Solving Planning and Design Problems in the Process Industry Using Mixed Integer and Global Optimization

This contribution gives an overview on the state-of-the-art and recent advances in mixed integer optimization to solve planning and design problems in the process industry. In some case studies specific aspects are stressed and the typical difficulties of real world problems are addressed. Mixed integer linear optimization is widely used to solve supply chain planning problems. Some of the complicating features such as origin tracing and shelf life constraints are discussed in more detail. If properly done the planning models can also be used to do product and customer portfolio analysis. We also stress the importance of multi-criteria optimization and correct modeling for optimization under uncertainty. Stochastic programming for continuous LP problems is now part of most optimization packages, and there is encouraging progress in the field of stochastic MILP and robust MILP. Process and network design problems often lead to nonconvex mixed integer nonlinear programming models. If the time to compute the solution is not bounded, there are already a commercial solvers available which can compute the global optima of such problems within hours. If time is more restricted, then tailored solution techniques are required.     

基于SFA的中国保险业X-效率研究

本文运用随机前沿法(SFA)对2001-2006年中国29家保险公司的成本/利润效率状况和演进趋势进行了研究。实证结果表明,中国保险公司的成本效率要高于利润效率,并出现了成本效率减速提高与利润效率稳定上升并存的发展态势;无论在成本或利润效率方面,国有保险公司都低于其他所有制保险公司,但在演进过程中与其他所有制公司的差距正在逐步缩小。同时,财产保险公司的平均成本效率要高于人寿保险公司,而人寿保险公司的平均利润效率要高于财产保险公司.     

我国纺织业集聚分布格局及其影响因素的空间面板数据分析

在我国,关于区域产业集聚的理论研究进展迅速,但基于空间计量经济模型的实证研究仍需完善。本文采用中国2004-2007省际面板数据,验证纺织业集聚的空间依赖性存在,并分别对空间滞后模型和空间误差模型进行估计,得出以下结论:近些年纺织业集聚的省际分布格局主要呈现"东高西低"的两极化特征,总体变化不大;根据全局Moran I指数和LISA集聚图,纺织业集聚存在空间维度的依赖性和异质性,东部沿海纺织业的扩散作用没有充分发挥,区域发展很不平衡;原料供给量、平均规模水平、交通运输条件等因素都对纺织业集聚产生不同程度的正向影响,而地方保护阻碍产业跨区迁移与形成集聚;与理论假设不同,低廉的劳动力成本对纺织业集聚没有产生明显的促进作用,主要是受到基础设施状况和运输条件的限制;制定相关政策的同时,注意从以上这些要素入手,还必须充分考虑空间作用机制对纺织业省域集聚的差异化作用。     

Evaluating pharmaceutical R&D under technical and economic uncertainty

This study sets up a compound option approach for evaluating pharmaceutical R&D investment projects in the presence of technical and economic uncertainties. Technical uncertainty is modeled as a Poisson jump that allows for failure and thus abandonment of the drug development. Economic uncertainty is modeled as a standard diffusion process which incorporates both up-and downward shocks. Practical application of this method is emphasized through a case analysis. We show that both uncertainties have a positive impact on the R&D option value. Moreover, from the sensitivity analysis, we find that the sensitivity of the option with respect to economic uncertainty and market introduction cost decreases when technical uncertainty increases.     

中国物流业碳排放特征及其影响因素分析——基于LMDI分解技术

在对我国物流业碳排放特征进行分析的基础上,运用LMDI分解技术,建立中国物流业人均碳排放的因素分解模型,定量分析了1991-2010年能源结构、能源效率、运输方式、物流发展、经济增长以及人口等6种因素对物流业人均碳排放的影响.分析表明:经济增长是拉动物流业碳排放增长最主要的动力,在研究期间呈指数增长的趋势.运输方式对碳排放增长也表现出明显的促进作用,能源结构和能源效率虽然表现出拉动作用,但效果微弱.而物流发展因素则对物流业人均碳排放量表现出明显的抑制作用.因此,应大力推进物流业科技水平的提高,进一步发挥物流发展因素对碳排放的抑制作用,同时,优化物流运输体系,形成以铁路为主体,水运和管道为支撑,公路和航空运输为辅的低碳化的综合运输体系.     

两阶段视角下高技术产业技术创新效率及影响因素研究

基于两阶段视角,将规模报酬可变网络SBM模型和DEA.窗口分析方法相结合,分析了中国高技术产业17个细分行业2002-2011年间技术创新效率的变动趋势和行业差异,并利用面板Tobit,模型检验了技术创新效率的影响因素.结果表明:高技术产业技术创新效率值总体偏低,半数以上行业两阶段效率均处于低位区间,改进和提升空间很大.技术转化效率一直显著高于技术研发效率,两阶段效率失衡问题非常明显.行业集中度、开放度和所有制结构因素均对研发效率和总效率有显著影响,而行业集中度和企业规模对技术转化效率有显著影响.     

基于加权积思想的计算机信息系统集成资质评审

着眼于计算机信息系统集成企业资质评审的过程,分析了其中存在的部分弊端.通过对评审指标的分析与拆分,将7大类指标划分为可以量化取值的指标,并基于指标之间的可补偿性分析,提出了不同指标层次之间分别采取加权积和加权和的评估方法.最后通过实际数据的采集与计算得到了满意的评审结果,为政府、评估机构和系统集成企业三方提供了一种新的思路和方法.     

技术壁垒对我国装备制造业影响的GTAP模型分析

作为"世界工厂"的中国,已连续5年保持世界第一制造业大国的地位.装备制造业作为制造业的核心,逐渐发挥出推动国民经济发展的基础性作用,同时引导着制造业的整体转型升级进程.但在全球经济复苏缓慢的背景下,发达国家兴起的"再工业化"浪潮和发展中国家对本国装备制造业企业的保护加速了技术壁垒在全球范围内的扩散.作为新型非关税壁垒代表的技术壁垒,凭借其双重性、隐蔽性和多样性,对我国装备制造业的发展造成影响.利用GTAP模型,分别模拟5%、10%和20%幅度下的技术壁垒提高对我国装备制造业各产业的产出、贸易量的冲击,并依据模拟结果提出装备制造业应对技术壁垒的建议.     

Lease expiration management for a single lease term in the apartment industry

Lease expiration management (LEM) in the apartment industry aims to control the number of lease expirations and thus achieve maximal revenue growth. We examine rental rate strategies in the context of LEM for apartment buildings that offer a single lease term and face demand uncertainty. We show that the building may incur a significant revenue loss if it fails to account for LEM in the determination of the rental rate. We also show that the use of LEM is a compromise approach between a limited optimization, where no future demand information is available, and a global optimization, where complete future demand information is available. We show that the use of LEM can enhance the apartment building’s revenue by as much as 8% when the desired number of expirations and associated costs are appropriately estimated. Numerical examples are included to illustrate the major results derived from our models and the impact on the apartment’s revenue of sensitivity to the desired number of expirations and associated costs.     

基于DEA-Tobit方法的人工智能行业上市公司融资效率研究

人工智能产业发展对实现我国总体产业升级和供给侧结构性改革具有重要意义。该领域投资态势向好,但融资渠道较为混乱。本文结合我国37家人工智能产业上市公司2013~2016年的融资数据,首先采用了DEA方法对我国人工智能产业上市公司融资效率进行测度,同时采用Malmquist指数法从动态角度来反映人工智能产业上市公司融资变化,然后通过Tobit方法构建融资效率影响因素模型。从实证结果可以看出,人工智能产业融资效率不高,大多数企业并未达到DEA有效,综合技术效率的不高主要是由于规模效率较低引起的;资本结构、企业的营业能力和成长性与融资效率具有显著的相关性,是影响融资效率的重要因素。最后从提高融资资金利用率、优化融资结构两个方面提出了相关建议。