2009 | OriginalPaper | Buchkapitel
MEFISTO: A Pragmatic Metaheuristic Framework for Adaptive Search with a Special Application to Pickup and Delivery Transports
verfasst von : Farhad Hassanzadeh, Mohammad Modarres, Mohammad Saffai
Erschienen in: Operations Research Proceedings 2008
Verlag: Springer Berlin Heidelberg
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Intense competition in the current business environment leads firms to focus on selecting the best R&D project portfolio. Achieving this goal is tied down by uncertainty which is inherent in all R&D projects and therefore, investment decisions must be made within an optimization framework accounting for unavailability of data. In this paper, such a model is developed to hedge against uncertainty. The robust optimization approach is adopted and the problem is formulated as a robust zero-one integer programming model to determine the optimal project portfolio. An example is used to illustrate the benefits of the proposed approach.