The Subdivided Investment Scheduling Problem with Market Lives
Tongquan Zhang, Ying Yin · 2010
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 Tiand a currently potential profit Piwhich could be only obtained by the company Pi{(1 - Sj/Lj),Sjis 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∈sOj≤ C and Σj∈sPj(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.