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A Genetic Search for Exploiting a Fuzzy Preference Model of Portfolio Problems with Public Projects

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  • Eduardo Fernandez
  • Jorge Navarro

Abstract

When an organization solves a portfolio problem with public projects evaluated by multiple criteria, in which the economic dimension is not essential or not well characterized, the classical methods are not useful. We propose a non-linear preference model developed from normative Value Theory and using fuzzy sets to model some sources of imprecision. This model can be considered as a generalization of the classical approaches. However, the optimization problem is very complex in order to be solved with non-linear programming techniques. Therefore, the model is exploited by an evolutionary algorithm, able to achieve a strong improvement of the quality of solution. Copyright Kluwer Academic Publishers 2002

Suggested Citation

  • Eduardo Fernandez & Jorge Navarro, 2002. "A Genetic Search for Exploiting a Fuzzy Preference Model of Portfolio Problems with Public Projects," Annals of Operations Research, Springer, vol. 117(1), pages 191-213, November.
    • Handle: RePEc:spr:annopr:v:117:y:2002:i:1:p:191-213:10.1023/a:1021577608097
    DOI: 10.1023/A:1021577608097
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    Cited by:

    1. Pérez, Fátima & Gómez, Trinidad & Caballero, Rafael & Liern, Vicente, 2018. "Project portfolio selection and planning with fuzzy constraints," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 117-129.

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