project portfolio optimization with considering interaction between projects using imperialist competitive algorithm (ica)

نویسندگان

محمدحسین پورکاظمی

دانشیار گروه اقتصاد، دانشکده اقتصاد و علوم سیاسی دانشگاه شهیدبهشتی، ایران مصطفی فتاحی

دانشجوی دکترای مدیریت تحقیق در عملیات، دانشکده مدیریت دانشگاه تهران، ایران ساسان مظاهری

دانشجوی کارشناسی ارشد مدیریت صنعتی، دانشکده مدیریت و حسابداری دانشگاه شهیدبهشتی، ایران بهرنگ اسدی

دانشجوی کارشناسی ارشد mba، ، دانشکده مدیریت و اقتصاد دانشگاه صنعتی شریف، ایران

چکیده

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.

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