A multi-objective particle swarm optimization for project selection problem
Expert Systems with Applications: An International Journal
Solving a comprehensive model for multiobjective project portfolio selection
Computers and Operations Research
Large-scale public R&D portfolio selection by maximizing a biobjective impact measure
IEEE Transactions on Systems, Man, and Cybernetics, Part A: Systems and Humans - Special issue on recent advances in biometrics
Large scale portfolio selection with synergies
Journal of Computer and Systems Sciences International
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This paper presents a multi-objective MILP model for portfolio selection of research and development (R&D) projects with synergies. The proposed model incorporates information about the funds assigned to different activities as well as about synergies between projects at the activity and project level. The latter aspects are predominant in the context of portfolio selection of R&D projects in public organizations. Previous works on portfolio selection of R&D projects considered interdependencies mainly at the project level. In a few works considering activity level information the models and solution techniques were restricted to problems with a few projects. We study a generalization of our previous model and show that incorporating interdependencies and activity funding information is useful for obtaining portfolios with better quality. Numerical results are presented to demonstrate the efficiency of the proposed approach for large models.