Document Type : Research Paper
Authors
Abstract
Considering that the active companies in the field of oil, gas,
petrochemical and other energies are project-based and also the
increase of gas applicants who have taken policy of replacing the gas
instead of other fossil fuels, have imposed certain condition on
organizations and project managers in the Gas Company.One of the
most important problem in the issue of project management is project
portfolio selection which is defined one of the most important
activities in many organization such as gas organization. In this study
at first the effective indicators on projects are extracted by using the
literature and interviews with the experts of gas industry then the
mathematical robust multi objective model is provided by considering
the uncertainty and unreliability in some parameters of model. This
model is solved by using Non-dominate Sorting Genetic Algorithm
for 20 degree of risk-taking decision Gama ( , C
t B
t ).At the end for
helping in decision making the TOPSIS technique is used for
providing a specific answer in Pareto Front .
Keywords
ربیعه، م. ) 7595 (. طراحی مادل ریاضای اساتوار زنجیاره تاأمین ، رسااله دکتاری، دانشاگاه تربیات
مدرس، دانشکده مدیریت، استاد راهنما: دکتر عادل آذر
Archer, N. P., & Ghasemzadeh, F. (1999). An integrated framework for project portfolio selection. International Journal of Project Management , 17 (4), 207-216
Bhattacharyya, R., Kumarb, P., & Kar, S. (2011). Fuzzy R&D portfolio selection of interdependent projects. Computers and Mathematics with Applications , 62, 3857–3870
Ben-Tal, A; Golany, B; & Shtern, S. (2009). Robust multi-echelon multi-period inventory control. European Journal of Operational Research , 199, 922-935.
Ben-Tal, A; & Nemirovski, A. (2000). Robust solutions of Linear Programming problemscontaminated with uncertain data. Math Program , 88, 411-424.
Bertsimas, D; & Thiele, A. (2006). A Robust Optimization Approach to Inventory theory. Operations Research , 54 (1), 150-168.
Bertsimas, D; & Sim, M. (2004). The Price of Robustness. Operations Research , 52 (1), 35-53.
Deb, K., Pratap, A., Agrawal, S., & Meyarivan, T. (2002). Fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Transaction on Evolutionary Computation 6(2), 182-197.
Ghasemzadeh, F., & Archer, N. P. (2000). Project portfolio selection through decision support. Decision Support Systems , 29, 73-88.
Ghasemzadeh, F., Archer, N., & Iyogun, P. (1999). A Zero-One Model for Project Portfolio Selection and Scheduling. The Journal of the Operational Research Society , 50 (7), 745-755.
Ghorbani, S., & Rabbani, M. (2009). A new multi-objective algorithm for a project selection problem. Advances in Engineering Software , 40, 9-14.
Gupta, S K; & Mandovic, T. (1992). Contemporary approach to R&D
مدل سازی ریاضی استوار انتخاب سبد پروژه و حل آن با کمک الگوریتم ... 56
project selection. Management R&D Engineering, 67-87
Gruver, G. W. (1991). Optimal R&D policy for a patent race with uncertain duration. Mathematical Social Sciences , 22 (1), 69-85.
Hassanzadeh, F., Nemati, H., & Sun, M. (2014). Robust optimization for interactive multiobjective programming with imprecise information applied to R&D project portfolio selection. European Journal of Operational Research , Article in press, XX-XX.
Heidenberger, K; & Stummer, C. (1999). Research and development project selection and resource allocation- a review of quantitative modelling approaches. International Journal of Management Review , 1, 197-224.
Hu, G., Wang, L., Fetch, S., & Bidanda, B. (2008). A multi-objective model for project portfolio selection to implement lean and Six Sigma concepts. International Journal of Production Research , 46 (23), 6611-6625
Yu, L; Wang, S; Wen, F; Lai, K. (2012). Genetic algorithm-based multi-criteria project portfolio selection. Annual Operation Research, 197, 71-86
Iamratanakul, S., Patanakul, P., & Milosevic, D. (2008). Project portfolio selection: From past to present. Proceedings of the 4th IEEE International Conference on Management of Innovation and Technology (pp. 287-292). N.Y: ICMIT.
Khalil-Damghani, K., & Tavana, M. (2014). A Comprehensive Framework for Sustainable Project Portfolio Selection Based on Structural Equation Modeling. Project Management Journal , 45 (2), 82-97.
Khalili-Damghani, K., Tavana, M., & Sadi-Nezhad, S. (2012). An integrated multi-objective framework for solving multi-period project selection problems. Applied Mathematics and Computation , 219, 3122–3138.
Khalili-Damghania, Kaveh, Nojavana, M., & Tavanab, M. (2013). Solving fuzzy Multidimensional Multiple-Choice Knapsack Problems: The multi-start Partial Bound Enumeration method versus the efficient
epsilon-constraint method. Applied Soft Computing 13 (2013) 1627–1638 , 13, 1627–1638.
Lang, M. J. (1990). Project management in the oil industry. International Journal of Project Management , 8 (3), 159–162
Liesio, J; Mild, P; & Salo, A. (2008). Robust portfolio modeling with incomplete cost information. European Journal of Operational Research , 190, 679–695.
Martino, J. P. (1995). Research and Development Project Selection (1st ed.). N.Y: Jhon & Wiley Inc.
Pemsel, S., Wiewiora, A., & Müller, R. (2014). A conceptualization of knowledge governance in project-based organizations. International Journal of Project Management , 32 (4), 1411–1422.
Rabbani, M., Tavakoli Moghadam, R., Jolaei, F., & Ghorbani, H. R. (2012). A Comperehnsive Model for R and D Project Portfolio Selection With Zero-One Linear Goal Programming. IJPMA , 325-333.
Rad, P. F., & Levin, G. (2006). Project Portfolio Management: Tools and Techniques (1st ed.). N.Y: Judith W. Umlas, 47-49
Souder, W. E., & Mandakovic, T. (1986). R&D project selection models. Research Management , 29 (4), 36-42.
Tavana, M; Khalili dameghani, K; & Abtahi, A. (2013). A fuzzy multidimensional multiple-choice knapsack model for project portfolio selection using an evolutionary algorithm. Annals of Operations Research , 206, 449-483
مدرس، دانشکده مدیریت، استاد راهنما: دکتر عادل آذر
Archer, N. P., & Ghasemzadeh, F. (1999). An integrated framework for project portfolio selection. International Journal of Project Management , 17 (4), 207-216
Bhattacharyya, R., Kumarb, P., & Kar, S. (2011). Fuzzy R&D portfolio selection of interdependent projects. Computers and Mathematics with Applications , 62, 3857–3870
Ben-Tal, A; Golany, B; & Shtern, S. (2009). Robust multi-echelon multi-period inventory control. European Journal of Operational Research , 199, 922-935.
Ben-Tal, A; & Nemirovski, A. (2000). Robust solutions of Linear Programming problemscontaminated with uncertain data. Math Program , 88, 411-424.
Bertsimas, D; & Thiele, A. (2006). A Robust Optimization Approach to Inventory theory. Operations Research , 54 (1), 150-168.
Bertsimas, D; & Sim, M. (2004). The Price of Robustness. Operations Research , 52 (1), 35-53.
Deb, K., Pratap, A., Agrawal, S., & Meyarivan, T. (2002). Fast and elitist multiobjective genetic algorithm: NSGA-II. IEEE Transaction on Evolutionary Computation 6(2), 182-197.
Ghasemzadeh, F., & Archer, N. P. (2000). Project portfolio selection through decision support. Decision Support Systems , 29, 73-88.
Ghasemzadeh, F., Archer, N., & Iyogun, P. (1999). A Zero-One Model for Project Portfolio Selection and Scheduling. The Journal of the Operational Research Society , 50 (7), 745-755.
Ghorbani, S., & Rabbani, M. (2009). A new multi-objective algorithm for a project selection problem. Advances in Engineering Software , 40, 9-14.
Gupta, S K; & Mandovic, T. (1992). Contemporary approach to R&D
مدل سازی ریاضی استوار انتخاب سبد پروژه و حل آن با کمک الگوریتم ... 56
project selection. Management R&D Engineering, 67-87
Gruver, G. W. (1991). Optimal R&D policy for a patent race with uncertain duration. Mathematical Social Sciences , 22 (1), 69-85.
Hassanzadeh, F., Nemati, H., & Sun, M. (2014). Robust optimization for interactive multiobjective programming with imprecise information applied to R&D project portfolio selection. European Journal of Operational Research , Article in press, XX-XX.
Heidenberger, K; & Stummer, C. (1999). Research and development project selection and resource allocation- a review of quantitative modelling approaches. International Journal of Management Review , 1, 197-224.
Hu, G., Wang, L., Fetch, S., & Bidanda, B. (2008). A multi-objective model for project portfolio selection to implement lean and Six Sigma concepts. International Journal of Production Research , 46 (23), 6611-6625
Yu, L; Wang, S; Wen, F; Lai, K. (2012). Genetic algorithm-based multi-criteria project portfolio selection. Annual Operation Research, 197, 71-86
Iamratanakul, S., Patanakul, P., & Milosevic, D. (2008). Project portfolio selection: From past to present. Proceedings of the 4th IEEE International Conference on Management of Innovation and Technology (pp. 287-292). N.Y: ICMIT.
Khalil-Damghani, K., & Tavana, M. (2014). A Comprehensive Framework for Sustainable Project Portfolio Selection Based on Structural Equation Modeling. Project Management Journal , 45 (2), 82-97.
Khalili-Damghani, K., Tavana, M., & Sadi-Nezhad, S. (2012). An integrated multi-objective framework for solving multi-period project selection problems. Applied Mathematics and Computation , 219, 3122–3138.
Khalili-Damghania, Kaveh, Nojavana, M., & Tavanab, M. (2013). Solving fuzzy Multidimensional Multiple-Choice Knapsack Problems: The multi-start Partial Bound Enumeration method versus the efficient
epsilon-constraint method. Applied Soft Computing 13 (2013) 1627–1638 , 13, 1627–1638.
Lang, M. J. (1990). Project management in the oil industry. International Journal of Project Management , 8 (3), 159–162
Liesio, J; Mild, P; & Salo, A. (2008). Robust portfolio modeling with incomplete cost information. European Journal of Operational Research , 190, 679–695.
Martino, J. P. (1995). Research and Development Project Selection (1st ed.). N.Y: Jhon & Wiley Inc.
Pemsel, S., Wiewiora, A., & Müller, R. (2014). A conceptualization of knowledge governance in project-based organizations. International Journal of Project Management , 32 (4), 1411–1422.
Rabbani, M., Tavakoli Moghadam, R., Jolaei, F., & Ghorbani, H. R. (2012). A Comperehnsive Model for R and D Project Portfolio Selection With Zero-One Linear Goal Programming. IJPMA , 325-333.
Rad, P. F., & Levin, G. (2006). Project Portfolio Management: Tools and Techniques (1st ed.). N.Y: Judith W. Umlas, 47-49
Souder, W. E., & Mandakovic, T. (1986). R&D project selection models. Research Management , 29 (4), 36-42.
Tavana, M; Khalili dameghani, K; & Abtahi, A. (2013). A fuzzy multidimensional multiple-choice knapsack model for project portfolio selection using an evolutionary algorithm. Annals of Operations Research , 206, 449-483
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