Using MILP Tools to Study R & D Portfolio Selection Model for Large Instances in Public and Social Sector
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| Format: | Artículo científico |
| Langue: | en |
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Instituto Politécnico Nacional
2008
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| _version_ | 1876482614703947776 |
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| author | Igor Litvinchev |
| author_facet | Igor Litvinchev |
| contents | Using MILP Tools to Study R & D Portfolio Selection Model for Large Instances in Public and Social Sector Igor Litvinchev Fernando López Irarragorri Miguel Mata Pérez Elisa Schaeffer Computación multi objective optimization R & D projects portfolios mixed integer programming In this paper a mixed-integer linear programming (MILP) model is studied for the bi-objective public R & D projects portfolio problem. The proposed approach provides an acceptable compromise between the impact and the number of supported projects. Lagrangian relaxation techniques are considered to get easy computable bounds for the objectives. The experiments show that a solution can be obtained in less than a minute for instances comprising of up to 25,000 project proposals. This brings significant improvement to the previous approaches that efficiently manage instances of a few hundred projects. 2008 artículo científico 1405-5546 https://www.redalyc.org/articulo.oa?id=61513251002 en http://www.redalyc.org/revista.oa?id=615 Computación y Sistemas application/pdf Instituto Politécnico Nacional Computación y Sistemas (México) Num.2 Vol.12 |
| format | Artículo científico |
| id | redalyc_61513251002 |
| institution | Redalyc |
| language | en |
| publishDate | 2008 |
| publisher | Instituto Politécnico Nacional |
| spellingShingle | Using MILP Tools to Study R & D Portfolio Selection Model for Large Instances in Public and Social Sector Igor Litvinchev Computación multi objective optimization R & D projects portfolios mixed integer programming Using MILP Tools to Study R & D Portfolio Selection Model for Large Instances in Public and Social Sector Igor Litvinchev Fernando López Irarragorri Miguel Mata Pérez Elisa Schaeffer Computación multi objective optimization R & D projects portfolios mixed integer programming In this paper a mixed-integer linear programming (MILP) model is studied for the bi-objective public R & D projects portfolio problem. The proposed approach provides an acceptable compromise between the impact and the number of supported projects. Lagrangian relaxation techniques are considered to get easy computable bounds for the objectives. The experiments show that a solution can be obtained in less than a minute for instances comprising of up to 25,000 project proposals. This brings significant improvement to the previous approaches that efficiently manage instances of a few hundred projects. 2008 artículo científico 1405-5546 https://www.redalyc.org/articulo.oa?id=61513251002 en http://www.redalyc.org/revista.oa?id=615 Computación y Sistemas application/pdf Instituto Politécnico Nacional Computación y Sistemas (México) Num.2 Vol.12 |
| title | Using MILP Tools to Study R & D Portfolio Selection Model for Large Instances in Public and Social Sector |
| topic | Computación multi objective optimization R & D projects portfolios mixed integer programming |
| url | https://www.redalyc.org/articulo.oa?id=61513251002 |