AgentSkillsCN

portfolio-optimization

在约束条件下，运用数学优化方法，科学优选项目组合，实现资源的最优化配置。

SKILL.md
--- frontmatter
name: portfolio-optimization
description: Optimize project portfolio selection under constraints using mathematical optimization
allowed-tools:
  - Read
  - Write
  - Glob
  - Grep
  - Bash
metadata:
  specialization: project-management
  domain: business
  category: Portfolio Management
  id: SK-013

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

  1. •Annual Planning: Optimize project selection for budget
  2. •Portfolio Review: Rebalance in-flight portfolio
  3. •Strategic Alignment: Maximize strategic value
  4. •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