naa a22 4500 510809731 CHVBK 20180411083437.0 cr unu---uuuuu 180411e20131101xx s 000 0 eng 10.1134/S1064230713060087 doi (NATIONALLICENCE)springer-10.1134/S1064230713060087 Large scale portfolio selection with synergies [Elektronische Daten] [I. Litvinchev, N. Arratia, F. López] The paper presents a multi-objective mixed integer linear programming model for portfolio selection of research and development (R and D) projects with synergies. Partial assignment of funds is allowed to different tasks of the project, while synergies are considered at the task and the project level. A synergy is active if a number of its elements sufficiently supported is within certain bounds. The risk associated with insufficient support is introduced. Numerical results are presented to demonstrate the efficiency of the proposed approach for large scale instances. Pleiades Publishing, Ltd., 2013 Litvinchev I. Computing Center Russian Academy of Sciences, Vavilov 40, 119991, Moscow, Russia aut Arratia N. Faculty of Mechanical and Electrical Engineering, UANL, Pedro de Alba S/N, 66450, San Nicolas de los Garza, NL, Mexico aut López F. Faculty of Mechanical and Electrical Engineering, UANL, Pedro de Alba S/N, 66450, San Nicolas de los Garza, NL, Mexico aut Journal of Computer and Systems Sciences International Springer US; http://www.springer-ny.com 52/6(2013-11-01), 980-985 1064-2307 52:6<980 2013 52 11488 https://doi.org/10.1134/S1064230713060087 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1134/S1064230713060087 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Litvinchev I. Computing Center Russian Academy of Sciences, Vavilov 40, 119991, Moscow, Russia aut NATIONALLICENCE 700 1- Arratia N. Faculty of Mechanical and Electrical Engineering, UANL, Pedro de Alba S/N, 66450, San Nicolas de los Garza, NL, Mexico aut NATIONALLICENCE 700 1- López F. Faculty of Mechanical and Electrical Engineering, UANL, Pedro de Alba S/N, 66450, San Nicolas de los Garza, NL, Mexico aut NATIONALLICENCE 773 0- Journal of Computer and Systems Sciences International Springer US; http://www.springer-ny.com 52/6(2013-11-01), 980-985 1064-2307 52:6<980 2013 52 11488 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer