CIPDSS-PST: CIPDSS Portfolio Selection Tool Documentation and User's Guide.

VanKuiken, J. C. ; Jusko, M. J. ; Samsa, M. E.

Technical Information Center Oak Ridge Tennessee

关键词: Data base management;    Documentation;    C codes;    Optimization;    Data processing;   

RP-ID  :  DE2008934429

学科分类：工程和技术（综合）

美国|英语

来源: National Technical Reports Library

【 摘 要 】

The Critical Infrastructure Protection Decision Support System--Portfolio Support Tool (CIPDSS-PST) provides a versatile and powerful tool for selecting, optimizing, and analyzing portfolios. The software introduces a compact interface that facilitates problem definition, constraint specification, and portfolio analysis. The tool also provides a simple screen design for comparing user-preferred choices with optimized selections. CIPDSS-PST 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. The CIPDSS-PST software can be readily applied to other nonportfolio, resource-constrained optimization problems.