Table 2 Optimal project selection
From: Pharmaceutical portfolio optimization under cost uncertainty via chance constrained-type method
Approach | Selected projects | E(Revenue) ($ million) | Probability of over budget | CPU time (seconds) |
|---|---|---|---|---|
Deterministic optimization | 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 13, 14, 15 | 54,456 | 29.5% | 8e−3 |
CC-MBP | 3, 4, 5, 6, 7, 9, 10, 12, 13, 14, 15 | 53,182 | 9.4% | 9.5 |
Q-CC | 3, 4, 6, 7, 9, 10, 13, 15 | 49,906 | 1.3% | 2.13e−2 |