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考虑鲁棒性的Max-npv项目调度问题
引用本文:崔南方,梁洋洋,赵雁.考虑鲁棒性的Max-npv项目调度问题[J].系统工程理论与实践,2016,36(6):1462-1471.
作者姓名:崔南方  梁洋洋  赵雁
作者单位:1. 华中科技大学 管理学院, 武汉 430074;2. 中南财经政法大学 工商管理学院, 武汉 430073
基金项目:国家自然科学基金(71271097)
摘    要:为应对复杂环境下的不确定性因素对项目净现值产生的不利影响,本文提出现金流关键度(CFC)分散缓冲法,在现金流惩罚因子较大的活动前设置时间缓冲,实现由于活动延迟给项目净现值造成的损失最小化,并保证项目现金流支付尽可能按原计划执行.为验证该方法的有效性和可行性,在相同约束条件下,将之与Max-npv非鲁棒性优化模型进行对比分析.仿真实验结果表明,在低、中、高三种不确定性程度下,CFC分散缓冲法不仅在净现值相关绩效指标上有更优的结果,而且具有较好的鲁棒性.

关 键 词:净现值  鲁棒性项目调度  分散缓冲  现金流关键度  
收稿时间:2015-01-07

Max-npv project scheduling problem considering robustness
CUI Nanfang,LIANG Yangyang,ZHAO Yan.Max-npv project scheduling problem considering robustness[J].Systems Engineering —Theory & Practice,2016,36(6):1462-1471.
Authors:CUI Nanfang  LIANG Yangyang  ZHAO Yan
Institution:1. Management School, Huazhong University of Science and Technology, Wuhan 430074, China;2. School of Business Administration, Zhongnan University of Economics and Laws, Wuhan 430073, China
Abstract:The cash flow criticality (CFC) scattered buffer procedure is introduced to cope with the adverse effects on the net present value (NPV) of project, which are caused by uncertainties in complicated environment. Through inserting time buffer in front of activities with greater cash flow weight, a robust model is constructed to minimize the loss of NPV, as well as the payment plan of project is implemented as planned as well as possible. In order to verify the effectiveness of the method, the Max-npv non-robust schedule is generated by simulated annealing (SA) to provide the comparable results. Simulation experimental results show that the method of CFC is not only superior to SA in the indictors of NPV in the low, medium and high degree of uncertainty, but it also has better robustness.
Keywords:net present value  robust project scheduling  scattered buffer  cash flow criticality
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