本文關(guān)鍵詞： 不確定條件 項目組合選擇 項目調(diào)度 魯棒性 遺傳算法 STC啟發(fā)式算法 蒙特卡洛模擬　出處：《浙江大學(xué)》2015年碩士論文　論文類型：學(xué)位論文

【摘要】：本文研究問題是不確定條件下,資源受限項目組合選擇與調(diào)度問題。項目組合選擇與項目調(diào)度作為項目管理的重要組成部分,正在受到越來越多的研究學(xué)者和項目經(jīng)理的重視。全球化的市場經(jīng)濟(jì)競爭的激烈性和企業(yè)邊界內(nèi)部資源有限性,決定了企業(yè)必須選擇有限數(shù)量的項目,并完成對項目整個進(jìn)程計劃的有效控制。同時,瞬息萬變的經(jīng)濟(jì)狀態(tài)和激烈競爭的市場環(huán)境,也暗示著企業(yè)或者組織面臨著比以往更多的不確定性,這也對項目組合選擇結(jié)果,進(jìn)度計劃的穩(wěn)定性和有效性提出了更高的要求�，F(xiàn)有的不確定條件下的項目組合選擇問題研究多假設(shè)項目進(jìn)度生成計劃是確定的,是不考慮任務(wù)調(diào)度的項目組合問題的研究,割裂了項目組合選擇與調(diào)度的內(nèi)在聯(lián)系；即使將項目組合選擇與調(diào)度聯(lián)系起來,也多是在確定性條件下進(jìn)行分析,有一定的局限性。 本研究在以往研究的基礎(chǔ)上,著眼于不確定條件下,資源受限項目組合選擇與調(diào)度問題的研究。本研究將項目組合選擇和項目調(diào)度兩個層面聯(lián)系起來,在項目組合選擇層面,以項目組合期望收益和風(fēng)險的組合函數(shù)為目標(biāo),進(jìn)行決策；在任務(wù)調(diào)度層面,對項目進(jìn)行魯棒調(diào)度；以期得到最優(yōu)的項目組合并提供具有魯棒性的多項目調(diào)度方案。不論是理論研究還是實踐意義,都具有一定程度的開拓性。 本研究設(shè)計雙層決策方法對問題進(jìn)行求解。其中,項目組合選擇作為上層決策問題,采用遺傳算法對其求解,作為算法設(shè)計的主程序；項目任務(wù)調(diào)度層面作為下層決策,采用STC啟發(fā)式算法求解,作為算法設(shè)計的子程序,也是整個算法設(shè)計的內(nèi)核,進(jìn)行上層項目組合選擇決策時,會被主程序反復(fù)調(diào)用；使用蒙特卡洛數(shù)字仿真的方法處理項目收益的不確定性,將項目任務(wù)調(diào)度執(zhí)行層面的魯棒性傳遞給項目組合選擇決策層面。 本研究不確定條件下的資源受限項目組合選擇與調(diào)度問題,并設(shè)計了算例測試和大規(guī)模實驗對算法進(jìn)行分析。研究表明,本研究設(shè)計的模型在處理不確定條件下的資源受限項目組合選擇問題具有良好的適用性,設(shè)計的算法具有良好的求解質(zhì)量和求解效果。因此,本研究在一定程度上填補了不確定條件下,項目組合選擇與項目調(diào)度領(lǐng)域的理論研究空白,所設(shè)計的數(shù)學(xué)模型也可應(yīng)用于具體項目風(fēng)險管理實踐過程中,具有理論和實踐意義。
[Abstract]:This paper studies the problem of resource constrained project portfolio selection and scheduling under uncertain conditions. Portfolio selection and project scheduling as an important part of project management. More and more researchers and project managers are paying more and more attention to it. The fierce competition in the global market economy and the limited resources within the enterprise boundary determine that enterprises must choose a limited number of projects. And complete the effective control of the whole process of the project. At the same time, the rapidly changing economic state and fierce competition market environment, also implies that enterprises or organizations are facing more uncertainty than ever before. This also puts forward higher requirements for the stability and effectiveness of the project portfolio selection results and schedule planning. The existing project portfolio selection problem under uncertain conditions multi-hypothesis project schedule generation plan is determined. It is the research of project portfolio problem that does not consider task scheduling, which separates the internal relation between project portfolio selection and scheduling. Even if portfolio selection is associated with scheduling, it is often analyzed under deterministic conditions, which has some limitations. On the basis of previous studies, this study focuses on the study of resource-constrained project portfolio selection and scheduling under uncertain conditions. This study links two levels of project portfolio selection and project scheduling. At the level of project portfolio selection, the goal is the combination function of the expected income and risk of the project portfolio, and the decision is made. At the task scheduling level, the project is scheduled robustly. In order to obtain the optimal project portfolio and provide a robust multi-project scheduling scheme, both theoretical research and practical significance have a certain degree of pioneering. In this study, a two-layer decision making method is designed to solve the problem, in which the project combination is chosen as the upper decision problem, and the genetic algorithm is used to solve the problem, which is the main program of the algorithm design. Project task scheduling level as the lower level decision, using STC heuristic algorithm to solve, as the algorithm design subroutine, but also the kernel of the whole algorithm design, when the upper project combination selection decision. Will be called repeatedly by the main program; Monte Carlo digital simulation is used to deal with the uncertainty of project income, and the robustness of project task scheduling execution level is transferred to the decision level of project portfolio selection. In this paper, the resource constrained project portfolio selection and scheduling problem under uncertain conditions is studied, and an example is designed to test and analyze the algorithm. The model designed in this paper has good applicability in dealing with the resource-constrained project portfolio selection problem under uncertain conditions, and the algorithm designed has good solution quality and solution effect. To a certain extent, this study fills the blank of theoretical research in the field of portfolio selection and project scheduling, and the mathematical model designed can also be applied to the practical process of specific project risk management. It has theoretical and practical significance.
【學(xué)位授予單位】：浙江大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F272

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