基于云模型和PageRank算法的社会网络群决策方法

近年来，随着信息、通信和技术的快速发展，决策者之间的关系也由此变得越来越紧密。在此背景下，决策者基于社会网络关系存在交互，社会网络群体决策会产生比传统群体决策更多的信息，信息不完全性、随机性以及决策者有限理性等因素都会导致群体决策结果与实际情况产生偏差。针对社会网络群体决策中决策偏好信息为定性概念的语言信息，且决策者之间存在信任度的群体决策问题，本文提出了一种基于云模型和PageRank算法的社会网络群决策方法并针对现有的云聚类算法拓展出了社会网络云聚类算法。首先，将语言信息转化为云模型；其次，基于社会网络拓扑图利用PageRank算法来计算每个决策者的权重；接着，使用社会网络云聚类算法将决策者分成几个子聚集并求出子聚集的权重；最后把云模型综合成方案云，利用随机模拟技术获取各个方案云的评分，给出方案的排序，并通过对比分析验证了该方法的有效性。     

工程项目组合风险扩散模型的级联失效分析

为构建符合工程项目组合特点的风险扩散模型,解决风险扩散问题。本文考虑风险扩散的双关系载体—项目交互关系和风险因素逻辑关系,构建工程项目组合风险扩散的双层相依网络模型,运用级联失效理论提出风险扩散规则,通过数值仿真分析风险扩散特征。仿真结果发现：工程项目组合中,双层网络模型能够反映风险在项目和风险因素双关系载体中的扩散特征;与单层网络风险扩散模型相比,构建的模型展现出差异性的风险扩散效应,风险扩散在工程项目组合中表现出更剧烈的级联失效过程。风险扩散模型作为工程项目组合风险扩散问题的前置性研究,为进一步风险扩散网络稳定性的研究提供新思路和启发。     

基于价值流优化的项目组合网络引力模型

在构建项目组合网络时,除了考虑构建网络所需的成本、网络的效率外,同时还要考虑网络节点间的价值流(项目间的价值传递)因素,例如,当计划增加一个新项目时,组织除了考虑该项目的自身价值,还要考虑该项目进入到项目组合中产生的增值价值,即1+12的项目间协同价值,这个协同价值在网络中是通过网络节点间的价值流来体现的.构建项目组合网络的根本目的是实现网络上的动力学,只有两节点间有信息交互的需求,两节点的连边才有意义.从优化项目组合网络效益的角度出发,引入预期价值流这一概念,提出基于预期价值流优化的项目组合网络的引力模型,并详细分析该模型的拓扑结构特性、权度相关性,并利用引力模型与实际的项目组合网络进行了比较,所有的特征误差都很小,模型不仅能够定性地刻画真实项目组合网络中的各种特性,而且还能定量地得到具体项目组合网络的统计分布.     

基于改进NSGA-II算法的云制造服务组合优化研究

云制造任务日趋复杂,与基于云制造的云服务组合优化问题相关的指标日益增多,需要综合考虑各个评价指标,从海量备选云服务中筛选出最优服务组合。本文针对云制造的特点,从线上、线下两方面构建了云制造服务评价指标体系;为了更好地处理高维多目标优化问题并消除实际问题中的量纲影响,本文利用改进的α支配策略代替帕累托支配改进NSGA-II算法,提出了基于nα支配的NSGA-II算法。最后,本文通过一个电机制造案例验证了提出算法的可行性,并通过与标准NSGA-II算法、r-NSGA-II算法和基于模糊支配的NSGA-II算法对比,证明了提出算法得到的解集更优、更小,能够大大减小后续组合优选的计算量。     

考虑返修的建设项目时间-成本-质量问题

当施工过程中质量不达标需要返修以改进项目质量,但相应地会影响项目工期和成本。本文基于经典多模式资源受限项目调度问题构建一种新的非线性规划模型,目标为项目成本最小和工期最短,其中项目成本考虑返修成本以提高项目质量。首先,使用二元非独立正态分布函数描述活动质量,根据活动间的串联或并联关系定义隐蔽工程质量为活动质量的函数。其次,本文提出一种基于NSGA的混合蛙跳算法,采用串行进度产生方案和调整的活动列表编码,其中蛙跳过程结合了遗传算法中的交叉操作和基于置换的局域搜索。最后,整个模型算法应用于框架铁路立交桥施工项目,验证本文算法性能在支配解数量和质量上都优于标准NSGA。     

装备经费预算项目组合优化决策模型研究

应用项目组合管理理论,综合考虑装备建设的实际需要与经费供给的可能性,建立以预期军事效益最大为目标,以装备经费预算控制指标约束、项目关系约束和项目可分解约束的装备经费预算项目组合优化决策模型。所建立的模型为装备经费预算编制工作提供了可行的决策技术方法,有效增强了装备经费预算编制的科学性、公正性和透明度。     

基于多目标优化的对抗反辐射导弹诱饵部署

针对目前研究部署诱饵保护地基雷达免遭反辐射导弹攻击未考虑多个目标的情况,提出了基于多目标优化的诱饵最优位置模型.首先对影响部署诱饵的各因素进行分析,并用随机仿真模型进行建模,目标是同时最大化反辐射导弹爆炸点与地基雷达以及诱饵之间距离;然后采用概率多目标模拟退火算法获得诱饵位置组合的非支配组合;根据决策者的不完全偏好信息,采用多属性效用函数,获得偏好非支配组合.最后对模型进行仿真,仿真结果表明模型的有效性.     

考虑多因素的可打断项目组合选择模型研究

本文在已有可打断项目组合选择模型研究的基础上,同时考虑了资源约束,项目间的相互依赖关系以及项目的可打断性这三种因素,以净现值最大化为目标,首次构建了考虑多因素的可打断项目组合选择模型。此外,根据是否考虑资源约束、项目间的相互依赖关系以及项目的可打断性,分别构建了不同情形下的三个模型。最后给出算例,并运用GAMS\BARON求解,结果表明:1)资源约束是可打断项目组合选择的关键因素,关系着项目组合选择的成败;2)资源约束下,通过项目打断执行可以增加收益,这有别于已有的研究;3)考虑相互依赖关系时,合理进行项目组合选择使协同利益大于竞争损失,能使企业获利更多。     

考虑油膜动态过程的海上溢油应急物资调度优化

针对溢油应急响应中海上油膜所具有的动态特性,综合考虑需求点的时变物资需求、运输网络的不确定性以及物资调度决策与外部决策环境之间的相互作用关系之后,构建了效率目标与成本目标相结合的多目标海上溢油应急物资调度优化模型。根据模型的特点,提出了一种基于鲸鱼算法的求解方法。该算法利用非线性收敛因子克服了算法后期易陷入局部最优的不足,同时还引入小生境共享机制以确保解的多样性。最后,通过仿真案例对模型与算法的有效性与可行性进行了验证。结果表明,该方法可以为决策者提供高质量的决策支持。     

Seru生产方式下考虑工人异质性的多能工分配模型及算法

多能工分配直接影响Seru生产系统的生产能力,而且为了适应Seru的频繁重组、实现生产能力的供需平衡,多能工应与生产任务一同分配。本文从提高工人间公平性和员工满意度的角度入手,研究了以实现Seru间和多能工间工作量均衡为目标的多能工分配问题。针对多能工的异质性特征,考虑了多能工技能组合与生产任务作业需求之间的匹配以及技能熟练水平对作业时间的影响。鉴于研究问题的NP-hard和多目标优化属性,基于第二代非支配排序遗传算法开发了模型求解算法。通过数值算例验证了模型和算法的有效性,分析了技能组合和技能熟练水平对Seru间和多能工间工作量均衡的影响。     

A zero-one model for project portfolio selection and scheduling

A zero-one integer linear programming model is proposed for selecting and scheduling an optimal project portfolio, based on the organisation's objectives and constraints such as resource limitations and interdependence among projects. The model handles some of the issues that frequently arise in real world applications but are not addressed by previously suggested models, such as situations in which the amount of available and consumed resources varies in different periods. It also allows for interactive adjustment following the optimisation process, to provide decision makers a method for controlling portfolio selection, based on criteria that may be difficult to elicit directly. It is critical for such a system to provide fast evaluation of alternatives the decision makers may want to examine, and this requirement is addressed. The proposed model not only suggests projects that should be incorporated in the optimal portfolio, but it also determines the starting period for each project. Scheduling considerations can have a major impact on the combination of projects that can be incorporated in the portfolio, and may allow the addition of certain projects to the portfolio that could not have been selected otherwise. An example problem is described and solved with the proposed model, and some areas for future research are discussed.     

A multiobjective evolutionary approach for linearly constrained project selection under uncertainty

In the project selection problem a decision maker is required to allocate limited resources among an available set of competing projects. These projects could arise, although not exclusively, in an R&D, information technology or capital budgeting context. We propose an evolutionary method for project selection problems with partially funded projects, multiple (stochastic) objectives, project interdependencies (in the objectives), and a linear structure for resource constraints. The method is based on posterior articulation of preferences and is able to approximate the efficient frontier composed of stochastically nondominated solutions. We compared the method with the stochastic parameter space investigation method (PSI) and illustrate it by means of an R&D portfolio problem under uncertainty based on Monte Carlo simulation.     

Scenario-based portfolio selection of investment projects with incomplete probability and utility information

In the selection of investment projects, it is important to account for exogenous uncertainties (such as macroeconomic developments) which may impact the performance of projects. These uncertainties can be addressed by examining how the projects perform across several scenarios; but it may be difficult to assign well-founded probabilities to such scenarios, or to characterize the decision makers’ risk preferences through a uniquely defined utility function. Motivated by these considerations, we develop a portfolio selection framework which (i) uses set inclusion to capture incomplete information about scenario probabilities and utility functions, (ii) identifies all the non-dominated project portfolios in view of this information, and (iii) offers decision support for rejection and selection of projects. The proposed framework enables interactive decision support processes where the implications of additional probability and utility information or further risk constraints are shown in terms of corresponding decision recommendations.     

Preference programming for robust portfolio modeling and project selection

In decision analysis, difficulties of obtaining complete information about model parameters make it advisable to seek robust solutions that perform reasonably well across the full range of feasible parameter values. In this paper, we develop the Robust Portfolio Modeling (RPM) methodology which extends Preference Programming methods into portfolio problems where a subset of project proposals are funded in view of multiple evaluation criteria. We also develop an algorithm for computing all non-dominated portfolios, subject to incomplete information about criterion weights and project-specific performance levels. Based on these portfolios, we propose a project-level index to convey (i) which projects are robust choices (in the sense that they would be recommended even if further information were to be obtained) and (ii) how continued activities in preference elicitation should be focused. The RPM methodology is illustrated with an application using real data on road pavement projects.     

基于粗集模糊物元的项目组合配置战略贴近度研究

战略导向下的项目组合配置问题是企业进行多项目管理时需要解决的重要问题,对企业战略目标最大化的实现起到关键作用。论文在研究项目与项目关系的视角下,以项目组合配置方案和企业战略关系为出发点,提出了项目组合配置战略贴近度概念,构建了项目组合配置模糊物元模型,并以战略贴近度值的大小为度量标准,对项目组合配置方案与企业战略吻合程度进行分析,为企业项目组合管理提供决策依据。     

基于交互耦合网络的项目组合决策模型研究

随着项目活动进入“大尺度”时代,复杂性成为现代化项目组合管理中的突出问题。在项目组合决策系统复杂性分析基础上,提出了交互耦合网络视角下的项目组合决策系统表征方法;借鉴非线性动力学建模方法构建项目组合决策系统复杂动力网络模型,结合模型的稳定解和稳定条件将项目组合决策系统划分为竞争型、共生型、强依存型和弱依存型,并通过数值仿真方法对系统的稳定域、分岔和混沌进行分析。研究表明,项目组合决策系统的复杂性和稳定性依赖于系统内交互关系作用,改善协作关系,避免过分竞争,以系统整体为先优化配置有利于项目组合目标实现。     

Structuring resource allocation decisions: A framework for building multi-criteria portfolio models with area-grouped options

Multi-criteria portfolio modelling has been extensively employed as an effective means to allocate scarce resources for investment in projects when considering costs, benefits and risks. Some of these modelling approaches allow the grouping of projects into organisational areas, thus also supporting the decision of resource allocation among organisational units in a way that is collectively efficient for the organisation. However, structuring in practice a portfolio model using this latter type of approach is not a trivial task. How should areas be defined? Where should new projects be included? How should one define the criteria to evaluate performance? As far as we know, there is very little indication in the operational research and decision sciences literatures on how to structure this type of model. This paper suggests different ways to structuring portfolio models where projects are divided into areas and evaluated by multiple criteria, and illustrates their use in two action-research projects. Drawing on these experiences it then suggests a general framework for the structuring of such models in practice. Directions for future research are also identified.     

基于交互效应的项目组合风险度量及选择优化

研究了具有不对称交互效应的项目组合风险测度和选择问题。从资源、收益和技术三方面描述了项目组合交互效应的产生,提出了基于生态位和生态位重叠理论的具有交互效应的项目组合风险度量方法,建立了以收益最大化和风险最小化的组合选择优化模型,并针对该模型给出了一种实用的混合遗传算法和应用实例。研究表明交互效应对组合风险度量和项目选择具有显著影响,这也为项目组合研究提供了新的视角和思路。     

Baseline value specification and sensitivity analysis in multiattribute project portfolio selection

A key issue in applying multi-attribute project portfolio models is specifying the baseline value – a parameter which defines how valuable not implementing a project is relative to the range of possible project values. In this paper we present novel baseline value specification techniques which admit incomplete preference statements and, unlike existing techniques, make it possible to model problems where the decision maker would prefer to implement a project with the least preferred performance level in each attribute. Furthermore, we develop computational methods for identifying the optimal portfolios and the value-to-cost -based project rankings for all baseline values. We also show how these results can be used to (i) analyze how sensitive project and portfolio decision recommendations are to variations in the baseline value and (ii) provide project decision recommendations in a situation where only incomplete information about the baseline value is available.     

项目组合网络实证研究

将复杂网络理论引入到项目组合管理中,以项目为节点,以项目之间的依赖关系为边,项目的成本看作点权,项目之间的依赖强度看作边权,将项目组合抽象为一个复杂加权网络。研究了4家企业的项目组合网络,在分析项目组合特性的基础上,概括了项目组合的复杂网络行为特征。对企业项目组合网络进行综合对比分析发现,项目组合网络具有如下相似特征:①节点度分布不同于其他社会网络,倾向于幂律分布,又有偏斜泊松分布的迹象;②度相关系数负相关,有别于其他社会网络;③具有集群结构;④聚集系数很大;⑤网络直径较小;⑥平均度数小于4。