Interval number linear programming method for the portfolio investment 证券组合投资的区间数线性规划方法
On the basis of the order relation, established the duality theory for a pair of symmetrical interval linear programming, and several an example to explain the theory. 讨论了几种区间数的序关系及其运算性质,在此基础上建立了一对对称型区间线性规划问题的对偶理论,并给出了算例诠释有关论证。
An interactive interval linear programming algorithm is presented to solve a class of multiple criteria decision problems with interval numbers in the decision indices of decision alternatives. 建立了一种新的证券组合投资区间数规划模型,将区间数规划模型转化为参数线性规划问题求解,使证券组合投资决策分析更加具有柔性。
We introduce an optimal degree α in the objective function and a satisfactory degree β in the constraint conditions for interval number linear programming problem to transform them into parametric linear programming problem with real coefficients. 通过引入区间数线性规划问题中的目标函数优化水平α和约束水平β将目标函数和约束条件均为区间数的线性规划问题转化为确定型的线性规划问题。
A Kind of Interval Number Linear Programming Method for Integrated Supply Chain Performance Measurement 集成化供应链绩效评价方法研究
As a result, an interval linear programming problem was transformed into an exact linear programming problem and solved. 在此基础上,将区间线性规划转化为确定型线性规划并进行求解。
The paper presents model for interval number linear programming of portfolio investment. 提出了证券组合投资的区间数线性规划模型。
Interactive Interval Linear Programming Algorithm for a Class of Multiple-criteria Decision Problems 一类多准则决策问题的区间线性规划交互式算法
A standard form of interval linear programming was defined. 定义了区间线性规划的标准型。
Interval valued fuzzy linear programming problems ( IFLP) are presented in this paper. Ranking of triangular interval valued fuzzy numbers is discussed. Corresponding auxiliary models are obtained in the meaning of different criteria. 提出了一类区间值模糊线性规划问题,讨论了区间值模糊数的排序方法,在不同的排序准则下获得了相应的辅助模型,给出了求解问题的算法。
Based on the optimal condition of interval number linear programming, the problem is transformed into interval number linear programming with interval numbers in the objective function. 基于区间数线性规划问题的最优性条件将目标函数和约束条件均为区间数的区间数线性规划问题转化成目标函数为区间数的区间数线性规划问题。
A new solution for interval number linear programming is presented and a chance-constrained approach to multiobjective linear programming with interval coefficients is proposed. 根据区间数两两比较的可能度的定义,提出了区间数线性规划的一种新方法,建立了区间数多目标线性规划的机会约束模型。
An order relation between interval numbers reflecting the satisfactory level of decision makers was proposed, and based on this, inequality constraints of interval linear programming were transformed into constraints with exact coefficients. 给出了一种反映决策者满意度的区间数序关系,基于此将区间不等式约束转化为确定型约束。
Solution of Complete Style of Interval Linear Programming 一类完全型区间线性规划的求解
An approach to obtaining possible effective solution is proposed and an extension of interval number linear programming is given. 给出了求可能有效解的方法,并对区间数线性规划进行拓展。
Based on the current related researches, a complete style of interval linear programming was defined. All the coefficients of its objective function and constraints can be interval numbers, and its constraint conditions may be equations or inequations. 在现有研究的基础上,定义了一类完全型的区间线性规划,其目标系数和约束系数均可为区间数,约束条件可包括等式和不等式类型。
In the paper, the duality of fuzzy linear programming with fuzzy coefficients was proposed based on the analysis of interval number linear programming. 在分析带有间断数系数的线性规划问题的基础上,文章提出了带有模糊系数的模糊线性规划的对偶:在一定优化水平下,模糊线性规划对偶于一对经典的线性规划。
In this paper, the author chiefly adopt the method of interval number linear programming to study the portfolio selection problem under uncertain states. 本文作者主要采用区间数线性规划方法研究不确定型的证券组合投资问题。
The Iteration Method of Interval Linear Programming 区间线性规划的迭代解法
A New Solution for Interval Number Linear Programming 区间数线性规划的一种新解法
The Optimality Conditions of Interval Number Linear Programming Problem 区间数线性规划问题的最优性条件
Interval Number Linear Programming and Its Satisfactory Solution 区间数线性规划及其满意解
At present, many interval and foreign scholars all study interval number linear programming problem. But there are a few of methods of interval number linear programming for the portfolio investment. 区间数线性规划问题是目前研究的热点问题之一,但有关证券组合投资的区间数线性规划方法较少。
CMA was used to achieve the solving of risk explicit interval linear programming ( REILP) model. 并利用混沌猴群算法实现风险显性区间线性规划(REILP)模型的求解。
This fourth chapter summarizes B stability of the interval linear programming problem and studies the three types of interval linear programming problems. 对此,本文第四章总结了区间线性规划问题基B稳定的概念,探讨了区间线性规划问题的三种类型。
So far, there has been three main linear programming models on uncertain information research: stochastic linear programming ( SLP), fuzzy linear programming ( FLP) and interval linear programming ( ILP). 到目前为止,对不确定信息研究的数学线性规划模型主要有三大类:随机线性规划(SLP)、模糊线性规划(FLP)和区间线性规划(ILP)。
Tong considered the interval linear programming problems which the objective function and constraint coefficient are interval numbers, and got value range& the best optimal solution and the inferior optimal solution. Tong考虑了目标系数和约束系数均为区间数时,求解目标函数值的最优解、值的范围,即求解最好最优解和最劣最优解。
B stability plays a key role in solving fully interval linear programming problem that has equality constraints and have no conditions for variables. 在求解变量无非负约束且含有等式约束的完全型区间线性规划问题时基B稳定起着关键作用。
This paper mainly studies interval reliability definition of interval number and the interval linear programming problem. 本文主要研究区间数大小比较的可信度和区间线性规划问题。
Because with credibility for the equality constraint, it can cause disjoint between the equality constraints and inequality constraints, i.e. no feasible solution, however, interval linear programming problems usually have optimal solution. 因为,若将可信度用于等式约束,约束条件常会出现等式约束与不等式约束不相交的情况,即此时无可行解,而区间线性规划问题往往是有最优解的。