A Quasi-Malmquist Productivity Index

The Malmquist productivity index is based on distance functions, which are reciprocals of radial Debreu-Farrell efficiency measures, and which have a number of desirable properties. Linear programming techniques are frequently employed to calculate the efficiency measures. However these techniques can leave slacks, which constitute a non-radial form of inefficiency which is not incorporated into the analysis. Thus a radial efficiency measure overstates true efficiency, the reciprocal distance function understates the distance to the relevant efficient subset, and the Malmquist productivity index is adversely affected, although in an analytically indeterminate direction. This has led us to consider a new definition of one-sided efficiency, and to develop a new nonradial efficiency measure which incorporates all slacks on the selected side. Replacing conventional radial efficiency measures with our new non-radial efficiency measures generates what we call a quasi-Malmquist productivity index. We illustrate our quasi-Malmquist productivity index with an application to productivity change in Spanish banking.     

对第三方物流服务供应商选择问题的研究

在结合我国国情及市场发展趋势的基础上。具体分析了第三方物流服务的优势，并从选择的原则及步骤等定性角度入手，阐述了如何实施对第三方物流服务供应商的选择；接着又从定量角度出发．详细讨论了如何在层次分析法的基础上，进一步应用线性规划法建立模型，以解决多源供应商的选择及优化组合的问题。最后通过举例分析，具体说明了集成物流服务供应商作为部分物流服务的需求方，应如何对功能型物流服务供应商进行选择。并以此证明了模型的有效性和实用性。     

Sun工作站上的一种可视编程工具

本文主要介绍Ｓｕｎ Ｏｐｅｎｗｉｎｄｏｗｓ Ｄｅｖｅｌｏｐｅｒ’ｓ Ｇｕｉｄｅ３．０．１软件的简单使用和主要特点。     

线形规划法在我国医药经销商遴选中的应用

目的 本文运用线性规划的方法对我国经销商遴选问题进行优化设计，实现在既定约束下，将利润最大化、方法线性规划法、比较静态分析，结果运用线性规划的遴选方法优于传统的单目标决策方法。     

Asymptotic Fairness of Bonus-Malus Systems and Optimal Scales of Premiums

In this paper we try to evaluate the asymptotic fairness of bonus-malus systems, assuming the simplest case when there is no hunger for bonus. The asymptotic fairness has to be understood as the bonus-malus system ability in assessing the individual risks in the long run. Firstly we define the asymptotic fairness of a bonus-malus system following an expression that can be found in J. Lemaire [1985]: Automobile Insurance. Actuarial Models. Dordrecht: Kluwer-Nijhoff Publishing, p. 168. Secondly, we define a measure of the global asymptotic fairness considering the structure function of the risk group. Finally we try to calculate, for each set of transition rules and a given structure function, the scale of premiums that brings the global asymptotic fairness closest to the ideal situation where each insured pays in the long run a premium corresponding to its own claim frequency. This is possible thanks to the application of a multiobjective optimization technique named Goal Programming.     

Advancing the evidence base for public policies impacting on dietary behaviour,physical activity and sedentary behaviour in Europe: The Policy Evaluation Network promoting a multidisciplinary approach

Non-communicable diseases (NCDs) are the leading cause of global mortality. As the social and economic costs of NCDs have escalated, action is needed to tackle important causes of many NCD’s: low physical activity levels and unhealthy dietary behaviours. As these behaviours are driven by upstream factors, successful policy interventions are required that encourage healthy dietary behaviours, improve physical activity levels and reduce sedentary behaviours of entire populations. However, to date, no systematic research on the implementation and evaluation of policy interventions related to these health behaviours has been conducted across Europe. Consequently, no information on the merit, gaps, worth or utility of cross-European policy interventions is available, and no guidance or recommendations on how to enhance this knowledge across European countries exists. As part of the Joint Programming Initiative “A Healthy Diet for a Healthy Life” (JPI HDHL), 28 research institutes from seven European countries and New Zealand have combined their expertise to form the Policy Evaluation Network (PEN). PEN’s aim is to advance tools to identify, evaluate, implement and benchmark policies designed to directly or indirectly target dietary behaviours, physical activity, and sedentary behaviour in Europe, as well as to understand how these policies increase or decrease health inequalities. Using well-defined evaluation principles and methods, PEN will examine the content, implementation and impact of policies addressing dietary behaviour, physical activity levels and sedentary behaviour across Europe. It will realise the first steps in a bespoke health policy monitoring and surveillance system for Europe, and refine our knowledge of appropriate research designs and methods for the quantification of policy impact. It will contribute to our understanding of how to achieve successful transnational policy implementation and monitoring of these policies in different cultural, demographic or socioeconomic settings. PEN will consider equity and diversity aspects to ensure that policy actions are inclusive and culturally sensitive. Finally, based on three policy cases, PEN will illustrate how best to evaluate the implementation and impact of such policies in order to yield healthy diets and activity patterns that result in healthier lives for all European citizens.     

关于基金优化使用问题

本讨论了2001年全国大学生数学建模竞赛C题，即基金使用的最优策略问题，依据题目所给的条件，在作一些必须的简化假设后，根据资金的运转规律，通过建立资金流动方程，把基金优化问题化归为线性规划问题，从而建立起线性规划模型。     

带破产风险控制的投资消费问题

由于投资环境的不确定性，投资者在投资过程中会面临各种风险，有可能在投资还没有结束时就破产了，为了防止这种悲剧的发生，投资者在构造投资组合时应该考虑破产风险的存在。同时，投资者在整个投资期间还要进行消费，其投资收益转化为消费，给他（她）带来效用。因此．我们以投资者的消费效用最大化为目标，同时加入破产风险约束来建立模型，由于模型中的值函数是不可分的。不能直接使用动态规划方法。在文中引入辅助问题从而求出原问题的最优解。得出投资者的最优投资组合与其破产门槛、风险喜好和初始财富量有关的结论。     

A goal programming-discriminant function approach to the estimation of an empirical production function based on DEA results

This paper describes a new frontier estimation procedure which relies on results obtained from Data Envelopment Analysis (DEA). The paper reviews some of the earlier works in this area and points out potential difficulties with them. It further suggests ways to validate such developments. A procedure is constructed on the basis of a Goal Programming (GP)-Discriminant Function model developed in stages during the 1980s. A numerical example is used to illustrate the proposed procedure. Then, an extensive simulation in which the GP-based procedure is compared to three regression-based techniques is presented. The simulation results clearly indicate the superiority of the proposed technique over the regression alternatives.     

可再制造产品逆向物流网络的构建

逆向物流是物流领域的新视野,它不仅强调对废弃物的回收利用,更强调实现节约资源、保护环境和增强竞争力等目标。建立多品种、单周期的可再制造产品逆向物流网络优化模型,并根据线性混合整数规划的特点,利用Lingo8.0进行求解。主要研究了确定环境下可再制造产品逆向物流网络的优化设计。