Примена теорије мрежног програмирања за формирање портфолиа пројекта
Sažetak
У раду се говори о примени мрежне (дихотомне) методе програмирања за решавање мулти-екстремних проблема и дискретних проблема оптимизације. Уведен је концепт генерализованог дуалног проблема и доказана теорема о његовој конвексности. Метода мрежног програмирања користи се за изградњу портфолиа пројеката на којима се заснива пословање, као и алгоритам за решавање потпуно зависних повезаних пројеката. Такође, овај метод се користи за решавање проблема изградње пословног портфолиа пројеката за који се добија нижа процена трошкова. Извршен је рачунски експеримент за процену предложеног алгоритма, који је показао да је за велике димензије проблема, овај приступ ефикаснији од решавања проблема методама линеарног програмирања.
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