جلد 24، شماره 3 - ( 6-1392 )                   جلد 24 شماره 3 صفحات 187-177 | برگشت به فهرست نسخه ها

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Peyghami M R, Aghaie A, Mokhtari H. A New Mathematical Approach based on Conic Quadratic Programming for the Stochastic Time-Cost Tradeoff Problem in Project Management. IJIEPR 2013; 24 (3) :177-187
URL: http://ijiepr.iust.ac.ir/article-1-401-fa.html
A New Mathematical Approach based on Conic Quadratic Programming for the Stochastic Time-Cost Tradeoff Problem in Project Management. نشریه بین المللی مهندسی صنایع و تحقیقات تولید. 1392; 24 (3) :177-187

URL: http://ijiepr.iust.ac.ir/article-1-401-fa.html


چکیده:   (50083 مشاهده)
In this paper, we consider a stochastic Time-Cost Tradeoff Problem (TCTP) in PERT networks for project management, in which all activities are subjected to a linear cost function and assumed to be exponentially distributed. The aim of this problem is to maximize the project completion probability with a pre-known deadline to a predefined probability such that the required additional cost is minimized. A single path TCTP is constructed as an optimization problem with decision variables of activity mean durations. We then reformulate the single path TCTP as a cone quadratic program in order to apply polynomial time interior point methods to solve the reformulation. Finally, we develop an iterative algorithm based on Monte Carlo simulation technique and conic optimization to solve general TCTP. The proposed approach has been tested on some randomly generated test problems. The results illustrate the good performance of our new approach.
     
نوع مطالعه: پژوهشي | موضوع مقاله: کنترل پروژه
دریافت: 1390/11/29 | پذیرش: 1392/7/6 | انتشار: 1392/7/6

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