IT项目组合优化的元启发式方法
A Metaheuristic Approach for IT Projects Portfolio Optimization
摘要：
在实物期权评估的框架下，如何最优地选择相互依赖的IT项目在多个阶段实施一直是一个挑战。提出了一种多阶段IT项目组合优化的数学模型。该模型在给定的预算和排序约束条件下，优化了投资组合的价值。这些顺序限制是由于项目之间在时间上的相互依赖性。一个元启发式方法是非常适合解决这类问题的定义，在本文中，遗传算法模型已被提出的解决方案。这种优化模型和解决方案可以帮助IT管理人员在多个连续的时间段内为项目优先级做出最佳的资金决策。该模型还提供了灵活的管理人员，以产生替代的投资组合，通过改变最大和最小数量的项目要在每个连续的时期。
英文摘要：
Optimal selection of interdependent IT Projects for implementation in multi periods has been challenging in the framework of real option valuation. This paper presents a mathematical optimization model for multi-stage portfolio of IT projects. The model optimizes the value of the portfolio within a given budgetary and sequencing constraints for each period. These sequencing constraints are due to time wise interdependencies among projects. A Metaheuristic approach is well suited for solving this kind of a problem definition and in this paper a genetic algorithm model has been proposed for the solution. This optimization model and solution approach can help IT managers taking optimal funding decision for projects prioritization in multiple sequential periods. The model also gives flexibility to the managers to generate alternative portfolio by changing the maximum and minimum number of projects to be implemented in each sequential period.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
