Combining the standers of NPV and PI, a mixed model of capital rationing investment and the rational investment volume are set up in this paper.

• 应用0-整数规划提出两种分层建模方法．净现值、值指数相结合的综合评价标准，构建企业资本限量投资项目组合优化模型．而确定最优投资项目组合方案和合理投资规模。