# US 2014/0156334 A1 · Setting constraints in project portfolio optimization > Agents: this data is available as JSON from the patentgrep API and MCP server — see https://patentgrep.com/llms.txt - Number: US 2014/0156334 A1 - Document ID: US20140156334A1 - Status: Published application - Kind: A1 - Application number: 13/693,856 - Filed: 2012-12-04 - Published: 2014-06-05 - Earliest claimed: 2012-12-04 - Assignees: International Business Machines Corporation - Applicants: International Business Machines Corp - Inventors: FAN JING MENG; PERI LYNN TARR; XIN ZHOU - Web page: https://patentgrep.com/patent/US20140156334A1 ## CPC - G06Q 10/06313: {Resource planning in a project environment} - G06Q: INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR ## Abstract A method for optimizing a project portfolio includes receiving initial objectives and constraints from a user. A portfolio optimization model is constructed based on the received initial objectives and constraints. The constructed portfolio optimization model is solved using an optimization engine executing on a computer system. A constraint optimization model is constructed based on the solved portfolio optimization model. The constraint optimization model is solved using the optimization engine. The portfolio optimization model is modified based on the solution to the constraint optimization model. The modified portfolio optimization model is solved. The solution to the modified portfolio optimization model is provided to the user. ## Claims ### Claim 1 A method for optimizing a project portfolio, comprising: receiving initial objectives and constraints from a user; constructing a portfolio optimization model based on the received initial objectives and constraints; solving the constructed portfolio optimization model using an optimization engine executing on a computer system; constructing a constraint optimization model based on the solved portfolio optimization model; solving the constraint optimization model using the optimization engine; modifying the portfolio optimization model based on the solution to the constraint optimization model; solving the modified portfolio optimization model; and providing the solution to the modified portfolio optimization model to the user. ### Claim 2 (depends on 1) The method of claim 1, wherein the constraint optimization model is constructed based on an adjustment, provided by the user, to an expected objective value or at least a part of the constraints. ### Claim 3 (depends on 1) The method of claim 1, wherein solving the constructed portfolio optimization model results in the determination of an optimal portfolio optimization solution. ### Claim 4 (depends on 3) The method of claim 3, additionally comprising: calculating one or more values for the optimal portfolio optimization solution after solving the constructed portfolio optimization model using an optimization engine executing on a computer system; providing the calculated values for the optimal portfolio optimization solution to the user; and providing the user an opportunity to modify the objectives or constraints based on the provided values for the solved portfolio optimization model. ### Claim 5 (depends on 4) The method of claim 4, a set of preferred objective values is received from the user in response to providing the user the opportunity to modify the objectives. ### Claim 6 (depends on 4) The method of claim 4, wherein tightened or released existing constraints are received from the user in response to providing the user the opportunity to modify the constraints. ### Claim 7 (depends on 1) The method of claim 1, additionally comprising: automatically identifying one or more sensitive constraints of the initial constraints received from the user based on the solution to the constructed portfolio optimization model; providing the one or more identified sensitive constraints to the user; and providing the user an opportunity to modify the constraints based on the provided one or more identified sensitive constraints. ### Claim 8 (depends on 1) The method of claim 1, wherein prior to modifying the portfolio optimization model based on the solution to the constraint optimization model, the user is provided with an opportunity to modify the objectives or constraints, and the portfolio optimization model is modified based on the modified constraints in addition to the solution to the constraint optimization model. ### Claim 9 (depends on 1) The method of claim 1, wherein constructing the constraint optimization model based on the solved portfolio optimization model, comprises: providing the user with the solution to the portfolio optimization model; providing the user with an opportunity to set alternative expected objective value or tighten/release existing constraints based on the provided solution to the portfolio optimization model; creating constraints for the constraint optimization model corresponding to expected portfolio objective value and unchanged constraints of the portfolio optimization model, as modified by the user; and creating objectives for the constraint optimization model corresponding to maximize tighten/minimize releasing of the constraints in portfolio optimization model, as modified by the user. ### Claim 10 A method for optimizing a project portfolio, comprising: receiving a portfolio optimization model based on objectives and constraints; constructing a constraint optimization model based on the portfolio optimization model; solving the constraint optimization model using an optimization engine executing on a computer system; modifying the portfolio optimization model based on the solution to the constraint optimization model and manual input provided by a user; solving the modified portfolio optimization model; and providing the solution to the modified portfolio optimization model to the user. ### Claim 12 (depends on 11) The method of claim 11, wherein the constraint optimization model is constructed based on user input and the received portfolio optimization model. ### Claim 13 (depends on 11) The method of claim 11, wherein the received portfolio optimization model is solved prior to the construction of the constraint optimization model and results of the solved received portfolio optimization model result in the determination of an optimal portfolio optimization solution. ### Claim 14 (depends on 13) The method of claim 13, wherein the constraint optimization model is constructed based on user input and the optimal portfolio optimization solution. ### Claim 15 (depends on 13) The method of claim 13, additionally comprising: calculating one or more values for the optimal portfolio optimization solution after solving the constructed portfolio optimization model using an optimization engine executing on a computer system; providing the calculated values for the optimal portfolio optimization solution to the user; and providing the user an opportunity to modify the objectives or constraints based on the provided values for the solved portfolio optimization model. ### Claim 16 (depends on 15) The method of claim 15, a set of preferred objective values is received from the user in response to providing the user the opportunity to modify the objectives. ### Claim 17 (depends on 15) The method of claim 15, wherein tightened or released existing constraints are received from the user in response to providing the user the opportunity to modify the constraints. ### Claim 18 (depends on 11) The method of claim 11, wherein prior to modifying the portfolio optimization model based on the solution to the constraint optimization model, the user is provided with an opportunity to modify the objectives or constraints, and the portfolio optimization model is modified based on the modified constraints in addition to the solution to the constraint optimization model. ### Claim 19 A method for optimizing a project portfolio, comprising: receiving a portfolio optimization model based on objectives and constraints; receiving, from a user, adjustments to an expected objective value of the objective values or at least a part of the constraints; constructing a constraint optimization model based on the portfolio optimization model and the adjustments received by the user; solving the constraint optimization model using an optimization engine executing on a computer system to determine an optimal portfolio optimization solution; modifying the portfolio optimization model based on the optimal portfolio optimization solution; solving the modified portfolio optimization model; and outputting the solution to the modified portfolio optimization model. ### Claim 20 (depends on 19) The method of claim 19, wherein one or more values for the optimal portfolio optimization solution are calculated after solving the constructed portfolio optimization model, the calculated values for the optimal portfolio optimization solution are provided to the user, and the user is provided with an opportunity to modify the objectives or constraints based on the provided values for the solved portfolio optimization model.