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Mirkhorsandi langaroudi, Seyed Mahdi, Khosravi, Hossein, Davoodi, Alireza, Movahedifar, Seyed Mojtaba. (1404). Variance minimization in resource leveling for self-financing project portfolios: a convex MIQCP approach. فیزیولوژی و بیوتکنولوژی آبزیان, (), -. doi: 10.22124/jmm.2026.31598.2845
Seyed Mahdi Mirkhorsandi langaroudi; Hossein Khosravi; Alireza Davoodi; Seyed Mojtaba Movahedifar. "Variance minimization in resource leveling for self-financing project portfolios: a convex MIQCP approach". فیزیولوژی و بیوتکنولوژی آبزیان, , , 1404, -. doi: 10.22124/jmm.2026.31598.2845
Mirkhorsandi langaroudi, Seyed Mahdi, Khosravi, Hossein, Davoodi, Alireza, Movahedifar, Seyed Mojtaba. (1404). 'Variance minimization in resource leveling for self-financing project portfolios: a convex MIQCP approach', فیزیولوژی و بیوتکنولوژی آبزیان, (), pp. -. doi: 10.22124/jmm.2026.31598.2845
Mirkhorsandi langaroudi, Seyed Mahdi, Khosravi, Hossein, Davoodi, Alireza, Movahedifar, Seyed Mojtaba. Variance minimization in resource leveling for self-financing project portfolios: a convex MIQCP approach. فیزیولوژی و بیوتکنولوژی آبزیان, 1404; (): -. doi: 10.22124/jmm.2026.31598.2845

Variance minimization in resource leveling for self-financing project portfolios: a convex MIQCP approach

Journal of Mathematical Modeling
مقالات آماده انتشار، اصلاح شده برای چاپ، انتشار آنلاین از تاریخ 21 اسفند 1404    اصل مقاله (401.09 K)
نوع مقاله: Research Article
شناسه دیجیتال (DOI): 10.22124/jmm.2026.31598.2845
نویسندگان
Seyed Mahdi Mirkhorsandi langaroudi1؛ Hossein Khosravi2؛ Alireza Davoodi* 3؛ Seyed Mojtaba Movahedifar4
1Department of Civil Engineering, Ne.C., Islamic Azad University, Neyshabur, Iran.
2Department of Civil Engineering, Hakim Sabzevari University, Sabzevar, Iran
3Department of Mathematics, Ne.C., Islamic Azad University, Neyshabur, Iran
4Department of Civil Engineering, Ne.C., Islamic Azad University, Neyshabur, Iran
چکیده
This study addresses the critical trade-off between financial returns and operational stability
in capital-intensive project portfolios. We propose a novel convex Mixed-Integer Quadratically
Constrained Programming (MIQCP) framework that unifies Net Present Value (NPV) maximization, strict self-financing, and direct resource variance minimization. Unlike existing non-convex or
heuristic models, our approach endogenizes flexible phasing strategies and introduces a dual-buffer
mechanism to protect both liquidity and resource capacity. By exploiting the positive semi-definite
properties of the quadratic constraints, we ensure global optimality for portfolios with 50+ activities. Computational results reveal a significant ”constrainedness” effect, where tighter financial and
precedence constraints accelerate convergence by pruning the search tree. Findings demonstrate that a negligible NPV sacrifice (< 2%) yields disproportionate gains in resource stability (> 8%), providing a high-fidelity decision-support tool for managing internal capital markets under high volatility.
کلیدواژه‌ها
Project portfolio management؛ resource leveling؛ self-financing portfolios؛ convex MIQCP؛ internal capital reinvestment؛ project phasing
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تعداد مشاهده مقاله: 12
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