Actions for OPTUM [electronic resource] : Optimum Portfolio Tool for Utility Maximization documentation and user's guide

Email RIS file
Bookmark
Report an Issue

OPTUM [electronic resource] : Optimum Portfolio Tool for Utility Maximization documentation and user's guide

Published
Washington, D.C. : United States. Dept. of Homeland Security, 2008.
Oak Ridge, Tenn. : Distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy.
Additional Creators
Argonne National Laboratory, United States. Department of Homeland Security, and United States. Department of Energy. Office of Scientific and Technical Information
Access Online

Availability

I Want It
I Want It

Finding items...

Restrictions on Access
Free-to-read Unrestricted online access
Summary
The Optimum Portfolio Tool for Utility Maximization (OPTUM) is a versatile and powerful tool for selecting, optimizing, and analyzing portfolios. The software introduces a compact interface that facilitates problem definition, complex constraint specification, and portfolio analysis. The tool allows simple comparisons between user-preferred choices and optimized selections. OPTUM uses a portable, efficient, mixed-integer optimization engine (lp-solve) to derive the optimal mix of projects that satisfies the constraints and maximizes the total portfolio utility. OPTUM provides advanced features, such as convenient menus for specifying conditional constraints and specialized graphical displays of the optimal frontier and alternative solutions to assist in sensitivity visualization. OPTUM can be readily applied to other nonportfolio, resource-constrained optimization problems.
Report Numbers
E 1.99:anl/dis-08/5
anl/dis-08/5
Subject(s)
Other Subject(s)
Note
Published through SciTech Connect.
09/30/2008.
"anl/dis-08/5"
Samsa, M. E.; Jusko, M. J.; VanKuiken, J. C.; Decision and Information Sciences.
Funding Information
DE-AC02-06CH11357
View MARC record | catkey: 14344122