TITLE:
Multi-Knapsack Model of Collaborative Portfolio Configurations in Multi-Strategy Oriented
AUTHORS:
Shujuan Luo, Sijun Bai, Suike Li
KEYWORDS:
Multi Knapsack Model, Multi Strategy, Collaborative Portfolio, Evolutionary Algorithm
JOURNAL NAME:
American Journal of Operations Research,
Vol.5 No.5,
September
9,
2015
ABSTRACT: 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.