A Quick Knapsack Heuristic Solution for Pharmaceutical R&D Pipeline Management Problems

被引：0
|
作者：
Christian, Brianna [1 ]
Cremaschi, Selen [1 ]
机构：
[1] Univ Tulsa, Dept Chem Engn, Tulsa, OK 74104 USA
来源：
24TH EUROPEAN SYMPOSIUM ON COMPUTER AIDED PROCESS ENGINEERING, PTS A AND B | 2014年 / 33卷
关键词：
Multistage Stochastic Program; Endogenous Uncertainty; R&D Pipeline Management; Knapsack; STOCHASTIC PROGRAMS;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The paper presents a novel knapsack decomposition algorithm for solving multistage stochastic programs (MSSPs) with endogenous uncertainty, specifically focusing on pharmaceutical R&D pipeline management problem. The algorithm decomposes the MSSP into a series of knapsack problems, which are created and solved at key decision points on a rolling horizon fashion. Based on the results of the five case studies, the algorithm generates implementable solutions with several orders of magnitude decrease in the CPU times required to solve the rigorous MSSP.
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页码：1285 / 1290
页数：6
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