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项目间交互作用以及参数不确定性增加了项目组合选择问题的复杂性和求解难度。研究带有不确定项目收益交互和资源交互作用的项目组合选择问题。建立鲁棒性可调节的鲁棒优化模型,通过模型逐步推导,建立与之等价的线性混合整数规划模型。例举一个研发项目的算例,用CPLEX求解并对实验结果进行分析。结果表明,该方法可以灵活地控制最优解的鲁棒性,适用于不同风险偏好的决策者,为项目管理者提供决策支持。
The interaction between projects and the uncertainty of parameters increase the complexity and difficulty of project portfolio selection. To study the choice of project portfolio with the interaction of project returns and the interaction of resources. A robust and adjustable robust optimization model is established, and an equivalent linear mixed integer programming model is established by gradually deriving the model. Give an example of a R & D project, solve it with CPLEX and analyze the experimental results. The results show that this method can flexibly control the robustness of the optimal solution, and is suitable for decision makers with different risk preferences to provide project managers with decision support.