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基于分目标乘除法的双目标投资组合模型
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作者 邓雪 赵俊峰 李荣钧 《统计与决策》 CSSCI 北大核心 2011年第18期167-169,共3页
基于马克维茨投资组合的均值-方差模型,文章构建一个投资组合预期收益率在一定范围的双目标混合投资组合摸型,并应用分目标乘除法来求解该模型。最后,给出一实际算例,对一具体投资组合模型进行分析,结果表明:所构建的模型和所采用的方... 基于马克维茨投资组合的均值-方差模型,文章构建一个投资组合预期收益率在一定范围的双目标混合投资组合摸型,并应用分目标乘除法来求解该模型。最后,给出一实际算例,对一具体投资组合模型进行分析,结果表明:所构建的模型和所采用的方法是可行的、有效的;同时,也得到了该模型的有效边界。 展开更多
关键词 投资组合 目标乘除法 双目标混合规划模型 有效边界
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Site selection of emergency material warehouse under fuzzy environment 被引量:1
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作者 刘诚 陈则辉 龚玉燕 《Journal of Central South University》 SCIE EI CAS 2013年第6期1610-1615,共6页
The objective of this work was to determine the location of emergency material warehouses. For the site selection problem of emergency material warehouses, the triangular fuzzy numbers are respectively demand of the d... The objective of this work was to determine the location of emergency material warehouses. For the site selection problem of emergency material warehouses, the triangular fuzzy numbers are respectively demand of the demand node, the distance between the warehouse and demand node and the cost of the warehouse, a bi-objective programming model was established with minimum total cost of the system and minimum distance between the selected emergency material warehouses and the demand node. Using the theories of fuzzy numbers, the fuzzy programming model was transformed into a determinate bi-objective mixed integer programming model and a heuristic algorithm for this model was designed. Then, the algorithm was proven to be feasible and effective through a numerical example. Analysis results show that the location of emergency material warehouse depends heavily on the values of degree a and weight wl. Accurate information of a certain emergency activity should be collected before making the decision. 展开更多
关键词 bi-objective mixed-integer programming emergency material warehouse triangular fuzzy number site selection
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