考虑时间转换约束的净现值最大项目进度研究
|
摘要
随着经济的不断发展,对项目管理的要求越来越高,而项目进度计划正是项目管理的核心领域。由于现金流能够反映项目的财务状况,并且资金具有时间价值,所以对项目工期长,资金流动量较大的项目,选择净现值最大化作为项目管理的目标是非常合理的。
经典的资源受限项目进度问题(RCPSP),由于考虑了资源约束而较贴近于实际项目,但是只是考虑了资源约束,没有考虑各个活动在单位工期的执行时间的差别,即时间转换约束,而得出的进度计划与实际项目仍有一定差距。本文首先对追求净现值最大化的资源受限项目进度问题进行了简单的描述,然后详细阐述影响净现值的业主的支付方式及解决此类问题的常用方法。进一步研究增加考虑时间转换约束的净现值最大项目进度问题,在考虑各个活动单位工期的执行时间的差别的基础上,改进项目网络修正算法；随后按照里程碑事件支付和相等时间间隔支付这两个支付方式分析项目的开始时刻、执行过程和完成时的现金流情况,分别根据支付方式的不同,建立里程碑事件和相等时间间隔两种支付方式下的Max-NPVPSPTC的模型；运用遗传算法求解具体的算例,比较这两种支付方式下的实验结果,结果表明加入时间-转换约束的项目进度计划,项目需要选择合适的支付方式以获得更好的收益和更符合实际的项目进度安排。最后,在对本文的研究进行总结的基础上,并提出了进一步研究的方向。
With the development of society and economy, project management is playing the important role and attracting more researchers to study. Meanwhile, project scheduling study is one of core areas. Due to the discounted cash flow shows project's financial status, and cash with time value, choose max net present value (Max NPV) as the goal for the project scheduling problem is good for project scheduling. Especially, NPV is significant mark for the long period project and larger capital flow project.
The classic project scheduling study is resource constraints project scheduling problem. The project scheduling problem with resource constraints will close to actual project, but it does not consider the difference execution time on the unit period for all activities of project. So, the scheduling planning may not correspond with real project scheduling.
Firstly, the resource constraints project scheduling problem with max NPV was described. Then, the important payment modes and the methods for solve to the project was introduced. Taken net present value maximization of cash flow as optimized object is the thesis focal point in project scheduling. Time-switch constraints were took regard into account the difference execution time on the unit period for all activities of project. Improving the algorithm of the network, then, in the view of the execution of entire project, the income and outcome cash flow of the project separated analyzes by the beginning, executing, ending point. This analyzing is independent from payment at event occurrences and Equal time intervals. Later, PEO/ETI Max-NPV PSPTC models separately were built. Moreover, the model was validated by a numerical example using the GA. The result shows that time-switch constraints and the fit payment mode can change the arrangements for project scheduling close to realistic situation can bring more benefit with the view real returns by the NPV.
Finally, the advantage and fitness of the model as well as some drawback overcoming which can be the direction of future research in relative area were summarized.
经典的资源受限项目进度问题(RCPSP),由于考虑了资源约束而较贴近于实际项目,但是只是考虑了资源约束,没有考虑各个活动在单位工期的执行时间的差别,即时间转换约束,而得出的进度计划与实际项目仍有一定差距。本文首先对追求净现值最大化的资源受限项目进度问题进行了简单的描述,然后详细阐述影响净现值的业主的支付方式及解决此类问题的常用方法。进一步研究增加考虑时间转换约束的净现值最大项目进度问题,在考虑各个活动单位工期的执行时间的差别的基础上,改进项目网络修正算法；随后按照里程碑事件支付和相等时间间隔支付这两个支付方式分析项目的开始时刻、执行过程和完成时的现金流情况,分别根据支付方式的不同,建立里程碑事件和相等时间间隔两种支付方式下的Max-NPVPSPTC的模型；运用遗传算法求解具体的算例,比较这两种支付方式下的实验结果,结果表明加入时间-转换约束的项目进度计划,项目需要选择合适的支付方式以获得更好的收益和更符合实际的项目进度安排。最后,在对本文的研究进行总结的基础上,并提出了进一步研究的方向。
With the development of society and economy, project management is playing the important role and attracting more researchers to study. Meanwhile, project scheduling study is one of core areas. Due to the discounted cash flow shows project's financial status, and cash with time value, choose max net present value (Max NPV) as the goal for the project scheduling problem is good for project scheduling. Especially, NPV is significant mark for the long period project and larger capital flow project.
The classic project scheduling study is resource constraints project scheduling problem. The project scheduling problem with resource constraints will close to actual project, but it does not consider the difference execution time on the unit period for all activities of project. So, the scheduling planning may not correspond with real project scheduling.
Firstly, the resource constraints project scheduling problem with max NPV was described. Then, the important payment modes and the methods for solve to the project was introduced. Taken net present value maximization of cash flow as optimized object is the thesis focal point in project scheduling. Time-switch constraints were took regard into account the difference execution time on the unit period for all activities of project. Improving the algorithm of the network, then, in the view of the execution of entire project, the income and outcome cash flow of the project separated analyzes by the beginning, executing, ending point. This analyzing is independent from payment at event occurrences and Equal time intervals. Later, PEO/ETI Max-NPV PSPTC models separately were built. Moreover, the model was validated by a numerical example using the GA. The result shows that time-switch constraints and the fit payment mode can change the arrangements for project scheduling close to realistic situation can bring more benefit with the view real returns by the NPV.
Finally, the advantage and fitness of the model as well as some drawback overcoming which can be the direction of future research in relative area were summarized.
引文
[1]Lewis, J.P. Project Planning, Scheduling & Control[M]. New York McGraw-Hill,2005, 1-550
[2]段世霞.项目管理[M].南京大学出版社,2007,8(1)：56～86
[3]Demeulemeester, E.& Herroelen, W. Introduction to the special issue, project scheduling under uncertainly[J]. Journal of Scheduling,2007,10(3),151-152
[4]Lewis, James P.. Project Planning, Scheduling, and Control:The Ultimate Hands-On Guide to Bringing Projects in on Time and on Budget[M]. MCGRAW HILL BOOK CO,2010, (10)
[5]A Russell. Cash flows in networks[J].Management Science,1970,357-373
[6]汪嘉旻,孙永广,吴宗鑫.净收益最大化的时间-费用交换问题研究[J].系统工程学报,2000,15(3)：268～271
[7]尚志,赵志纲.基于最早开始时间的项目进度关键链搜索算法[J].中国制造业信息化,2011,5：97～102
[8]Kelly J E. Critical path planning and scheduling: mathematical basis[J]. Operations Research, 1961,9(3):296-320
[9]张静文,徐渝,何正文.项目调度中的时间-费用权衡问题研究综述[J].管理工程学报,2007,21(1)：92～97
[10]Francisco Ballestin, Agustin Barrios and Vicente Vails.An evolutionary algorithm for the resource-constrained project scheduling problem with minimum and maximum time lags[J]. Journal of Scheduling,2011,44 (4):391-406
[11]Pedro Godinho, Fernando G. Branco.Adaptive policies for multi-mode project scheduling under uncertainty [J]. European Journal of Operational Research.2012, (216):553-562
[12]Moder J, Phillips C R and Davis E W. Project Management with CPM, PERT and precedence diagramming(3rd) [M].Van Nostrand Reinhold Company, New York,2011:255-356
[13]Elmaghraby S E. Activity network:project planning and control by network models[M]. A Wiley-Inter science Publication, New York,2010:15-45
[14]JongYul Kim, ChangWook Kang;InKeuk Hwang.A practical approach to project scheduling: considering the potential quality loss cost in the time-cost tradeoff problem [J]. International Journal of Project Management, 12,30 (2):264-272
[15]Mohamed Haouari, Anis Kooli, Emmanuel Neron. Enhanced energetic reasoning-based lower bounds for the resource constrained project scheduling problem[J]. European Journal of Operational Research,2011 (5):541-548
[16]Demeulemeester E, Herroelen W. New computational results for the discrete time/cost trade-off problem in project networks [J].Journal of the Operational Research Society, 1998,49(26):1153-1163
[17]Kerzner, H. Project Management: A System Approach to Planning, Scheduling, and Controlling. Hoboken: John Wiley & Sons,2003:25-56
[18]Ann T, Erenguc S S. The resource constrained project scheduling problem with multiple crashable modes:A heuristic procedure [J].European Journal of Operational Research, 1998(2),250-259
[19]Chen YL. Critical path in an activity network with time constraints [J]. European Journal of Operational Research,1997,100(1):122-133
[20]Vanhoucke M. New computational results for the discrete time/cost trade-off problem with time-switch constraints [J]. European Journal of Operational Research,2005, 165(2):359-374
[21]Mario Vanhoucke.Measuring the efficiency of project control using fictitious and empirical project data[J]. International Journal of Project Management,2012,30 (2):252-263
[22]Jose Coelho and Mario Vanhoucke.Multi-mode resource-constrained project scheduling using RCPSP and SAT solvers[J]. European Journal of Operational Research,2011,213 (1):73-82
[23]张静文,徐渝,何正文.多种费用下具有时间转换约束的工期费用均衡项目调度研究[J].运筹与管理,2009,18(3)：78～84
[24]单绘芳,杨乃定,张静文.多种资源约束的多模式折现流离散时间-费用权衡问题[J].系统工程,2010,28(3)：74～79
[25]何正文,徐渝.多模式项目支付进度的整合优化研究[J].系统工程理论与实践,2006,1：76～83
[26]何正文,刘人境,胡信布.现金刘平衡约束下的Max-npv项目调度[J].系统工程理论与实践,2009,29(3)：132～141
[27]何正文,徐渝.基于业主视角的多模式项目支付进度问题及其启发式算法[J].系统工程理论与实践,2009,29(2)：70～77
[28]何正文,徐渝,朱少英Max-NPV项目进度问题研究评述[J].管理工程学报,2005,19(4)：60～63
[29]杜春艳.工程经济学[M].华中科技大学出版社,2007：23～28
[30]何正文,徐渝.工程项目支付进度优化：一个案例研究[J].管理工程学报,2008,4(10)：11～20
[31]许长城.浅析工程结算与价款支付管理[J].管理观察,2009,27(126)：27～28
[32]Ulusoy G. Four payment models for the multi-mode resource constrained project scheduling problem with discounted cash flows [J]. Annals of Operations Research,2001,102:237-261
[33]郭建霞,杜志达.基于二层决策系统的工程项目支付进度优化[J].水电能源科学,2011,3：83～88
[34]徐柏群,张军,陈伟能.运用遗传算法实现项目调度中的现金流优化[J].计算机工程与设计,2008(23)：6049～6056
[35]Herroelen, W. S. Gallens E. Computational experience with an optimal procedure for the scheduling of activities to maximize the net present value of projects [J].European Journal of Operational Research,1993,65:274-277
[36]Mohamed Haouari, Anis Kooli.Enhanced energetic reasoning-based lower bounds for the resource constrained project scheduling problem[J].2012, (39):118--1194
[37]M.E. Bruni, P. Beraldi, F.&Guerriero. A heuristic approach for resource constrained project scheduling with uncertain activity durations [J]. Computers & Operations Research,2011,38 (9):1305-1318
[38]Sepehr Proon, Mingzhou Jin.A genetic algorithm with neighborhood search for the resource-constrained project scheduling problem[J]. Naval Research Logistics,2011 (58):73-82
[39]汪嘉旻,孙永广,吴宗鑫.时间和费用具有不确定性的优化进度计划[J].系统工程理论与实践,2002,22(1)：83～98
[40]Alexander Maravas, John-Paris Pantouvakis.Project cash flow analysis in the presence of uncertainty in activity duration and cost[J]. International Journal of Project Management, 12,30 (3):374-384
[41]F Deblaere, E. Demeulemeester, W.Herroelen. Exact and Heuristic Reactive Planning Procedures for Multimode ResourceConstrained Projects [J]. Faculty of Business and Economics,2008,12
[42]Roland H. A branch-and-bound procedure for the multi-mode resource-constrained project scheduling problem with minimum and maximum time lags [J]. European journal of operational research,2003:348-365
[43]Demeulemeester E, Herroelen W. The discrete time/resource trade-off problem in project networks:A branch-and-bound approach [J]. IIE Transactions,2000,1056-1069
[44]Mingozzi A, Maniezzo V. An exact algorithm for the resource-constrained project scheduling problem based on a new mathematical formulation [J]. Management Science, 1998,44(5):714-729
[45]Icmeli O, Selcuk E S. The resource constrained time/cost trade-off project scheduling problem with discounted cash flows [J]. Journal of Operational Management, 1996,14:255-275
[46]刘士新,王梦光,唐加福.资源受限工程调度问题的优化方法综述[J].控制与决策,2001,11(16)：647～651
[47]Kolisch R, Sprecher A, Drexl A. Characterization and generation of a general class of resource-constrained project scheduling problem [J]. Management Science,1995, 41(10):1693-1703
[48]徐柏群,张军,陈伟能.运用遗传算法实现项目调度中的现金流优化[J].计算机工程与设计,2008：6049～6056
[49]Vanhoucke M. A Genetic Algorithm for Net Present Value Maximization for Resource Constrained Projects [J]. Springer-Verlag,2009:13-24
[50]Kolisch R, Hartmann S. Heuristic algorithms for solving the resource-constrained project scheduling problem Classification and computational analysis [J]. Manuskripte aus den Instituten fur Be triebswirts chaftsle hreder Universit at Kiel,1998,439
[51]Cooper, D. F. Heuristics for scheduling resource-constrained projects:An experimental investigation[J]. Management Science,1976,22(11):1186-1194.
[52]Davis, E. M. An experiment investigation of resource allocation in multiactivity projects [J]. Operational Research Quarterly[J],1973,24(4):587-591
[53]Lawrence S R, Morton T E. Resource-constrained multi-project scheduling with tardy costs: Comparing myopic, bottleneck, and resource pricing heuristics [J]. Operational Research, 1993, (64):168-187
[54]Klein, R. Bidirectional planning:Improving priority rule-based heuristics for scheduling resource-constrained projects[J].2000,127(3):619-638
[55]Schirmer, A. Resource-constrained project scheduling: An evaluation of adaptive control schemes for parameterized sampling heuristics [J]. International Journal of Production Research,2001,39(7):1343-1365
[56]Cooper, D. F. Heuristics for scheduling resource-constrained projects: An experimental investigation[J]. Management Science,1976,22(11):1186-1194.
[57]刘士新.项目优化调度理论与方法[M].北京：机械工业出版社,2007
[58]凌海峰,杨善林,刘业政.基于群体智能的蚁群算法研究[J].合肥工业大学学报,2005,28(6)：682～685
[59]寿涌毅,傅奥.多目标资源受限项目调度的多种群蚁群算法[J].浙江大学学报(工学版),2010,44(1)：51～55
[60]K. Bouleimen, H. Lecocq. A new efficient simulated annealing algorithm for resource constrained scheduling problem [J]. Technnical report, service de Robotique et automatisation. university de Liege,1998.
[61]何正文,刘人境,徐渝.基于不同支付规则的MPPSP及其模拟退火与禁忌收索算法[J].系统工程理论与实践,2010,30(8)：1439～1447
[2]段世霞.项目管理[M].南京大学出版社,2007,8(1)：56～86
[3]Demeulemeester, E.& Herroelen, W. Introduction to the special issue, project scheduling under uncertainly[J]. Journal of Scheduling,2007,10(3),151-152
[4]Lewis, James P.. Project Planning, Scheduling, and Control:The Ultimate Hands-On Guide to Bringing Projects in on Time and on Budget[M]. MCGRAW HILL BOOK CO,2010, (10)
[5]A Russell. Cash flows in networks[J].Management Science,1970,357-373
[6]汪嘉旻,孙永广,吴宗鑫.净收益最大化的时间-费用交换问题研究[J].系统工程学报,2000,15(3)：268～271
[7]尚志,赵志纲.基于最早开始时间的项目进度关键链搜索算法[J].中国制造业信息化,2011,5：97～102
[8]Kelly J E. Critical path planning and scheduling: mathematical basis[J]. Operations Research, 1961,9(3):296-320
[9]张静文,徐渝,何正文.项目调度中的时间-费用权衡问题研究综述[J].管理工程学报,2007,21(1)：92～97
[10]Francisco Ballestin, Agustin Barrios and Vicente Vails.An evolutionary algorithm for the resource-constrained project scheduling problem with minimum and maximum time lags[J]. Journal of Scheduling,2011,44 (4):391-406
[11]Pedro Godinho, Fernando G. Branco.Adaptive policies for multi-mode project scheduling under uncertainty [J]. European Journal of Operational Research.2012, (216):553-562
[12]Moder J, Phillips C R and Davis E W. Project Management with CPM, PERT and precedence diagramming(3rd) [M].Van Nostrand Reinhold Company, New York,2011:255-356
[13]Elmaghraby S E. Activity network:project planning and control by network models[M]. A Wiley-Inter science Publication, New York,2010:15-45
[14]JongYul Kim, ChangWook Kang;InKeuk Hwang.A practical approach to project scheduling: considering the potential quality loss cost in the time-cost tradeoff problem [J]. International Journal of Project Management, 12,30 (2):264-272
[15]Mohamed Haouari, Anis Kooli, Emmanuel Neron. Enhanced energetic reasoning-based lower bounds for the resource constrained project scheduling problem[J]. European Journal of Operational Research,2011 (5):541-548
[16]Demeulemeester E, Herroelen W. New computational results for the discrete time/cost trade-off problem in project networks [J].Journal of the Operational Research Society, 1998,49(26):1153-1163
[17]Kerzner, H. Project Management: A System Approach to Planning, Scheduling, and Controlling. Hoboken: John Wiley & Sons,2003:25-56
[18]Ann T, Erenguc S S. The resource constrained project scheduling problem with multiple crashable modes:A heuristic procedure [J].European Journal of Operational Research, 1998(2),250-259
[19]Chen YL. Critical path in an activity network with time constraints [J]. European Journal of Operational Research,1997,100(1):122-133
[20]Vanhoucke M. New computational results for the discrete time/cost trade-off problem with time-switch constraints [J]. European Journal of Operational Research,2005, 165(2):359-374
[21]Mario Vanhoucke.Measuring the efficiency of project control using fictitious and empirical project data[J]. International Journal of Project Management,2012,30 (2):252-263
[22]Jose Coelho and Mario Vanhoucke.Multi-mode resource-constrained project scheduling using RCPSP and SAT solvers[J]. European Journal of Operational Research,2011,213 (1):73-82
[23]张静文,徐渝,何正文.多种费用下具有时间转换约束的工期费用均衡项目调度研究[J].运筹与管理,2009,18(3)：78～84
[24]单绘芳,杨乃定,张静文.多种资源约束的多模式折现流离散时间-费用权衡问题[J].系统工程,2010,28(3)：74～79
[25]何正文,徐渝.多模式项目支付进度的整合优化研究[J].系统工程理论与实践,2006,1：76～83
[26]何正文,刘人境,胡信布.现金刘平衡约束下的Max-npv项目调度[J].系统工程理论与实践,2009,29(3)：132～141
[27]何正文,徐渝.基于业主视角的多模式项目支付进度问题及其启发式算法[J].系统工程理论与实践,2009,29(2)：70～77
[28]何正文,徐渝,朱少英Max-NPV项目进度问题研究评述[J].管理工程学报,2005,19(4)：60～63
[29]杜春艳.工程经济学[M].华中科技大学出版社,2007：23～28
[30]何正文,徐渝.工程项目支付进度优化：一个案例研究[J].管理工程学报,2008,4(10)：11～20
[31]许长城.浅析工程结算与价款支付管理[J].管理观察,2009,27(126)：27～28
[32]Ulusoy G. Four payment models for the multi-mode resource constrained project scheduling problem with discounted cash flows [J]. Annals of Operations Research,2001,102:237-261
[33]郭建霞,杜志达.基于二层决策系统的工程项目支付进度优化[J].水电能源科学,2011,3：83～88
[34]徐柏群,张军,陈伟能.运用遗传算法实现项目调度中的现金流优化[J].计算机工程与设计,2008(23)：6049～6056
[35]Herroelen, W. S. Gallens E. Computational experience with an optimal procedure for the scheduling of activities to maximize the net present value of projects [J].European Journal of Operational Research,1993,65:274-277
[36]Mohamed Haouari, Anis Kooli.Enhanced energetic reasoning-based lower bounds for the resource constrained project scheduling problem[J].2012, (39):118--1194
[37]M.E. Bruni, P. Beraldi, F.&Guerriero. A heuristic approach for resource constrained project scheduling with uncertain activity durations [J]. Computers & Operations Research,2011,38 (9):1305-1318
[38]Sepehr Proon, Mingzhou Jin.A genetic algorithm with neighborhood search for the resource-constrained project scheduling problem[J]. Naval Research Logistics,2011 (58):73-82
[39]汪嘉旻,孙永广,吴宗鑫.时间和费用具有不确定性的优化进度计划[J].系统工程理论与实践,2002,22(1)：83～98
[40]Alexander Maravas, John-Paris Pantouvakis.Project cash flow analysis in the presence of uncertainty in activity duration and cost[J]. International Journal of Project Management, 12,30 (3):374-384
[41]F Deblaere, E. Demeulemeester, W.Herroelen. Exact and Heuristic Reactive Planning Procedures for Multimode ResourceConstrained Projects [J]. Faculty of Business and Economics,2008,12
[42]Roland H. A branch-and-bound procedure for the multi-mode resource-constrained project scheduling problem with minimum and maximum time lags [J]. European journal of operational research,2003:348-365
[43]Demeulemeester E, Herroelen W. The discrete time/resource trade-off problem in project networks:A branch-and-bound approach [J]. IIE Transactions,2000,1056-1069
[44]Mingozzi A, Maniezzo V. An exact algorithm for the resource-constrained project scheduling problem based on a new mathematical formulation [J]. Management Science, 1998,44(5):714-729
[45]Icmeli O, Selcuk E S. The resource constrained time/cost trade-off project scheduling problem with discounted cash flows [J]. Journal of Operational Management, 1996,14:255-275
[46]刘士新,王梦光,唐加福.资源受限工程调度问题的优化方法综述[J].控制与决策,2001,11(16)：647～651
[47]Kolisch R, Sprecher A, Drexl A. Characterization and generation of a general class of resource-constrained project scheduling problem [J]. Management Science,1995, 41(10):1693-1703
[48]徐柏群,张军,陈伟能.运用遗传算法实现项目调度中的现金流优化[J].计算机工程与设计,2008：6049～6056
[49]Vanhoucke M. A Genetic Algorithm for Net Present Value Maximization for Resource Constrained Projects [J]. Springer-Verlag,2009:13-24
[50]Kolisch R, Hartmann S. Heuristic algorithms for solving the resource-constrained project scheduling problem Classification and computational analysis [J]. Manuskripte aus den Instituten fur Be triebswirts chaftsle hreder Universit at Kiel,1998,439
[51]Cooper, D. F. Heuristics for scheduling resource-constrained projects:An experimental investigation[J]. Management Science,1976,22(11):1186-1194.
[52]Davis, E. M. An experiment investigation of resource allocation in multiactivity projects [J]. Operational Research Quarterly[J],1973,24(4):587-591
[53]Lawrence S R, Morton T E. Resource-constrained multi-project scheduling with tardy costs: Comparing myopic, bottleneck, and resource pricing heuristics [J]. Operational Research, 1993, (64):168-187
[54]Klein, R. Bidirectional planning:Improving priority rule-based heuristics for scheduling resource-constrained projects[J].2000,127(3):619-638
[55]Schirmer, A. Resource-constrained project scheduling: An evaluation of adaptive control schemes for parameterized sampling heuristics [J]. International Journal of Production Research,2001,39(7):1343-1365
[56]Cooper, D. F. Heuristics for scheduling resource-constrained projects: An experimental investigation[J]. Management Science,1976,22(11):1186-1194.
[57]刘士新.项目优化调度理论与方法[M].北京：机械工业出版社,2007
[58]凌海峰,杨善林,刘业政.基于群体智能的蚁群算法研究[J].合肥工业大学学报,2005,28(6)：682～685
[59]寿涌毅,傅奥.多目标资源受限项目调度的多种群蚁群算法[J].浙江大学学报(工学版),2010,44(1)：51～55
[60]K. Bouleimen, H. Lecocq. A new efficient simulated annealing algorithm for resource constrained scheduling problem [J]. Technnical report, service de Robotique et automatisation. university de Liege,1998.
[61]何正文,刘人境,徐渝.基于不同支付规则的MPPSP及其模拟退火与禁忌收索算法[J].系统工程理论与实践,2010,30(8)：1439～1447