摘要
针对一类常见的投资项目评价选择模型提出了一种快速有效的遗传算法。考虑到模型的特殊形式,算法采用了特别的编码方式、遗传算子和适应度确定方法,并与穷举法和隐枚举法进行了对比试验,结果表明该方法能快速有效地给出解决方案。
In this paper, an effective genetic algorithm is presented for the project investment evaluation and selection problem. Considering the special form of the model, particular coding method, genetic operators and fitness are introduced. A comparison with enumeration and implicit enumeration is presented too. The results show that our method can rapidly provide feasible schemes.
出处
《运筹与管理》
CSCD
2006年第1期9-12,共4页
Operations Research and Management Science
基金
国家自然科学基金资助项目(70171016)
亚太运筹研究中心资助项目
关键词
运筹学
评价与选择
遗传算法
投资组合
operational research
evaluation and selection
genetic algorithm
portfolio
