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中国管理科学

中国管理科学 ›› 2017, Vol. 25 ›› Issue (4): 190-196.doi: 10.16381/j.cnki.issn1003-207x.2017.04.023

• 论文 • 上一篇    

交互作用不确定下的项目组合选择鲁棒决策

陶莎1,2, 盛昭瀚1,2, 朱建波1,2   

  1. 1. 南京大学工程管理学院, 江苏 南京 210093;
    2. 互联网+与大数据时代的中澳重大工程管理合作创新联盟
  • 收稿日期:2014-08-07 修回日期:2017-01-06 出版日期:2017-04-20 发布日期:2017-06-29
  • 通讯作者: 盛昭瀚(1944-),男(汉族),江苏人,南京大学工程管理学院教授,博士生导师,研究方向:社会经济系统工程、社会科学计算实验等,E-mail:zhsheng@nju.edu.cn. E-mail:zhsheng@nju.edu.cn
  • 基金资助:

    国家自然科学基金重大项目（71390520，71390521）；国家自然科学基金项目（71571098，91646123，71671088，71501102，71471077）；南京大学优秀博士研究生创新能力提升计划资助项目（201601B034）；南京大学博士研究生创新创意研究计划资助项目（2016010）

Robust Decision-Making of Project Portfolio Selectionwith Uncertain Project Interactions

TAO Sha1,2, SHENG Zhao-han1,2, ZHU Jian-bo1,2   

  1. 1. School of Engineering and Management, Nanjing University, Nanjing 210093, China;
    2. Sino-Australia Collaborative Innovation Alliance for Megaproject Management in the Era of Internet+ and Big Data
  • Received:2014-08-07 Revised:2017-01-06 Online:2017-04-20 Published:2017-06-29

PDF (PC)

1180

被引次数

2

摘要： 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。

关键词: 项目组合选择, 项目交互作用, 不确定性, 鲁棒优化, 可调节鲁棒性

Abstract: Project portfolio selection (PPS) is one of the most important basic problems in the field of project management. PPS is to select a subset of projects from candidates subject to resource capacity and some other constraints to realize one or more goals. By integrating some features, such as project interactions, parameter uncertainty and multiple objectives.The PSS is more complex and difficult to be solved. In practice, project interaction is influenced by many factors among which the relationships are uncertain and complicated.Consequently, the project interaction is usually with severer uncertainty and its probability distribution is difficult to estimate. Therefore, in this paper, the PSS problem with uncertain project interaction is investigated. At first, without considering uncertainty, the programming model is formulated to maximize the total profits for the PSS with two types of project interactions including profit interaction and resource consumption interaction. Then, the uncertainty of project interactions is taken into consideration. The uncertainty is defined as an interval with nominal value and the half-interval width. Two controller parameters called objective robustness level and constraint robustness level are also defined,which vary in the interval [0, 1].The objective robustness level and constraint robustness level control the robustness of objective function and constraints against the level of conservatism respectively. Based on the definitions of uncertainty as well as robustness level, the general robust optimization model is formulated.To solve the model, its robust counter part as a linear mix integer programming is derived on the basis of optimization theory. A case of R&D project portfolio selection is illustrated and numerous experiments are conducted to investigate the relationship among two robustness levels and the objective. Experiments show that the method can adjust the robustness of solutions, and thus can provide project managers who have different risk preferences with decision support.

Key words: project portfolio selection, project interaction, uncertainty, robust optimization, adjustable robustness

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