Selecting Large Portfolios of Social Projects in Public Organizations

Igor Litvinchev, Fernando Lopez-Irarragorri, Nancy Maribel Arratia-Martínez and José Antonio Marmolejo

Mathematical Problems in Engineering, 2014, vol. 2014, 1-9

Abstract:

We address the portfolio selection of social projects in public organizations considering interdependencies (synergies) affecting project funds requirements and tasks. A mixed integer linear programming model is proposed incorporating the most relevant aspects of the problem found in the literature. The model supports both complete (all or nothing) and partial (a certain amount from a given interval of funding) resource allocation policies. Numerical results for large-scale problem instances are presented.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:654293

DOI: 10.1155/2014/654293

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