线性规划在现实生活中的应用

线性规划是运筹学的一个基本分支，它广泛应用现有的科学技术和数学方法，解决实际中的问题，帮助决策人员选择最优方针和决策。本文主要研究如何把线性规划的知识运用到企业中，使企业能够提高效率，通过建立模型并利用相关软件，对经济管理中有限资源进行合理分配，从而获得最佳经济效益。     

Groundwater irrigation management in the Kingdom of Saudi Arabia： A case study of Al-Wajid aquifer

Groundwater is the primary source for water irrigation in the Kingdom of Saudi Arabia. As a result of lack of basic knowledge on irrigation practices, massive abstractions of groundwater occurred in 1980s. A decision support linear programming （LP） model was developed to help in allocation of optimal groundwater irrigation use, to assess policies implication for water management efficiency, and to estimate welfare impact on producer surplus is developed. Due to massive abstractions occurring in 1980s, Al-Wajid aquifer water levels have dropped in agricultural areas by more than 200 m. The total groundwater of Al-Wajid aquifer that can be saved is equal to 158.7 MCM for the first scenario, 211.9 MCM for the second scenario, and 15,087 MCM for the third scenario. Regarding welfare analysis impact, it is clear that the second scenario alternative is the best alternative, since the value of the producer surplus is the highest for the two study regions and also the two type schemes of modern and traditional irrigation, except the traditional irrigation of Najran region.     

金融风险管理的CVaR方法及实证分析

条件风险价值(CVaR)是VaR的修正模型,又称额外损失的均值、平均损失或尾部。它比VaR有更好的性质。本文利用条件风险价值提出一个投资组合优化模型,介绍了模型的算法,而且利用实际数据进行了实证,验证模型的有效性,为制定合理的投资组合提供一种新思路。     

多目标线性规划在钢铁企业产品结构调整中的运用

本文采用多目标线性规划模型,结合某钢铁企业产品的实际情况,对该企业产品结构进行优化,为制定产品结构调整策略提供依据,逐步实现产品结构优化调整目标。     

单纯形法的计算机算法实践

文章根据运筹学线性规划算法中的单纯形算法,提出算法界面设计和流程设计,并通过软件将该算法具体实现。