Floors then optimization

Set a minimum threshold on the objectives you refuse to trade away, treat those as pass or fail gates, then maximize the remaining goods only among options that clear them. Unlike strict ranking, clearing a floor earns no extra credit above it.

Set a minimum threshold on the objectives you refuse to trade away, treat those as pass or fail gates, then maximize the remaining goods only among options that clear them. Unlike strict ranking, clearing a floor earns no extra credit above it.

Example

For the portfolio, you set two floors: six months of expenses reachable within 48 hours, and no single position above 15%. Any allocation failing either is out, no matter its return. Among the survivors, you then pick for return and simplicity.