Abstract: We are working on an approach that can be used to implement large-scale projects. First, the general formulation of the resource constrained 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: Servakh V.V. , Malakh S.А.
Thе Problem of Planning Investment Projects with Lending
XXIII International Conference Mathematical Optimization Theory and Operations Research 30 Jun - 6 Jul 2024