model includes the fuzzy parameters will be developed and their corresponding algorithm will also be proposed respectively. The triangular fuzzy number will be used to deal with the fuzzy parameters base on the real backgrounds, a new method for transferring the fuzzy chance constrained model to the certain model will be given, the algorithm to solve this problem will be put forward by intergrating genetic algorithm with the above mentioned method. In the last numberic simulation illustrates the application of the developed model and the feasibility of the algorithm.

关 键 词：净现值 多项目多期投资组合 模糊规划 遗传算法 

分 类 号：C931.1[经济管理—管理学]