The Problem of Planning Investment Projects with Lending Full article
| Conference |
XXIII International Conference Mathematical Optimization Theory and Operations Research 30 Jun - 6 Jul 2024 , Омск |
||
|---|---|---|---|
| Source | Mathematical Optimization Theory and Operations Research : 23rd International Conference, MOTOR 2024, Omsk, Russia, June 30–July 6, 2024, Proceedings Compilation, Springer Cham. Switzerland.2024. 464 c. ISBN 978-3-031-62792-7. |
||
| Journal |
Lecture Notes in Computer Science
ISSN: 0302-9743 , E-ISSN: 1611-3349 |
||
| Output data | Year: 2024, Volume: 14766, Pages: 187-198 Pages count : 12 DOI: 10.1007/978-3-031-62792-7_13 | ||
| Tags | Scheduling, Investment projects, Optimization | ||
| Authors |
|
||
| Affiliations |
|
Funding (1)
| 1 | Омский филиал ФГБУН «Институт математики им. С.Л. Соболева СО РАН». | FWNF-2022-0020 |
Abstract:
We are working on an approach that can be used to implement large-scale projects. First, the general formulation of the resourceconstrained scheduling problem (RCPSP) is described. The next option for solving the problem with the criterion of maximizing net present value (NPV) from the entire project. The only type of resource used is financial, since all other resources are exchanged in monetary terms, and cash flows can be exchanged at any time during the execution of work. Next, we consider the problem of scheduling an investment project with the possibility of attracting borrowed capital, in which the net present value of the entire project will be maximum. The use of investment or borrowed funds makes it possible not to consider resource limitations, but you have to pay for their use. With this approach, any schedule consistent with a partial order becomes valid. The computational complexity of the problem is researched, and a pseudopolynomially solvable case is found.
Cite:
Malakh S.A.
, Servakh V.V.
The Problem of Planning Investment Projects with Lending
In compilation Mathematical Optimization Theory and Operations Research : 23rd International Conference, MOTOR 2024, Omsk, Russia, June 30–July 6, 2024, Proceedings. – Springer Cham., 2024. – C.187-198. – ISBN 978-3-031-62792-7. DOI: 10.1007/978-3-031-62792-7_13 Scopus OpenAlex
The Problem of Planning Investment Projects with Lending
In compilation Mathematical Optimization Theory and Operations Research : 23rd International Conference, MOTOR 2024, Omsk, Russia, June 30–July 6, 2024, Proceedings. – Springer Cham., 2024. – C.187-198. – ISBN 978-3-031-62792-7. DOI: 10.1007/978-3-031-62792-7_13 Scopus OpenAlex
Dates:
| Submitted: | May 31, 2024 |
| Published print: | Jun 18, 2024 |
| Published online: | Jun 18, 2024 |
Identifiers:
| Scopus: | 2-s2.0-85198413014 |
| OpenAlex: | W4399743224 |
Citing:
Пока нет цитирований