基于二次规划的多属性决策法及其在风险投资中的应用

研究了权重未知且对方案有效用偏好的多属性决策问题.首先,基于主客观偏好信息的最小偏差建立二次规划模型.其次,给出了模型解的存在性定理并进行证明,从而获得权重计算公式,进而得到各方案的综合属性值并对方案进行择优.最后,将此方法应用于风险投资问题中,验证了此方法的可行性和有效性.

Application of Multi-Attribute Decision-Making Method Based on Quadratic Programming to Venture Investment

The multi-attribute decision-making in which the information about attribute weights were un known and the decision maker had avail preference for alternatives was investigated. Firstly, a quadratic programming model based on the minimum deviation of the objective decision-making information from the subjective preference information on alternatives was established. Secondly, the existence theorem of solu tion to the model was provided and proved. Moreover,the calculation formula of attribute weights was obtained and the overall values of the alternatives were gained. Finally, the proposed method was applied to venture investment and the feasibility and availability of the method was validated.