@inproceedings{8979fb6920284b47900ef6520ac7ddc1,
title = "Computing Partitions with Applications to Capital Budgeting Problems",
abstract = "We consider the following capital budgeting problem. A firm is given a set of investment opportunities X = \{x(1), ..., x(n)\} and a number m of portfolios. Every investment x(i), 1 <= i <= n, has a return of r(i) and a price of p(i). Further for every portfolio j there is capacity c(j). The task is to choosem disjoint portfolios X-1', ..., X-m' from X such that for every 1 <= j <= m the prices in X-j' do not exceed the capacity c(j) and the total return of this selection is maximized. From a computational point of view this problem is intractable, even for m = 1 [8]. Since the problem is defined on inputs of various informations, in this paper we consider the fixed-parameter tractability for several parameterized versions of the problem. For a lot of small parameter values we obtain efficient solutions for the partitioning capital budgeting problem. We also consider the connection to pseudo-polynomial algorithms.",
author = "Frank Gurski and Jochen Rethmann and Eda Yilmaz",
year = "2017",
doi = "10.1007/978-3-319-42902-1\_11",
language = "English",
isbn = "978-3-319-42901-4",
series = "Operations Research Proceedings",
publisher = "Springer Nature",
pages = "79--85",
editor = "KF Doerner and I Ljubic and G Pflug and G Tragler",
booktitle = "Operations Research Proceedings 2015",
note = "Operations Research Conference (OR) ; Conference date: 01-09-2015 Through 04-09-2015",
}