Optimset
A Better Way to Better Solutions

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Welcome to Optimset

We are a consulting and software development company. Our area of expertise is a large-scale multicriteria combinatorial optimization, which can be used to solve complex, real-world optimization problems. Applications include Mutual Fund Portfollio Optimization (Combined Portfolio Building, Divided Portfolio Building, Asset Allocation), Science (0/1 Knapsack Problem) among others. A straightforward way to solve these problems is by exhaustive search which involves creation and evaluation of all alternatives.

However, the enumeration of all possible alternatives can be astronomical, and may not be feasible computationally for even moderate-size problems. As a last resort, the Monte Carlo Simulation technique is often used by the practitioners to find the most desirable solution to implement. The question still remains how close to the "optimal" that solution is.

We are using a novel approach which doesn't require exhaustive computations and enables Fund Managers, Financial Planners and Advisors to provide fast, reliable, high quality service to customers using personal computers. Moreover, using our optimization software it is possible to generate multiple, equally efficient solutions, allowing end-users to make the final choice according to their preferences.

Welcome to a world of new opportunities!


Combined Portfolios


Range of minimum and maximum return (%) and
risk (average standard deviation) for combined portfolios

Divided Portfolios


Range of minimum and maximum return (%) and risk (average standard deviation) for divided portfolios of 14 funds


An Exact Polynomial Search Algorithm
for the 0/1 Knapsack Problem


Home | Portfolio Optimization | 0/1 Knapsack Problem | About Us | Contact Us

2011 optimset