Multi-Objective Optimization Model and Algorithm of Financing Decision for the Exporting Offshore Inventory

doi:10.12005/orms.2021.0343

Operations Research and Management Science ›› 2021, Vol. 30 ›› Issue (11): 14-18.DOI: 10.12005/orms.2021.0343

• Theory Analysis and Methodology Study • Previous Articles Next Articles

Multi-Objective Optimization Model and Algorithm of Financing Decision for the Exporting Offshore Inventory

SONG Yun-ting¹, YU An-qi², WU Di², ZHAO Wei-jie², TIAN Xi-huan²

1. Institute of Systems Engineering, Dalian University of Technology, Dalian 116024, China;
2. School of Transportation Engineering, Dalian Maritime University, Dalian 116026, China

Received:2019-12-25 Online:2021-11-25

出口海陆仓融资决策多目标优化模型与算法

宋云婷¹, 于安琪², 吴迪², 赵伟杰²,田玺环²

1.大连理工大学系统工程研究所,辽宁大连 116024;
2.大连海事大学交通运输工程学院,辽宁大连 116026

通讯作者: 吴迪(1989-),男,黑龙江大庆人,博士,研究方向:物流工程与管理。
作者简介:宋云婷(1993-),女,黑龙江哈尔滨人,博士,研究方向:物流工程与管理。
基金资助:
国家自然科学基金资助项目(42030409,72174034);辽宁省社科基金资助项目(L19CGJ001)

Abstract

Abstract: The decision-making of credit line allocation is an important issue in the exporting offshore/in-transit inventory financing business. In order to weigh the risks and benefits in this business, the paper comprehensively considers the political risks, risk value constraints and credit risks of exporting countries, and constructs an optimization model aiming at the highest income and the lowest risk. According to the characteristics of the model, a hybrid algorithm combining simulated annealing and NSGA-II algorithm is proposed to solve the model. Finally, taking the common 1-5-month pledge period as an example, the applicability and effectiveness of this method are verified.

Key words: exporting offshore inventory, financing, multi-objective optimization, decision

摘要： 授信额度分配决策是出口海陆仓融资业务中的重要问题,为权衡该项业务中的风险和收益,综合考虑出口国家政治风险、风险价值约束以及信用风险等因素,构建以收益最高和风险最低为目标的优化模型。针对所构建模型的特点,提出一种将模拟退火与NSGA-II算法相结合的混合算法对模型进行求解。最后,通过具体实例,分别以现实中常见的1~5个月质押期为例,验证了模型和算法的适用性及有效性。

关键词: 出口海陆仓, 融资, 多目标优化, 决策

CLC Number:

C934

SONG Yun-ting, YU An-qi, WU Di, ZHAO Wei-jie, TIAN Xi-huan. Multi-Objective Optimization Model and Algorithm of Financing Decision for the Exporting Offshore Inventory[J]. Operations Research and Management Science, 2021, 30(11): 14-18.

宋云婷, 于安琪, 吴迪, 赵伟杰,田玺环. 出口海陆仓融资决策多目标优化模型与算法[J]. 运筹与管理, 2021, 30(11): 14-18.

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Multi-Objective Optimization Model and Algorithm of Financing Decision for the Exporting Offshore Inventory

出口海陆仓融资决策多目标优化模型与算法

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