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Expanded model of the project portfolio selection problem with divisibility, time profile factors and cardinality constraints

Author

Listed:
  • Xingmei Li

    (North China Electric Power University, Beijing, China)

  • Shu-Cherng Fang

    (North Carolina State University, Raleigh, USA)

  • Ye Tian

    (Southwestern University of Finance and Economics, Chengdu, China)

  • Xiaoling Guo

    (College of Engineering and Information Technology, University of Chinese Academy of Sciences, Beijing, China)

Abstract

This paper develops a new model for project portfolio selection over a planning horizon with multiple time periods. The model considers the divisibility of projects and combines reinvestment, set-up cost, cardinality constraints and precedence relationship in the scheduling, simultaneously. For efficient computation, an equivalent mixed integer linear programming representation is provided. One numerical example with three scenarios is given to highlight the capability and characteristics of the proposed model.

Suggested Citation

  • Xingmei Li & Shu-Cherng Fang & Ye Tian & Xiaoling Guo, 2015. "Expanded model of the project portfolio selection problem with divisibility, time profile factors and cardinality constraints," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 66(7), pages 1132-1139, July.
    • Handle: RePEc:pal:jorsoc:v:66:y:2015:i:7:p:1132-1139
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    Citations

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    Cited by:

    1. Ye Tian & Miao Sun & Zuoliang Ye & Wei Yang, 2016. "Expanded models of the project portfolio selection problem with loss in divisibility," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 67(8), pages 1097-1107, August.
    2. Ran Etgar & Yuval Cohen, 2022. "Roadmap Optimization: Multi-Annual Project Portfolio Selection Method," Mathematics, MDPI, vol. 10(9), pages 1-23, May.
    3. Xingmei Li & Yaxian Wang & Qingyou Yan & Xinchao Zhao, 2019. "Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility," Fuzzy Optimization and Decision Making, Springer, vol. 18(1), pages 37-56, March.

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