A milp bi-objective model for static portfolio selection of R&;D projects with synergies |
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Authors: | I Litvinchev F López H J Escalante M Mata |
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Affiliation: | 1.Computing Center Russian Academy of Sciences,Moscow,Russia;2.Faculty of Mechanical and Electrical Engineering,UANL,Monterrey,Mexico |
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Abstract: | 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. |
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