摘要
集团现金池业务的收益优化决策一直是由人工辅助完成,存在决策效率低下、全局寻优能力差等问题。首次将现金池财务成本优化模型抽象为一个资源受限项目调度问题RCPSP(Resource Constrained Project Scheduling Problem),并引入结合了遗传算法全局寻优能力以及模拟退火算法局部寻优能力的混合算法解决了此NP难问题。仿真示例证明了该现金池优化模型和混合遗传算法的有效性。
The decision of earning optimisation of corporation＇ s group cash pooling is conventionally implemented with financial person- nel＇ s aids, and has the problems of low decision-making efficiency and poor global search ability. In this paper, it is the first time the Resource Constrained Project Scheduling Problem （RCPSP） be used to represent the financial cost optimisation model of cash pooling. A hybrid algo- rithm, which combines the global search ability of genetic algorithm and the local search ability of simulated annealing algorithm, is imported to solve this NP-hard problem. The simulation examples have implied the validity of the proposed cash pooling optimization model and hybrid genetic algorithm.
出处
《计算机应用与软件》
CSCD
2010年第9期143-145,180,共4页
Computer Applications and Software
关键词
集团现金池
资源受限项目调度问题
混合遗传算法
Corporation＇ s group cash pooling Resource constrained project scheduling problem Hybrid genetic algorithm
