A clustering-based review on project portfolio optimization methods.
Miguel SaizMarisa Andrea LostumboAngel A. JuanDavid Lopez-LopezPublished in: Int. Trans. Oper. Res. (2022)
Keyphrases
- optimization methods
- portfolio optimization
- optimization method
- optimization problems
- simulated annealing
- portfolio management
- efficient optimization
- trust region
- unconstrained optimization
- stochastic methods
- quasi newton
- global convergence
- optimization approaches
- evolutionary algorithm
- project management
- support vector
- case study
- current status
- bayesian network models
- gradient method
- particle swarm
- continuous optimization
- investment decisions
- inverse problems
- literature review
- np hard
- objective function
- decision making
- feature selection