Author(s)

Shujuan Luo, Sijun Bai, Suike Li

School of Management, Northwestern Polytechnical University, Xi’an, China.

Aiming at constructing the multi-knapsack model of collaborative portfolio configurations in multi-strategy oriented, the hybrid evolutionary algorithm was designed based on greedy method, combining with the organization of the multiple strategical guidance and multi-knapsack model. Furthermore, the organizing resource utility and risk management of portfolio were considered. The experiments were conducted on three main technological markets which contain communication, transportation and industry. The results demonstrated that the proposed model and algorithm were feasible and reliable.

Multi Knapsack Model, Multi Strategy, Collaborative Portfolio, Evolutionary Algorithm

Luo, S. , Bai, S. and Li, S. (2015) Multi-Knapsack Model of Collaborative Portfolio Configurations in Multi-Strategy Oriented. American Journal of Operations Research, 5, 401-408. doi: 10.4236/ajor.2015.55033.