投资决策的系统优化方法

System optimum method of investment decision

为了反映投资决策方案之间的某种特定联系，对具有相互联系的候选方案进行优选，分析了投资方案的相互关系：通过建立表现为现金流量的目标函数和设定约束条件， 构建了数学规划模型， 给出了利用规划理论对复杂投资决策问题进行系统优化的方法，利用具有代表性的实例，反映了系统优化方法建模、求解和决策的全过程， 同时指出了该方法可能的局限性以及通过灵敏度分析克服局限性的途径． 结果表明， 该投资决策的系统优化方法， 解决了复杂投资问题，采用数学模型电算化，实现了在更广泛范围内对投资项目灵敏度分析，从而减少了数学规划方法的局限性对投资决策的影响．

On the basis of studying the relationship of projects for election, the system optimum method of complex investment decision has been established by using the theory of programming. The process forming inductive generalization to application has been reflected by a typical demonstration. The drawback and the method of how to get rid of it have been pointed out at the same time. The application results indicated that the method solved complicated problems that any other method can't solve. In addition, maths model has been dealt with by computer, so analyzing the sensitivity of investment projects in wider field is realised and effects on investment decision by the drawback of the system optimum method are reduced.