基于贴近度的模糊非线性信贷优化问题研究  

Study of similarity measure-based fuzzy nonlinear optimization problem for credit loan

作　　者：于兆吉[1] 胡祥培[1] 毛强[2] 

机构地区：[1]大连理工大学管理与经济学部,辽宁大连116024 [2]东北大学管理学院,辽宁沈阳110819

出　　处：《大连理工大学学报》2011年第3期453-457,共5页Journal of Dalian University of Technology

基　　金：国家杰出青年科学基金资助项目(70725004);辽宁省自然科学基金资助项目(20092049)

摘　　要：构建了信用多属性评价模糊向量,分析了模糊包含度与贴近度的关系,提出了一种包含度的计算公式,并诱导出模糊贴近度的计算公式,弥补了传统贴近度计算公式的不足.进而建立了基于模糊贴近度的信用评价函数.在此基础上,针对信贷问题,建立了模糊非线性优化模型,给出了求解模型的内点算法,并分析了其收敛性.算例结果表明基于贴近度的模糊非线性规划适于求解诸如信贷优化等复杂问题.The fuzzy vector of credit multi-feature evaluation was established,and the relation between fuzzy subsethood measure and similarity measure was analyzed.A calculation formula of subsethood measure was proposed,and then,the calculation formula of fuzzy similarity measure was induced so as to remedy the disadvantage of conventional ones.Furthermore,the fuzzy similarity measure-based credit evaluation function was established.On the basis of this,for the credit loan problem,the fuzzy nonlinear optimization model was established,the interior-point algorithm of the model was given,and its convergence was analyzed.The example results show that the similarity measure-based fuzzy nonlinear programming model was suitable for solving complex problems,such as credit loan optimization.

关 键 词：贴近度 模糊 信用评价 非线性 优化模型 

分 类 号：O224[理学—运筹学与控制论]