不确定多期滚动项目组合选择优化模型

在经典项目组合选择问题的基础上, 建立了不确定条件下多期滚动项目组合选择模型, 以各期获利最大为优化目标, 以企业战略需求与所选项目合成战略贡献之间的均衡匹配性和资源增益性为关联约束条件. 基于模糊理论提出了上 方贴近度和下方贴近度概念, 用以对战略均衡匹配性进行度量. 应用可能性理论将所建模型转换为确定性模型. 采用遗传算法对模型求解, 并基于路径再连接(path relinking, PR)算法思想, 设计了适合0-1编码的逐次替代法和逐次后移法进行局部搜索, 获得了较好的求解效果. 仿真测试显示, 进行多期滚动项目组合选择时, 在5期以内可以保证获利的稳定性, 获利波动期在第6-8期, 可以帮助企业确定最佳战略调整期. 各期不同类型的项目选择数量也具有较明显的周期性变化规律. 研究结果具有实践指导意义.

Multi-phase rolling optimization model of project portfolio selection under uncertainty

Based on the classical problem of project portfolio selection(PPS),the multi-phase rolling model of PPS was constructed under uncertainty,the objective was maximization of benefits of each phase. Related constraints were built relying both matching of strategy equilibrium between enterprise strategy requirement and synthesis of strategy contribution of projects which were selected,and the enhancement effect of resources.Upper-side and down-side nearness were put up based on fuzzy theory,and was used to measured the matching of strategy equilibrium.A crisp transformation was implemented with the fuzzy model based on possibility theory.Genetic algorithm was presented to solved the model,through development of path relinking(PR),the algorithm of successive substitute and successive retroposition was designed to applied to 0-1 encoding as local search,and get the better solution.Simulation test show that when project portfolio selection of multi phase rolling is doing,enterprise can get benefits steadily during five phases,and benefits is differentiate in 6-8 phases.This conclusion can help enterprise adjust its strategy periods.Statistics about numbers of project styles are selected in every phase show the periodic regularity.Research resultion can give a guidance to execution of project portfolio selection in fact.