مدل چندهدفه یکپارچه برای انتخاب سبد پروژه‌ها و برنامه‌ریزی اقدامات پاسخ به ریسک

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استادیار، دانشگاه قم.

2 کارشناسی ارشد، دانشگاه قم.

چکیده

     انتخاب سبد پروژه‌ای که از نظر ریسک متوازن باشد و انتخاب اقداماتی برای کاهش ریسک پروژه‌ها، مسائلی هستند که به ­طور جداگانه مورد­توجه پژوهشگران بوده‌اند. در این پژوهش، یک مدل ریاضی یکپارچه برای دو مسئله بالا ارائه شده است. وضعیتی مورد­توجه است که در مرحله انتخاب سبد پروژه، برخی از پروژه‌های پیشنهادی با ریسک ­هایی مواجه هستند و می‌توان اقداماتی را برای کاهش این ریسک‌ها برنامه‌ریزی کرد. با توجه به اینکه انجام این پاسخ‌ها مستلزم صرف منابع است و اجرای آن‌ها ریسک سبد پروژه را تغییر می‌دهد، ضروری است انتخاب پاسخ‌ها و تأثیر آن‌ها بر ریسک سبد پروژه در همان مرحله انتخاب پروژه مد­نظر قرار گیرد. یک مدل ریاضی دو­هدفه پیشنهاد شده است که هدف اول آن حداکثرسازی سود ناشی از پروژه‌های منتخب و هدف دوم آن کمینه ­کردن ریسک سبد پروژه است. شاخص اندازه‌گیری ریسک سبد، واریانس سود آن است. با یک مثال عددی، نحوه کاربرد مدل و تفاوت رویکردهای یکپارچه و غیریکپارچه، نشان داده شده و برای حل مدل، از الگوریتم ژنتیک مرتب‌سازی نامغلوب (NSGA-II) استفاده شده است.
 

کلیدواژه‌ها


عنوان مقاله [English]

An Integrated Multi-Objective Model for Project Portfolio Selection and Risk Response Actions Planning

نویسندگان [English]

  • Ghasem Mokhtari 1
  • Younes Hasanzadeh 2
1 Assistant Professor, University of Qom.
2 MSc., University of Qom.
چکیده [English]

     Project portfolio selection and risk response selection are two issues that have been considered disjointedly by the researchers. In this study, an integrated mathematical model is presented for the above-mentioned problems. A situation is noticed in which, in the stage of selecting the project portfolio, some of the proposed projects are facing risks, and some actions can be planned to mitigate these risks. With regard to the fact that implementing these responses requires resources and changes the risk of the portfolio, it is essential to consider the selection of responses at the stage of portfolio selection. A bi-objective mathematical model is proposed, whose first objective is to maximize the profit earned from selected projects, and its second objective is to minimize portfolio risk. Profit variance is considered as a measure of portfolio risk. A numerical example, illustrates the model application and the difference between the integrated and non-integrative approaches. Non-dominated Sorting Genetic Algorithm (NSGA-II) is applied to solve the model.

کلیدواژه‌ها [English]

  • Project Portfolio Selection
  • Risk Response Strategy
  • Multi-Objective Programming
  • Non-Dominated Sorting Genetic Algorithm (NSGA-II)
  • Project Portfolio Management
  1. Ben-David, I., & Raz, T. (2001). An integrated approach for risk response development in project planning. Journal of the Operational Research Society52(1), 14-25.
  2. Bhattacharyya, R., Kumar, P., & Kar, S. (2011). Fuzzy R&D portfolio selection of interdependent projects. Computers & Mathematics with Applications62(10), 3857-3870.
  3. Carazo, A. F., Gómez, T., Molina, J., Hernández-Díaz, A. G., Guerrero, F. M., & Caballero, R. (2010). Solving a comprehensive model for multi-objective project portfolio selection. Computers & operations research, 37(4), 630-639.
  4. Deb, K., Pratap, A., Agarwal, S., & Meyarivan, T. A. M. T. (2002). A fast and elitist multi-objective genetic algorithm: NSGA-II. IEEE transactions on evolutionary computation, 6(2), 182-197.
  5. Fan, M., Lin, N. P., & Sheu, C. (2008). Choosing a project risk-handling strategy: An analytical model. International Journal of Production Economics, 112(2), 700-713.
  6. Fang, C., Marle, F., Xie, M., & Zio, E. (2013). An integrated framework for risk response planning under resource constraints in large engineering projects. IEEE Transactions on Engineering Management, 60(3), 627-639.
  7. Ghorbani, S., & Rabbani, M. (2009). A new multi-objective algorithm for a project selection problem. Advances in Engineering Software40(1), 9-14.
  8. Heidenberger, K., & Stummer, C. (1999). Research and development project selection and resource allocation: a review of quantitative modelling approaches. International Journal of Management Reviews, 1(2), 197-224.
  9. Kalashnikov, V., Benita, F., López-Ramos, F., & Hernández-Luna, A. (2017). Bi-objective project portfolio selection in Lean Six Sigma. International Journal of Production Economics, 186, 81-88.
  10. Khalili-Damghani, K., Tavana, M., & Sadi-Nezhad, S. (2012). An integrated multi-objective framework for solving multi-period project selection problems. Applied Mathematics and Computation219(6), 3122-3138.
  11. Manavizadeh, N., Malek, S., Vosoughi-Kia, R., & Farrokhi-Asl, H. (2017). An efficient risk based multi objective project selection approach considering environmental issues. Uncertain Supply Chain Management, 5(2), 143-158.
  12. Markowitz, H. (1952). Portfolio selection. The journal of finance7(1), 77-91.
  13. Nik, E. R., Zegordi, S. H., & Nazari, A. (2011, December). A multi-objective optimization and fuzzy prioritization approach for project risk responses selection. In Industrial Engineering and Engineering Management (IEEM), 2011 IEEE International Conference on (pp. 888-892). IEEE.
  14. Nooraei Baydokht R., Hamedi M., Asgharizadeh E. (2018). A Model for R&D Project Portfolio Selection and Development in LCSI Enterprises. Industrial Management Perspective, 31(8), 9-36 (In Persian).
  15. PMI, A Guide to the Project Management Body of Knowledge (PMBOK guide). 2017. Project Management Institute, Maryland, USA.
  16. Rabbani, M., Bajestani, M. A., & Khoshkhou, G. B. (2010). A multi-objective particle swarm optimization for project selection problem. Expert Systems with Applications, 37(1), 315-321.
  17. Rabieh M., Fadaei A. (2014). Fuzzy Robust Mathematical Model for Project Portfolio Selection and its Solving through Multi Objective Differential Evolutionary Algorithm. Industrial Management Perspective, 19(5), 65-90 (In Persian).
  18. Salami Z., Naderi B., Tavvakoli Moghadam R. (2012). R&D Portfolio Selection Using Goal Programming in Automotive Industry. Industrial Management Perspective, 9(3), 147-167 (In Persian).
  19. Salmasnia, A., & Yazdekhasti, A. (2017). A bi-objective model to optimize periodic preventive maintenance strategy during warranty period by considering customer satisfaction. International Journal of System Assurance Engineering and Management, 8(4), 770-781.
  20. Seyedhoseini, S. M., Noori, S. & Hatefi, M. A. 2009. An Integrated Methodology for Assessment and Selection of the Project Risk Response Actions. Risk Analysis, 29,752-763. 
  21. Soofifard, R., Bafruei, M. K., & Gharib, M. (2018). A Mathematical Model for Selecting the Project Risk Responses in Construction Projects. Int. J. Optim. Civil Eng, 8(4), 601-624.
  22. Summerville, N., Uzsoy, R., & Gaytán, J. (2015). A random keys genetic algorithm for a bicriterion project selection and scheduling problem. International Journal of Planning and Scheduling, 2(2), 110-133
  23. Tofighian, A. A., & Naderi, B. (2015). Modeling and solving the project selection and scheduling. Computers & Industrial Engineering, 83, 30-38.
  24. Zhang, Y. (2016). Selecting risk response strategies considering project risk interdependence. International Journal of Project Management, 34(5), 819-830.
  25. Zhang, Y., & Fan, Z. P. (2014). An optimization method for selecting project risk response strategies. International Journal of Project Management, 32(3), 412-422.
  26. Zhang, Y., & Guan, X. (2018). Selecting Project Risk Preventive and Protective Strategies Based on Bow-Tie Analysis. Journal of Management in Engineering, 34(3), 04018009.