TY - JOUR AU - Cruz-Reyes, Laura AU - Pérez-Villafuerte, Mercedes AU - Rangel, Nelson AU - Gómez, Claudia G. AU - Sanchez-Solis, Patricia AU - Quiroz-Castellanos, Marcela PY - 2018/01/09 Y2 - 2024/03/29 TI - Performance Analysis of Strategies that aid in the Incorporation of Preferences in Public Portfolio Optimization Processes JF - International Journal of Combinatorial Optimization Problems and Informatics JA - Int. Journal of COP and Infor. VL - 8 IS - 2 SE - Articles DO - UR - https://ijcopi.org/ojs/article/view/11 SP - 25-31 AB - <p>The project portfolio selection is one of the most important strategic problems, both in private and in public sector. This can become an incredibly complex task due to several factors. <em>Decision maker</em> (DM) preferences are an essential element for decision-making, vary between decision-makers, and evolve over time. &nbsp;A strategy is required to assist the decision maker in the identification of the best compromise, an optimal or near-optimal solution that satisfies their preferences. This paper addresses the interactive incorporation of preferences to deal with preferences that evolve over time, specifically, involving the participation of the DM during the process of portfolio optimization and analysis. To model DM preferences, the methodology <em>Preference Disaggregation Analysis</em> (PDA) is incorporated in a hybrid algorithm that gives a solution to the public portfolio selection problem. This paper presents a study of the efficiency of the PDA incorporation in an interactive search process. The experimental results showed the potential of the proposed method.</p> ER -