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Multi-Knapsack Model of Collaborative Portfolio Configurations in Multi-Strategy Oriented
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作者 Shujuan Luo Sijun Bai suike li 《American Journal of Operations Research》 2015年第5期401-408,共8页
Aiming at constructing the multi-knapsack model of collaborative portfolio configurations in multi-strategy oriented, the hybrid evolutionary algorithm was designed based on greedy method, combining with the organizat... Aiming at constructing the multi-knapsack model of collaborative portfolio configurations in multi-strategy oriented, the hybrid evolutionary algorithm was designed based on greedy method, combining with the organization of the multiple strategical guidance and multi-knapsack model. Furthermore, the organizing resource utility and risk management of portfolio were considered. The experiments were conducted on three main technological markets which contain communication, transportation and industry. The results demonstrated that the proposed model and algorithm were feasible and reliable. 展开更多
关键词 MULTI KNAPSACK Model MULTI STRATEGY COLLABORATIVE PORTFOLIO Evolutionary Algorithm
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