出口海陆仓融资决策多目标优化模型与算法

Multi-Objective Optimization Model and Algorithm of Financing Decision for the Exporting Offshore Inventory

授信额度分配决策是出口海陆仓融资业务中的重要问题,为权衡该项业务中的风险和收益,综合考虑出口国家政治风险、风险价值约束以及信用风险等因素,构建以收益最高和风险最低为目标的优化模型。针对所构建模型的特点,提出一种将模拟退火与NSGA-II算法相结合的混合算法对模型进行求解。最后,通过具体实例,分别以现实中常见的1~5个月质押期为例,验证了模型和算法的适用性及有效性。

The decision-making of credit line allocation is an important issue in the exporting offshore/in-transit inventory financing business.In order to weigh the risks and benefits in this business,the paper comprehensively considers the political risks,risk value constraints and credit risks of exporting countries,and constructs an optimization model aiming at the highest income and the lowest risk.According to the characteristics of the model,a hybrid algorithm combining simulated annealing and NSGA-II algorithm is proposed to solve the model.Finally,taking the common 1-5-month pledge period as an example,the applicability and effectiveness of this method are verified.