Network programming theory application to project portfolio formation

نویسندگان

چکیده

The paper deals with an application of the network (dichotomous) programming method for solving multi-extremal problems and discrete optimization problems. concept a generalized dual problem is introduced theorem on its convexity proved. Network used to build business-forming project portfolio as well algorithm completely dependent related projects developed. Also, this solve building business-supporting which lower cost estimate obtained. A computational experiment carried out evaluate suggested algorithm, showed that large dimensions it more effective than by linear methods.

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ژورنال

عنوان ژورنال: Serbian Journal of Management

سال: 2021

ISSN: ['2217-7159', '1452-4864']

DOI: https://doi.org/10.5937/sjm16-24417