Portfolio Optimization From a Set of Preference Ordered Projects Using an Ant Colony Based Multi-objective Approach

International Journal of Computational Intelligence Systems

关键词: Project portfolio;    multi-objective optimization;    ant-colony meta-heuristic;    Multi-Criteria Decision;   

DOI  :  10.1080/18756891.2015.1129590

来源: DOAJ

【 摘 要 】

In this paper, a good portfolio is found through an ant colony algorithm (including a local search) that approximates the Pareto front regarding some kind of project categorization, cardinalities, discrepancies with priorities given by the ranking, and the average rank of supported projects; this approach is an improvement towards a proper modeling of preferences. The available information is only projects’ ranking and costs, and usually, resource allocation follows the ranking priorities until they are depleted. Results show that our proposal outperforms previous approaches.

【 授权许可】

Unknown