目標規劃及其在經濟中的應用

目標規劃及其在經濟中的應用

摘 要

目標規劃是1種解決經濟管理而產生的數學規劃方法，在許多領域得到了廣泛的應用,特別是在經濟領域方面。本文介紹目標規劃的產生，發展和現狀，論述了對線性目標規劃和非線性目標規劃的具體模型和求解方法。本文主要通過建立兩個經濟方面的實例來建立模型，這兩個實例分別是分配問題（線性）和按地區按行業控制外資規模（非線性）的問題。在求解非線性目標規劃應用實例即“按地區按行業控制外資規模”的問題時，發現原作者在計算結果上值得商榷，于是在文中特別指出并作了修改。引言部分主要介紹了目標規劃的產生、發展和現狀的基本概況以及這篇論文的主要特點。正文主要分成4個部分。第1部分介紹目標規劃的概念和基本模型以及模型建立的步驟。第2部分介紹了目標規劃的基本算法，是分兩個小節來介紹的，分別是線性目標規劃算法和非線性目標規劃算法等。第3部分是介紹目標規劃在經濟中的應用實例，其中第2個例子是討論的重點。最后是結論部分，總結了這次論文的主要使用的基本工具和基本成果等，還有這次論文的不足之處。

關鍵詞:目標規劃；偏差變量；約束；算法

Abstract

The goal programming is a kind of Operation Research (OR) for solution economic management problem, which has extensive application in many realms, especially in the aspects of economic realm. This paper will introduce the creation, development and the present condition of the goal programming. I will introduce the concrete model and solution method of the goal programming in two aspects, it’s that the linear goal programming and the non-linear goal programming. This paper will set up tow models at the two aspects of goal programming, (linear programming and non-linear programming) and the two examples are about distribution (linear) and controlling scale of foreign capital in the light of regions and professions (non-linear). While solving the non-linear goal programming example ,I found there was mistake in original author’s solving. So I pointed out where the mistake was and had corrected it .
I have introduced the general situation of the creation, development and the present condition of the goal programming and the major characteristic in this paper. The first part is about the concept and the basic model of goal programming and how to set up. The second part is the basic algorithm of goal programming, which was introduced in two brief summaries of linear goal programming, non-linear goal programming.The third part has introduced applied concretes of goal programming in the economy and the second brief summary is the focal point. The last part is conclusion of this paper; I have summarized the basic tools and achievement of this paper. I put the course of solving example 5 and example 6 and computer source programming in the appendix for the whole thesis having compact structure.

Key words:goal programming;deviations of variable;restrain; algorithm

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