diegosouzapw Portfolio Optimization
Overview
The Portfolio Optimization skill applies mathematical optimization techniques to project portfolio selection and balancing. It maximizes portfolio value while respecting budget, resource, and strategic constraints, enabling data-driven investment decisions.
Capabilities
Optimization Methods
- Apply constraint-based optimization (budget, resources)
- Calculate efficient frontier for risk-return tradeoff
- Support integer programming for project selection
- Model dependency constraints between projects
- Handle mutually exclusive project alternatives
Multi-Criteria Analysis
- Support multi-criteria project scoring
- Apply weighted scoring models
- Perform pairwise comparison (AHP)
- Normalize heterogeneous criteria
- Calculate composite portfolio scores
Scenario Analysis
- Perform scenario analysis on portfolio
- Calculate portfolio-level NPV and risk
- Identify project interdependencies
- Generate what-if analysis for portfolio changes
- Model constraint relaxation impacts
Portfolio Balancing
- Support dynamic portfolio rebalancing
- Optimize resource allocation across projects
- Balance strategic alignment dimensions
- Model risk diversification
- Track portfolio composition metrics
Usage
Input Requirements
- Project candidates with attributes
- Scoring criteria and weights
- Constraint definitions (budget, resources)
- Strategic alignment factors
- Project dependencies and exclusions
Output Deliverables
- Optimized portfolio selection
- Efficient frontier visualization
- Constraint analysis report
- Scenario comparison results
- Portfolio balance scorecard
Example Use Cases
- Annual Planning: Optimize project selection for budget
- Portfolio Review: Rebalance in-flight portfolio
- Strategic Alignment: Maximize strategic value
- Resource Planning: Optimize under resource constraints
Process Integration
This skill integrates with the following processes:
- portfolio-prioritization.js
- Resource Planning and Allocation
- benefits-realization.js
- Business Case Development
Dependencies
- Optimization algorithms (linear, integer programming)
- Constraint solvers
- Financial models
- Visualization libraries
Related Skills
- SK-009: NPV/IRR Calculator
- SK-011: Benefits Tracking Dashboard
- SK-019: Dependency Mapper