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From the viewpoint of production efficiency, a general cargo wharf system optimization analysis is discussed in this paper. Wharf of Huangpu Port is taken as an example. A simulation model of the general cargo handling system is built by applying Flexsim simulation technology, which simulates the real operation process of wharf once being run. Then the analyses on the system bottlenecks, problems and causes are carried out by figuring out the system output index such as throughput, equipment occupying rate, average stay time of truck etc., on the basis of which, a series of optimization approaches to solve the problems are proposed.

In this paper, the problem of ranking fuzzy number is discussed. An improved ranking method is proposed for finding the correct order of fuzzy numbers. Firstly, Based on the distance in fuzzy number space, an index for characterizing uncertain degree is defined and its properties are discussed. Then, by this index the ordering rules are given. Finally, three numerical examples are presented to illustrate the efficiency of the proposed model.

In this paper the problem of portfolio selection with transaction cost based on downside risk measure is discussed. Left-right-type fuzzy number is used to describe the expected return rate of security, and transaction cost and diversification condition are incorporated into the process of portfolio selection. We evaluate the expected return and risk by interval-valued mean, regard the downside risk as the portfolio risk, and formulate the portfolio selection problem as a linear programming. Finally, a numerical example is presented to illustrate the efficiency of the proposed model.

The aim of this paper is to develop a portfolio selection model with fuzzy return rate. Fuzzy number is used to model the anticipative return rate of security, and an index is defined to measure the variability of the portfolio return. By taking the possibilistic mean as the portfolio return and the variability as the portfolio risk, a portfolio selection model is constructed. It is shown that there exists an optimal solution in the model, and the solution can be obtained by solving a convex quadratic programming problem.

This paper discusses the problem of portfolio selection with transaction cost in fuzzy environment. Fuzzy number is used to describe the expected return rate of security, and transaction cost is incorporated into the portfolio selection model. Similar to Markowitz’s mean-variance model, we regard the possibilistic mean as the portfolio return and the variability as the portfolio risk, and construct a fuzzy model with transaction cost for portfolio selection. It is shown that there exists an optimal solution in the model, and the solution can be obtained by solving a convex quadratic programming problem.