0~1规划模型在信用评分卡组合优化问题中的应用

The Application of 0~1 Programming Model of Credit Scorecard Combinatorial Optimization Problem

摘要: 针对信用评分卡组合优化问题，首先运用穷举法解出原问题，之后参照二次无约束二值优化模型与0~1规划模型，将信用评分卡组合问题转化成整数规划模型，利用python程序进行模拟求解不同组合不同阈值下的最终收益，并对结果进行讨论分析，得出最优的信用评分卡组合。

Abstract: For the credit scorecard combinatorial optimization problem, first using the exhaustive method to solve the original problem, and then refer to the quadratic unconstrained binary optimization model and 0~1 programming model to convert the credit scorecard combination problem into an integer programming model, and using the python program carry out simulation to solve the final income of different combinations and different thresholds, and discussing and analyzing the results to obtain the optimal combination of credit scorecards.