| Article ID: | iaor20163598 |
| Volume: | 77 |
| Issue: | 10 |
| Start Page Number: | 1849 |
| End Page Number: | 1854 |
| Publication Date: | Oct 2016 |
| Journal: | Automation and Remote Control |
| Authors: | Rudenko Z |
| Keywords: | programming: nonlinear, optimization, project management |
The optimal portfolio problem of effect‐interdependent investment projects is considered. An algorithm yielding the optimal solution based on the method of network programming is suggested. The performance of this algorithm is illustrated using an example.