Aplicación de metaheurísticas multiobjetivo a la solución de problemas de cartera de proyectos públicos con una valoración multidimensional de su impacto

this paper is devoted to the problem of allocating public funds to competing programs, projects or policies. under a subjective approach, we apply multi-criteria analysis to define the concept of highest social portfolio return. this concept is modeled as the best compromise solution of a 0-1 multi-objective optimization problem. often powerful metaheuristics are required for solving real size problems, but with many objectives evolutionary algorithms are also inefficient. such difficulty is overcome using a new method which incorporates decision-maker's preferences to the evolutionary search. we used a model based on a binary fuzzy outranking relation provided by electree methods for multi-criteria decision making. the proposal is examined through real size problems, in which good solutions are reached; examples illustrating the case of basic research project portfolios and social action program portfolios are shown here.