基于银行授信额度的Max-NPV项目调度问题研究

Study on Bank Credit Limit Based Max-NPV Project Scheduling Problems

本文对基于银行授信额度的Max-NPV项目调度问题进行研究。首先界定研究的假设条件并对文中所用到的符号进行定义;随后采用基于事件的研究方法构建了问题的整数规划优化模型;鉴于问题的NP-hard属性,设计了双层模拟退火搜索循环嵌套的启发式求解算法;最后对一个算例进行了求解分析,并讨论了银行授信额度及客户支付比例对项目收益的影响。结果表明:随着银行授信额度的提高,承包商安排项目进度自由度的增加使得其净现值得到改善,在支付比例较低的条件下项目完成时间也随之提前;当客户支付比例提高时,项目净现值单调上升,而项目完成时间呈先提前后延迟的变化趋势。

This paper involves bank credit limit based Max-NPV project scheduling problems. The assumptions of the study are identified and the notations in the paper are defined at first. Then the integer programming optimization model of the problems is constructed by using eventbased method. For the problems being NP-hard, a special heuristic composed of two nested simulated annealing searching loops is developed. Ultimately, an instance is solved and the influences of the bank credit limit and the payment proportion on the project NPV are analyzed. The outcome shows that with the increase of the bank credit limit the freedom for the contractor scheduling the project ascends, making the project NPV improved and the project completion advanced on the condition of the payment proportion being low. When the payment proportion is enhanced the project NPV climbs monotonously, and the project completion is bought forward earlier and delayed later.