| 多目标投资决策模型的进化算法 |
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| 引用本文： | 马良.多目标投资决策模型的进化算法[J].上海理工大学学报(社会科学版),1998(1):56-59. |
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| 作者姓名： | 马良 |
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| 作者单位： | 上海理工大学商学院 |
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| 摘 要： | 对一般的多目标投资决策问题给出了一种进化算法，并在微机上进行了大量试算，获得了良好的效果。
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| 关 键 词： | 多目标决策 进化算法 模型 微机 投资决策 |
An evolutionary algorithm for the multi objective investment decision model |
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| Ma Liang.An evolutionary algorithm for the multi objective investment decision model[J].Journal of University of Shanghai For Science and Technilogy(Social Science),1998(1):56-59. |
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| Authors: | Ma Liang |
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| Abstract: | Derived from the classical investment decision model, the multi objective investment decision problem can be formulated as a multi objective 0 1 integer programming model which is hard to solve in general. This paper applies an evolutionary genetic algorithm to the resolution of this difficult optimization problem. The algorithm coded in Pascal is tested on both the single objective and multi objective problems. Series of examples are solved successfully on PC compatibles. The results of single objective situations are compared with that of exact and approximate solutions. Numerical examples have shown that the algorithm can be used to solve medium or large practical problemsquite reasonably. |
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| Keywords: | multi objective decision evolutionary algorithm model |
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