期刊
INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS
卷 8, 期 -, 页码 41-53出版社
ATLANTIS PRESS
DOI: 10.1080/18756891.2015.1129590
关键词
Project portfolio; multi-objective optimization; ant-colony meta-heuristic; Multi-Criteria Decision
资金
- CONACYT [254498]
- PRODEP
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.
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