ALLOCATE — Portfolio Selection

Package: tools-impact-engine-allocate

Purpose

Select which initiatives to scale given a limited budget.

Inputs (from EVALUATE)

• Confidence scores

• Scenario returns (R_best, R_med, R_worst)

• Costs to scale each initiative

Produces

• Selected initiatives for scaling

• Budget allocation per initiative

• Predicted returns

Algorithm

Minimax regret optimization (linear programming).

from support import solve_minimax_regret_optimization

result = solve_minimax_regret_optimization(
    initiatives=initiatives,
    budget=budget,
    scenarios=["best", "med", "worst"]
)

Fan-In Exception

ALLOCATE is the only fan-in stage. It receives all evaluated initiatives as a batch and returns a single portfolio selection. This is inherent to the allocation problem: you cannot select a portfolio by looking at initiatives one at a time.