How It Works — Portfolio f(x) | Capital Portfolio Optimiser

Score projects

Translate diverse project objectives into a single comparable priority score using weighted multi-criteria analysis.

TOPSIS analysis

Assess each project against your value criteria e.g, financial return, safety, ESG, operational continuity. Weight each criterion against your strategic priorities to produce a single, directly comparable score.

TOPSIS (Technique for Order Preference by Similarity to Ideal Solution) normalises scores against ideal and worst-case benchmarks, so a safety-critical replacement and a value-add expansion can be ranked on the same scale.

Example: criteria weights

ROI0.40

Safety0.30

ESG0.20

Continuity0.10

Σ 1.0000 — balanced weighting

Fig 01 — Weight criteria to your strategy. Adjust weights and immediately see their effect on project rankings.

Model the plant

Capture how your assets combine to deliver production value: dependencies, standby, buffers, utility coupling.

Topology modelling

Build a flow model that understands how assets and system flows combine to deliver production revenue: what's critical, what depends on what, where standby exists, how buffers absorb downtime, and how utility failures propagate.

This is what makes PORTFOLIOf(x) production-aware. Without a process model, a portfolio optimiser can't know that taking down Asset A also takes down everything downstream of it.

Asset topology flow graph showing process dependencies

Fig 02 — Asset process flow topology models project interactions for production downtime evaluation and portfolio selection.

Optimise the portfolio

Search hundreds of thousands of project combinations to find the highest-value feasible portfolio. Don't rank, optimise.

Hybrid Heuristic Algorithm

Evaluate hundreds of thousands of combinations of projects to find the highest-value solution within budget, shutdown window, resource and production-loss limits. Traditional ranking sorts projects by score then cuts. PORTFOLIOf(x) searches the full combinatorial space.

The value vs production-loss frontier below shows the best achievable portfolio score at each level of allowed production disruption so you can find the knee of the curve and make an explicit trade-off decision.

Fig 03 — Portfolio value vs. production-loss ceiling: identifies the optimal tradeoff between capital spend and operational impact.

Deep dive: how production loss is modelled →

Explore trade-offs

Interrogate results, test assumptions, and identify robust decisions before you commit.

Scenarios & robustness

Review value vs budget, value vs production loss, and portfolio sensitivity to criteria weight assumptions. Flag marginal projects and identify the ones that hold across different scenarios.

Save runs and compare side by side. Adjust parameters: budget ceiling, shutdown window, resource limits and see immediately how the optimal portfolio shifts.

Pareto frontier: optimal portfolio score at each budget level

Fig 04 — Pareto frontier: optimal portfolio value at each budget level, identifying diminishing returns.

Fig 05 — Compare result metrics across saved runs side by side; export to Excel for stakeholder review.

Decision Assurance

Every selection justified. Every deferral defended.

An objective narrative engine that proves the robustness of your portfolio choices with hard data evidence.

AI Powered Decision Assurance Layer

A detailed report on why each project was selected, deferred, or rejected, the portfolio robustness, and clear recommendations ready for submission, grounded strictly in your run's own numbers.

Example explanation

"Project Deferral Explanation: IOB-PROJ-069 Structural steel remediation was deferred due to two binding constraints: 1. Budget exhaustion: Only $465,000 remains of the $11M budget, but this project requires $540,000. 2. Fitter hours ceiling: The portfolio already uses 3,480 of 3,500 available hours; this project needs 320 more, exceeding capacity by 80 hours. The trade-off: Including this project would require dropping four lower-ranked bearing overhaul and cyclone reline projects (TOPSIS scores 0.202–0.313). Although those four projects total only $725,000 in spend versus the $540,000 needed, their combined portfolio value outweighs the single project's contribution. To enable this project, either increase the fitter hours ceiling (primary constraint) or reallocate budget by explicitly deferring those four lower-value projects."

Selection narrative

Binding constraints and trade-offs in plain language.

Sensitivity read-out

Monte Carlo confidence check, explained in words.

Run comparison

What changed between two scenarios, and why.

Bring your own model

Your provider, your API key, encrypted at rest.

Built on Model Context Protocol (MCP) Live portfolio access

Connect any MCP-compatible agent directly to your portfolio and interact with your project data and dive deep into your portfolio and solver decisions.

In depth

Three problems this solves

Production-loss modelling

Quantifies the revenue impact of taking an asset offline for a capital project, using the topology model described in Step 2, so cost is measured against downtime, not just budget.

Capital project deferral trade-off analysis

Shows what a portfolio gains or gives up by deferring a project a shutdown cycle, weighed against budget, resource and production-loss constraints.

Shutdown and outage window prioritisation

Ranks and selects the project mix that fits a fixed shutdown or outage window without exceeding resource or production-loss limits.

Capabilities

What Portfolio f(x) does

A complete set of tools for capital portfolio optimisation in industrial shutdown and campaign environments.

Capability	What it means
Portfolio optimisation	Find the best combination of projects based on your objectives and constraints
Production-loss modelling	Quantify the production loss for each combination of projects
Shutdown optimisation	Maximise the value delivered within the allocated outage window
Resource-constrained planning	Identify portfolios that are achievable with your available trades and equipment
Asset topology modelling	Understand how equipment interactions in the process flow influence production revenues
Sensitivity analysis	How sensitive are the results to changes in criteria weightings and assumptions
Scenario analysis	Test alternative budgets, priorities and constraints in minutes, not weeks
Governance workflow	Draft → Review → Submit → Approve → Execute, with full audit trail
AI-generated business cases	Narrate defensible recommendations that are executive ready

Questions Portfolio f(x) answers

Which projects should we fund this year?
What is the highest-value portfolio within our budget?
How much production are we sacrificing, and is it worth it?
What happens if the budget changes by ±10%?
What is the impact of a tighter shutdown window?
Which projects survive under different assumptions?
Where are our estimates softest before we commit?

How to build a defensible portfolio?