整数線形計画を用いた電子債権譲渡における期日変更マッチング最適化方式 [in Japanese] An Optimization Method for Redemption and Due Date Matching in Assignment of Electronic Receivables by Using Integer Linear Programming [in Japanese]
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This paper shows an optimization method for redemption and due date matching which assigns the receivables to the payments date under the pre-defined constraints which related companies specified. Our proposed method determines the pairs of the receivables and the payment with proper new settlement date which closes the fluid assets of companies to their target amounts by extending/shortening the redemption/due date. This paper shows that this matching program is categorized in integer linear programming. By applying this matching mechanism, transferors could utilize credit of issuers and also reduce fluid assets for payments. Effectiveness of our optimization method is shown by executing simulation which emulates the issuing and receiving status of receivables in Japanese companies.
- IEEJ Transactions on Electronics, Information and Systems
IEEJ Transactions on Electronics, Information and Systems 128(4), 569-575, 2008-04-01
The Institute of Electrical Engineers of Japan