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Title:Optimizacija nabora investicijskih projektov z uporabo matematičnega programiranja : magistrsko delo
Authors:ID Šimič, Tina Melisa (Author)
ID Novak-Pintarič, Zorka (Mentor) More about this mentor... New window
ID Kravanja, Zdravko (Comentor)
ID Pahor, Bojan (Comentor)
Files: This document has no files. This document may have a physical copy in the library of the organization, check the status via COBISS. Link is opened in a new window
Language:Slovenian
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FKKT - Faculty of Chemistry and Chemical Engineering
Abstract:Izbor optimalnih investicijskih projektov za vsako podjetje predstavlja pomemben dejavnik, ki bistveno pripomore k poslovni uspešnosti in doseganju organizacijskih ciljev podjetja. V okviru magistrske naloge smo z uporabo orodij matematičnega programiranja želeli poiskati optimalen nabor projektov, ki so z vidika ekonomskih kriterijev sprejemljivi za vodstvo sodelujočega podjetja, ki razpolaga z omejenimi investicijskimi sredstvi. Predlagani projekti predstavljajo možnosti proizvodnje novih proizvodov, le-ti pa se razlikujejo v vrednosti zahtevane investicije in lokaciji, kjer bi proizvodnja potekala. Z namenom, da podjetju olajšamo izbor najboljših projektov, smo v programu General Algebraic Modeling System (GAMS) razvili več optimizacijskih modelov in jih rešili z uporabo mešanega-celoštevilskega linearnega programiranja (MILP), mešanega celoštevilskega-nelinearnega programiranja (MINLP), mešanega-celoštevilskega ciljnega programiranja (MIGP) in stohastičnega programiranja. Kot glavni ekonomski kriterij, ki smo ga maksimirali, smo v namenskih funkcijah MILP modelov in MINLP modela uporabili neto sedanjo vrednost (NSV). Pri večkriterijskih ciljnih modelih pa smo ekonomskim kriterijem (celotni dobiček, celotni letni stroški,…) dodali tudi ostale kriterije, ki jih ekonomsko ne moremo ovrednotiti, npr. tveganje glede kontrole kakovosti, dodatno zaposlovanje ipd. Glavni pogoj v vseh modelih predstavlja investicijski proračun, ki ga izbrani projekti ne smejo preseči. Iz rezultatov optimizacije smo pri enokriterijski optimizaciji (MILP modeli, MINLP model in stohastični model) ugotovili, da bi bila za podjetje optimalna možnost lastna proizvodnja z začetno investicijo v novo opremo kot tudi proizvodnja na lokaciji partnerskega podjetja, kjer investicija ni zahtevana. Medtem ko so rezultati večkriterijske optimizacije pokazali, da bi bila edina optimalna izbira proizvodnja na lokaciji partnerskega podjetja.
Keywords:investicijski projekti, ekonomski kriterij, mešano-celoštevilsko linearno programiranje, mešano-celoštevilsko ciljno programiranje, stohastično programiranje
Place of publishing:Maribor
Place of performance:Maribor
Publisher:[T. M. Šimič]
Year of publishing:2019
Number of pages:XII, 88 str.
PID:20.500.12556/DKUM-74210 New window
UDC:621.577:662.99(043.2)
COBISS.SI-ID:22601238 New window
NUK URN:URN:SI:UM:DK:3TOIY83L
Publication date in DKUM:17.09.2019
Views:1716
Downloads:0
Metadata:XML DC-XML DC-RDF
Categories:KTFMB - FKKT
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Licences

License:CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Link:http://creativecommons.org/licenses/by-nc-nd/4.0/
Description:The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.
Licensing start date:19.08.2019

Secondary language

Language:English
Title:Capital budgeting for optimal set of investment projects by using mathematical programming
Abstract:Project selection is an essential process, which significantly contributes to business success and plays an important role in accomplishing organizational goals of the company. In this work, we wanted to find an optimal set of projects, by using the mathematical programming tools, which, from the point of view of economic criteria, are acceptable for the management of a participating company, that has limited investment funds. Proposed projects represent possibilities for the production of new products, but they differ in the value of the required investment and the location where the production would take place. In order to facilitate the selection of the best projects, we used the General Algebraic Modeling System (GAMS) where we developed several optimization models and solved them by using MILP (mixed-integer linear programming), MINLP (mixed-integer nonlinear programming), MIGP (mixed-integer goal programming ) and stochastic programming. In the MILP and MINLP models we used net present value as the main economic economic criterion, which we wanted to maximize in the objection function. In the case of multi-criteria MIGP models, we have also added some other criteria, that we cannot evaluate economically such as risk or additional employment. The main condition in all models is the investment budget that the selected projects must not exceed. The single-criterion optimization (MILP models, MINLP model and stochastic model) has shown that the best option for the company would be their own production, with an initial investment in new equipment as well as production at the location of the partner company, where the investment is not required. While the results of multi-criteria optimization showed that the only optimal choice would be production at the location of the partner company.
Keywords:investment projects, economic criterion, mixed-integer linear programming, mixed-integer goal programming, stochastic programming


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