The Fuzzy Investment Optimization Model of Multi-project and Multi-item Based on Net Present Value

In this paper the optimization model of the multi-project and multi-item will be discussed,and the situation about fuzzy objective and fuzzy constrained conditions and another situation that the model includes the fuzzy parameters will be developed and their corresponding algorithm will also be proposed respectively.The triangular fuzzy number will be used to deal with the fuzzy parameters base on the real backgrounds,a new method for transferring the fuzzy chance constrained model to the certain model will be given,the algorithm to solve this problem will be put forward by intergrating genetic algorithm with the above mentioned method.In the last numberic simulation illustrates the application of the developed model and the feasibility of the algorithm.