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投资决策中的0-1背包问题的扰动修复
引用本文:王岑,高成修. 投资决策中的0-1背包问题的扰动修复[J]. 武汉大学学报(理学版), 2004, 50(5): 542-546
作者姓名:王岑  高成修
作者单位:武汉大学,数学与统计学院,湖北,武汉,430072
基金项目:国家自然科学基金资助项目(79928001,79870091,A0224017)
摘    要:针对投资决策中的0-1背包问题,提出了在应急管理下0-1背包问题的扰动修复的多目标决策模型,此模型反映了多变的经济条件下,公司或企业的项目投资资金分配计划受到扰动时积极应对扰动的决策需要.本文利用线性加权和法将其转化为单目标决策优化模型,并证明这个单目标决策优化模型为0-1背包问题,采用分枝定界方法求解,并对权系数取值进行了分析,同时结合实例验证了模型的合理性和有效性.

关 键 词:投资决策 多目标决策 O-1背包问题 应急管理 线性加权和法 扰动修复模型 运筹学
文章编号:1671-8836(2004)05-0542-05
修稿时间:2003-12-05

Recovery of the 0-1 Knapsack Problem from Disruption in Investment Decision
WANG Cen,GAO Cheng-xiu. Recovery of the 0-1 Knapsack Problem from Disruption in Investment Decision[J]. JOurnal of Wuhan University:Natural Science Edition, 2004, 50(5): 542-546
Authors:WANG Cen  GAO Cheng-xiu
Abstract:A multi-objective decision making model is proposed in this paper. It's made for recovery of the 0-1 Knapsack Problem from disruption in Disruption Management. It reflects the demands of making optimal decision in the company or enterprise for recovering the allocation plan of funds when encounter disruption under changeful economic conditions. A linear weighted sum method is used to change the multi-objective decision-making model into a single|objective decision-making model which is proved to be a 0-1 Knapsack Problem. A branch and bound algorithm is used to seek solution. And the values of the weighting coefficients are analysed. Computational results show the model's rationality and efficiency.
Keywords:disruption management  multi-objective decision making  0|1 knapsack problem
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