使用带有简单补偿的随机线性规划模型,研究不确定下的银行资产负债管理问题。
A stochastic linear programming model with simple recourse was developed to study the asset and liability management of Banks under uncertainties based on the domestic economic environment.
本文先把问题转化为一个随机非线性规划问题,然后用逼近技术给出一个简单的求解方法。
We first formulate the problem as a stochastic nonlinear programming problem and then propose a new simple method for solving it via some approximation techniques.
本文基于算法要简单实用的思想,对一种线性规划新算法中的核心算法进行改进,使其计算方法更简单计算量更少,使整个算法更为可行有效。
Based on simple and practical idea for an algorithm, some improvements of the new algorithm for linear programming are given. It makes the method more simple and efficient.
而且,加速后的算法与线性规划的其它算法相比也是较简单的;
Then the algorithm is accelerated, so that it converges with high speed.
建议的内点非线性规划法原理简单、计算量小。
The suggested interior-point nonlinear programming algorithm is simple and has little calculation.
目的为得到一类线性规划的简单有效的数值算法。
AimIn order to get a numerical algorithm which is simple and efficient for a class of linear programs problem.
在求解过程中,结合定性分析的手段,将多目标规划问题转化成单目标的线性规划问题,使得求解简单易行,有利于进行多方案分析和评价。
In the process of its solution, the multiobjective programming problem is transformed to a linear programming one with the aid of qualitative analysis.
在求解过程中,结合定性分析的手段,将多目标规划问题转化成单目标的线性规划问题,使得求解简单易行,有利于进行多方案分析和评价。
In the process of its solution, the multiobjective programming problem is transformed to a linear programming one with the aid of qualitative analysis.
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