Production Plan Optimization Solution of a Machine-building Enterprise with Assisted by a Lending Institution

The article implements a solution to theproduction planoptimizationproblem of a machine-building enterprise, with regard to a combination of factors such as enterprise financial capabilities, including the possibility of using a bank loan, the enterprise production capacity, limited resources, as well as the uncertainty of demand in the perspective of planning for a period of more than three months. This problem is solved in two ways: when the bank interest rate is a constant value (then the mathematical model is a linear programming problem), and when the interest rate decreases with increasing loan size (in this case, the mathematical model is a nonlinear programming problem). A program has been developed to predict the demand for products, which is based on statistical data on machine-building enterprise sales during four years. Adaptive methods ARMA, ARIMA and SARIMA were chosen for forecasting. In each case, the method is selected after data analyzing. An algorithm for optimization problem solution in two scenarios has been developed: linear and nonlinear, and a program implementing this algorithm has been developed. The initial data of the tasks being solved take into account the cost of the machine-building enterprise products and the information that the average margin profit ranges from 20 to 55 percent. The interest rate of PJSC «Sberbank of Russia» was chosen as the values of the loan interest rate, both in the linear and non-linear models. The program that implements the optimization task has the ability to read the source data from an Excel document, which is very convenient in case of a large amount of data.