Предположим таблица называется project.

SELECT p1.id, p1.project_id, p1.year FROM project as p1 LEFT OUTER JOIN project as p2 ON (p1.project_id = p2.project_id AND p1.year > p2.year) where p2.project_id is NULL;

SELECT p1.id, p1.project_id, p1.year FROM project as p1 JOIN (SELECT p2.project_id, MIN(p2.year) AS min_year FROM project as p2 GROUP BY p2.project_id) as p3 ON (p1.year = p3.min_year);