一个投资方案的优化实例

根据某大型联合企业的现状和生产发展规划项目表,探讨如何使有限的自有资金发挥尽可能大的经济效益。根据规划模型的解,得出了企业在有限的资金条件下,应考虑新上哪 些技术和基本建设项目。

An Example of Optimization of Investment Proposals

Based on the present situation and planned project list of production development in one oflargescale associated enterprises, this paper approaches the way to make self-possessed fund givingeconomic benefit as large as possible. General model design is a non-linear programming model withvariables of 0-1. The selection of investment proposals is indicated by variables 0-1;constrainedconditions are those of capital, necessary construction items, mutually exclusive projects and superior andsubordinate projects, etc. and the objective function chosen the one with largest internal rate ofreturn. According to the solution of programming model, it can be proposed that what kindof,technological innovation and capital construction should be considered to proceed by enterprise with limitedfund.