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題名:投資計畫選擇之多目標啟發式解法
書刊名:交大管理學報
作者:鄧振源曾國雄
出版日期:1991
卷期:11:1
頁次:頁131-156
主題關鍵詞:投資計畫
原始連結:連回原系統網址new window
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  • 點閱點閱:21
本文提出有效距離之啟發式解法,以求解具有多目標與多資源限制之投資計畫選擇問題。此類問題屬於0-1型多目標多次元背包問題,由於具NP完備性之特性,可能無法構建一正確有效之解法,鑑此,本文提出有效之啟發式解法以求解此類問題。在每一次求解過程中,分別求取每一投資計畫在目標空間之目標達成有效距離與資源空間之資源使用有效距離,再將期望獲利指標(Greedy Index of the Profitability)為最大之投資計畫加以選取,直至不能滿足資源限制為止。本文所提出之方法計算簡單且易於使用,同時可對選取之投資計畫加以排序。最後本文以一運輸投資計畫選擇之數值例,說明所研提方法之有效性。
This paper presents a new heuristic algorithm, the effective distance method, for investment project selection problems with multiple objectives and multiple resource constraints. These problems can be formulated in terms of the 0-1 multiobjective multidimensional knapsack problems. In view of the NP-completeness of these problems, this paper proposes an efficient heuristic algorithm for its solutions. In each procedure, the heuristic algorithm we present attempts to attain the effective distance of objective achievement of every investment project in objective space, achieve the effective distance of resource utilization in resource space, and then select the investment project with the largest greedy index of profitability until it can not satisfy the resource constraints. The heuristic algorithm developed in this paper is computationally simple and easily implemented. In addition, it can rank selected investment projects. Finally, a numerical example of transportation investment project selection is presented to illustrate the method.
期刊論文
1.Ahmed, N. U.、Gupta, N. D.(1987)。An Efficient Heuristic Algorithm for Selecting Projects。Computers and Industrial Engineering,12(3),153-158。  new window
2.Bard, J. F.(1986)。A Multiobjective Methodology for Selecting Subsystem Automation Options。Management Science,32(12),1628-1641。  new window
3.Benjamin, Colin O.(1985)。A Linear Goal-Programming Model for Public-Sector Project Selection。Journal of the Operational Research Society,36(1),13-23。  new window
4.Deckro, R. F.、Murdock, G. W.(1987)。Media Selection via Multiple Objective Integer Programming。Omega,15(5),419-427。  new window
5.Dudzinski, K.、Walukiewicz, S.(1987)。Exact Methods for the Knapsack Problem and Ifs Generalizations。European Journal of Operational Research,28(1),3-21。  new window
6.Fox, G. E.、Scudder, G. D.(1985)。A Heuristic with Tie Breaking for Certain 0--1 Integer Programming Models。Naval Research Logistics Quartefy,32(4),613-623。  new window
7.Khorramshahgol, R.、Steiner, H. M.(1988)。Resource Analysis in Project Evaluation: A Multicriteria Approach。Journal of the Operational Research Society,39(9),795-803。  new window
8.Khorramshahgol, R.、Azani, H.、Gousty, Y.(1988)。An Integrated Approach to Project Evaluation and Selection。IEEE Transactions on Engineering Management,35(4),265-270。  new window
9.Leinbach, T. R.、Cromley, R. G.(1983)。A Goal Programming Approach to Public Investment Decision: A Case Study of Rural Roads in Indonesia。Socio--Economic Planning Science,17(1),1-10。  new window
10.Odum, E. P.(1976)。Totality Indexes for Evaluating Environmental Impacts of Highway Alternatives。Transportation Research Record,561,57-67。  new window
11.Ringuest, J. L.、Graves, S. B.(1989)。The Linear Multiobjective R&D Project Selection Problem。IEEE Transactiona on Engineering Management,36(1),54-57。  new window
12.Santhanam, R.、Muralidhar, K.、Schniederjans, M.(1989)。A Zero-one Goal Programing Approach for Information System Project Selection。Omega,17(6),583-593。  new window
13.Souder, W. E.(1973)。Utility and Perceived Acceptability of R&D Project Selection Models。Management Science,19(12),1384-1394。  new window
14.Steuer, R. E.、Oliver, R. L.(1976)。An Application of Multiple Objective Linear Programming to Media Selection。Omega,4(4),455-462。  new window
15.Stewart, T. J.(1991)。A Multi-Criteria Decision Support System for R&D Project Selection。Journal of the Operational Reserch Society,42(1),17-26。  new window
16.Taylor, B. W.、Moore, L. J.、Clayton, E. R.(1982)。R&D Project Selection and Manpower Allocation with Integer Nonlinear Goal Programming。Management Science,28(10),1149-1158。  new window
17.Taylor, L. A. III(1988)。Affective Responeses Within A Complex Decision-Making Task: The Influence of Perceptually Ill-Stmctured Problems。Decision Sciences,19,39-54。  new window
18.Winkofsky, E. P.、Baker, N. R.、Sweeney, D.(1981)。A Decision Process Model of R&D Resource Allocation in Hierarchical Organizations。Management Science,27(3),268-283。  new window
19.Zahedi, F.(1987)。Qualitative Programming for Selection Decision。Computers and Operations Research,14(5),395-407。  new window
20.Zanakis, S. H.(1977)。Heuristic 0-1 Linear Programming: An Experimental Comparison of Three Methods。Management Science,24(1),91-104。  new window
21.Zanakis, S. H.、Evans, J. R.、Vazacopoulos, A. A.(1989)。Heuristic Method and Applications: A Categorized Survey。European Journal of Operational Research,43(1),88-110。  new window
22.Senju, S.、Toyoda, Y.(1968)。An Approach to Linear Programming with 0-1 Variables。Management Science,15(4),196-207。  new window
23.Toyoda, Y.(1975)。A simplified algorithm for obtaining approximate solutions to zero-one programming problems。Management Science,21(12),1417-1427。  new window
圖書
1.Garey, M. R.、Johnson, D. S.(1979)。Computers and Intractability: A Guide to the Theory of NP-completeness。W. H. Freeman and Company。  new window
2.Ignizio, J. P.(1976)。Goal Programming and Extensions。Lexington Books。  new window
圖書論文
1.Saaty, T. L.(1989)。Group Decision Making and the AHP。The Analytic Hierarchy Process: Applications and Studies。Springer-Verlag。  new window
 
 
 
 
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