Author_Institution :
Sch. of Math. & Comput. Sci., Yunnan Nat. Univ., Kunming, China
Abstract :
We consider an investment problem where n possible entries are to be selected by a single investment company.There is a capital resource limition C for the company.For every possibly selected entry i ∈ {1, 2, ··· , n},there is a required operation capital Oi, a market life Li,a required operation finished time Ti and a currently potential profit Pi which could be only obtained by the company Pi {(1 - Sj/Lj),Sj is the start time of operation entry i, because human resource is limited for the company, the next entry could be operated only when the privous entry has finished its operation. The objective is to find an ordered entry subset of {1, 2, ···,n} S = {i1,i2, ··· ,ik} which satisfied Σj∈s Oj ≤ C and Σj∈s Pj (1 -Sj/Lj) is maximized. We define this problem as the subdivided investment sequencing problem with market lives, analyze its NP-hardness, and give an efficient heuristic algorithm for it.
Keywords :
computational complexity; investment; profitability; scheduling; set theory; NP-hardness; capital resource limitation; heuristic algorithm; human resource; investment company; investment problem; market life; operation capital; ordered entry subset; profit; subdivided investment scheduling; subdivided investment sequencing problem; Algorithm design and analysis; Companies; Computers; Heuristic algorithms; Humans; Investments; Processor scheduling;
