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Система Оценки Проектов На Основе Комбинированных Методов Компьютерной Оптимизации

Author

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  • Ахмадеев Б.А.*
  • Макаров В.Л.**

Abstract

ЦЭМИ РАН, Москва * E-mail: bulat.a@mail.ru ** E-mail: makarov@cemi.rssi.ru Аннотация. В статье пошагово описывается механизм создания системы оценки экономических проектов, основанной на комбинации методов компьютерной и линейной оптимизации в системе Wolfram Mathematica. Предлагаемая модель является модернизацией модели оптимального планирования академика Л.В. Канторовича. Здесь мы добавляем новый, но актуальный для рыночной экономики продукт - деньги. Еще одним нововведением модели является возможность расчета оптимизационной задачи на любое число периодов. На основе автоматического анализа объективно-обусловленных оценок двойственной задачи линейного программирования предлагается метод оптимизации государственных инвестиций в проекты. Проводится ряд экспериментов, которые на наглядных условных примерах показывают, как различные критерии оптимизации могут влиять на решение задачи и к каким последствиям они могут привести в различных аспектах исследуемого экономического окружения. Например, если цель регионального правительства - повышение финансового благосостояния населения, то максимизируется именно вектор заработной платы. Если целью является увеличение прибыли какой-либо отрасли или предприятия, то максимизируется соответствующий вектор. Таких целей может быть множество, критерий оптимальности может быть комбинированным с различными весами - в соответствии со стоящими перед руководством задачами. Предполагается, что разработанная система может быть включена в сеть ситуационных центров для оптимизации управленческих решений на уровне крупных промышленных предприятий, регионов или всей страны.

Suggested Citation

  • Ахмадеев Б.А.* & Макаров В.Л.**, 2019. "Система Оценки Проектов На Основе Комбинированных Методов Компьютерной Оптимизации," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 55(2), pages 5-23, апрель.
    • Handle: RePEc:scn:cememm:v:55:y:2019:i:2:p:5-23
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    References listed on IDEAS

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