IDEAS home Printed from https://ideas.repec.org/a/pal/jorsoc/v66y2015i7p1132-1139.html
   My bibliography  Save this article

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
    as

    Download full text from publisher

    File URL: http://www.palgrave-journals.com/jors/journal/v66/n7/pdf/jors201475a.pdf
    File Function: Link to full text PDF
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: http://www.palgrave-journals.com/jors/journal/v66/n7/full/jors201475a.html
    File Function: Link to full text HTML
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ran Etgar & Yuval Cohen, 2022. "Roadmap Optimization: Multi-Annual Project Portfolio Selection Method," Mathematics, MDPI, vol. 10(9), pages 1-23, May.
    2. 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.
    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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:jorsoc:v:66:y:2015:i:7:p:1132-1139. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave-journals.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.