期刊名称：JOURNAL OF OPTIMIZATION IN INDUSTRIAL ENGINEERING (JOURNAL OF INDUSTRIAL ENGINEERING)
印刷版ISSN：2251-9904
出版年度：2013
卷号：6
期号：12
页码：85-92
语种：English
出版社：ISLAMIC AZAD UNIVERSITY, QAZVIN BRANCH
摘要：The aim of this study is to present an efficient solving method for the project portfolio selection problem. The objective is to maximize the net present value (NPV) of the project portfolio. The problem is first modeled mathematically. Then, two meta heuristics, the genetic algorithm and simulated annealing, are applied to solve this NP-hard problem. Finally, a comprehensive computational experiment is performed on a set of instances. The results of the computational experiment show that the genetic algorithm performs better than the simulated annealing algorithm.
