A variable neighborhood search simheuristic for project portfolio selection under uncertainty.
Javier PanaderoJana DoeringRenatas KizysAngel A. JuanAngels FitoPublished in: J. Heuristics (2020)
Keyphrases
- portfolio selection
- variable neighborhood search
- robust optimization
- portfolio management
- optimal portfolio
- tabu search
- portfolio optimization
- traveling salesman problem
- metaheuristic
- heuristic methods
- minimum spanning tree
- routing problem
- vehicle routing problem
- mathematical programming
- search procedure
- project management
- financial markets
- benchmark instances
- software projects
- path relinking