摘要
【目的】相互作用关系的高阶项目组合选择问题通常被转化为一个整数多项式规划问题,利用传统方法需要使用大量的不等式约束,但是引入大量非紧不等式约束会造成严重的计算负担,针对这个问题提出了新的有效求解方法。【方法】将高阶项目组合选择模型转化为混合0-1规划,利用一个新的线性化方法,将大量非紧不等式通过等式约束代替,然后采用分枝定界法来得到最优解。【结果】通过大量数值实验,展示了新方法在解决考虑相互作用关系的高阶项目组合选择问题时的计算效率。【结论】结果表明,所提出的新方法能够有效提高求解此类问题的计算效率。
[Purposes]Higher-order project portfolio selection problem with interdependency is often formulated as an integer polynomial programming problem.By utilizing the conventional method,we need to use a huge number of inequality constraints.However,a huge number of non-tight inequality constraints may cause a heavy computational burden.This study proposed an efficient method to solve this problem.[Methods]Higher-order project portfolio selection model is converted into a mixed zero-one programming problem,and a novel linearization method is proposed to use tight equality constraints instead of a huge number of non-tight inequality constraints.Then the branch-and-bound scheme to obtain an optimal solution is adopted.[Findings]By conducting lots of numerical experiments,it displayed different computational efficiency of different models.[Conclusions]The results show that the new linearization method can further improve the computational efficiency of higher-order project portfolio selection problem.
出处
《重庆师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2018年第1期1-10,共10页
Journal of Chongqing Normal University:Natural Science
基金
国家自然科学基金(No.71772060)
北京市财政项目(No.PXM2017-178214-000005)
关键词
高阶项目组合选择
相互作用关系
混合0-1规划问题
higher order project portfolio selection
interdependency
mixed 0-1 programming problem
