An expanded model of project portfolio selection problem with divisibility and complex resource constraints
This paper develops a new model for project portfolio selection problem with multiple time periods.To reflect more reality situations,some complex resource constraints including resource classification,sharing and stock are considered in divisible project portfolio selection problem for the first time.The new mathematical presentations are also presented.Besides,the capital flow constraint,cardinality constraints,and precedence relationship are incorporated into the model.Due to the complexity of the proposed model,the Particle Swarm Optimization is designed to solve the problem.One numerical example is used to demonstrate the capability and characteristics of the proposed model.
Project portfolio selection Divisibility Complex resource constraints Particle Swarm Optimization
Fanghui Tan Kun Yang
School of Economics and Management,North China Electric Power University,Beijing,102206,China School of Control and Computer Engineering,North China Electric Power University,Beijing,102206,Chin
国际会议
上海
英文
199-210
2017-07-07(万方平台首次上网日期,不代表论文的发表时间)