Network programming theory application to project portfolio formation
| Autor: | Boris Titarenko, Amir Hasnaoui, Roman Titarenko, I. V. Burkova |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: |
021103 operations research
Operations research Computer science project portfolio 0211 other engineering and technologies generalized dual problem 02 engineering and technology HD28-70 01 natural sciences General Business Management and Accounting network programming Computer network programming 010104 statistics & probability project Management. Industrial management 0101 mathematics Project portfolio management |
| Zdroj: | Serbian Journal of Management, Vol 16, Iss 1, Pp 5-19 (2021) |
| ISSN: | 2217-7159 1452-4864 |
| Popis: | The paper deals with an application of the network (dichotomous) programming method for solving multi-extremal problems and discrete optimization problems. The concept of a generalized dual problem is introduced and a theorem on its convexity is proved. Network programming method is used to build a business-forming project portfolio as well as an algorithm for solving completely dependent related projects is developed. Also, this method is used to solve the problem of building a business-supporting project portfolio for which the lower cost estimate is obtained. A computational experiment is carried out to evaluate the suggested algorithm, which showed that for large dimensions of the problem it is more effective than for solving the problem by linear programming methods. |
| Databáze: | OpenAIRE |
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