Development of a strategy for improving organizational and production structures based on methods for non-convex programming

Abstract

The scientific paper discloses problems of functioning of financial industrial groups, particularly their flexible organizational and production structures. The authors highlight that maintaining sustainability of development of financial industrial groups is oriented towards preserving integrity of their organizational and production structures and keeping a set of parameters within given limits, taking into account internal disturbances and external impacts. Generally, sustainable development of organizational and production structures contemplates concerted actions directed towards accomplishing the following two goals: maximizing indicators displaying results of activities of an organizational and production structure through determining optimal amounts of investments by different directions of activity of its modules, as well as minimizing a probable deviation from planned results by directions of activity. The authors have built a two criteria mathematical model for managing development of prospective directions of activities of organizational and production structures, which takes into account their riskiness and is based on retrospective data. To search the optimal value of a functional, the authors have developed a four-step algorithm for solving the indicated problem. To solve the indicated problem of constrained optimization, the authors have applied the method of steepest descent.