出版社：University of Tehran Electronic Journals Database
摘要：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.
关键词：project portfolio optimization;Interactions between Projects;Imperialist Competitive Algorithm (ICA);resource constraints
