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为了反映投资决策方案之间的某种特定联系，对具有相互联系的候选方案进行优选，分析了投资方案的相互关系：通过建立表现为现金流量的目标函数和设定约束条件， 构建了数学规划模型， 给出了利用规划理论对复杂投资决策问题进行系统优化的方法，利用具有代表性的实例，反映了系统优化方法建模、求解和决策的全过程， 同时指出了该方法可能的局限性以及通过灵敏度分析克服局限性的途径． 结果表明， 该投资决策的系统优化方法， 解决了复杂投资问题，采用数学模型电算化，实现了在更广泛范围内对投资项目灵敏度分析，从而减少了数学规划方法的局限性对投资决策的影响．
In order to reflect some specific connection between investment decision-making schemes, the inter-related alternatives are optimized and the relationship between investment programs is analyzed. By establishing an objective function and setting constraints for cash flow, a mathematical programming Model, a method of systematically optimizing complex investment decision-making by using planning theory is given. By using representative examples, the whole process of modeling, solving and decision-making of the system optimization method is reflected, and the possible limitations of the method are pointed out As well as ways to overcome the limitations through sensitivity analysis. The results show that the method of system optimization of investment decision solves the problem of complex investment by computerized mathematical model and realizes the sensitivity analysis of investment project in a wider range, thus reducing the limitation of mathematical programming method to investment decision influences.