portfolio-optimization - Portfolio Optimization for Constrained Project Selection
Optimize project portfolio selection under constraints using mathematical optimization
Tags
Updated: 2026-02-11Capabilities
Typical Inputs
Typical Outputs
What this skill does
- apply constraint-based optimization
- calculate efficient frontier
- support integer programming
- model dependency constraints
- handle mutually exclusive projects
- support multi-criteria scoring
- apply weighted scoring models
- perform scenario analysis
- calculate portfolio-level NPV
- identify project interdependencies
- support dynamic rebalancing
- optimize resource allocation
- balance strategic alignment
- model risk diversification
- track composition metrics
Inputs
- project candidates with attributes
- scoring criteria and weights
- constraint definitions
- strategic alignment factors
- project dependencies
- exclusion constraints
Outputs
- optimized portfolio selection
- efficient frontier visualization
- constraint analysis report
- scenario comparison results
- portfolio balance scorecard
Requirements
- optimization algorithms
- constraint solvers
- financial models
- visualization libraries