Pourkazemi, Pourkazemi, Fattahi, Fattahi, Mazaheri, sasan, Asadi, behrang. (1392). Project Portfolio Optimization with Considering Interaction between Projects Using Imperialist Competitive Algorithm (ICA). , 5(1), 1-20. doi: 10.22059/imj.2013.35680
Pourkazemi Pourkazemi; Fattahi Fattahi; sasan Mazaheri; behrang Asadi. "Project Portfolio Optimization with Considering Interaction between Projects Using Imperialist Competitive Algorithm (ICA)". , 5, 1, 1392, 1-20. doi: 10.22059/imj.2013.35680
Pourkazemi, Pourkazemi, Fattahi, Fattahi, Mazaheri, sasan, Asadi, behrang. (1392). 'Project Portfolio Optimization with Considering Interaction between Projects Using Imperialist Competitive Algorithm (ICA)', , 5(1), pp. 1-20. doi: 10.22059/imj.2013.35680
Pourkazemi, Pourkazemi, Fattahi, Fattahi, Mazaheri, sasan, Asadi, behrang. Project Portfolio Optimization with Considering Interaction between Projects Using Imperialist Competitive Algorithm (ICA). , 1392; 5(1): 1-20. doi: 10.22059/imj.2013.35680

Project Portfolio Optimization with Considering Interaction between Projects Using Imperialist Competitive Algorithm (ICA)

Industrial Management Journal
مقاله 1، دوره 5، شماره 1، تیر 2013، صفحه 1-20    اصل مقاله (545.09 K)
نوع مقاله: Original Research Article
شناسه دیجیتال (DOI): 10.22059/imj.2013.35680
نویسندگان
Pourkazemi Pourkazemi1؛ Fattahi Fattahi* 2؛ sasan Mazaheri3؛ behrang Asadi4
1Associate Prof., Faculty of Economic and Political Sciences, Shahid Beheshti University, Tehran, Iran
2Ph.D. Student in Industrial Management, Tehran University, Tehran, Iran
3MSc. Student in Industrial Management, Shahid Beheshti University, Tehran, Iran
4MSc. Student in MBA, Sharif University of Technology, Tehran, Iran
چکیده
Due to Project evaluation complexity and resource constraints, the project portfolio optimization is numerous decision making challenges. Hence, many researches have been done to introduce model and methods for portfolio optimization. But most of them have not considered the interaction between projects. Considering the interactions between projects increase complexity of portfolio optimization problem and if these interactions be ignored, the efficiency of decision making process and final portfolio utility maybe influenced dramatically. In this paper, the portfolio optimization problem with considering interactions between the projects is formulated. Then, The portfolio optimization problem with regard the interactions between projects using ICA optimization algorithm was investigated. Interactions at the projects optimization, final solution and its fitness show the important effects. It was shown ICA method is better in comparison with the GA, the PSO and CPSO algorithm technique used before in such problems.
کلیدواژه‌ها
project portfolio optimization؛ Interactions between Projects؛ Imperialist Competitive Algorithm (ICA)؛ resource constraints
مراجع
آمار
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