Can anyone send me in the right direction. I have this problem:Employees in the company work with multiple customers who have various product portfolios that are valued based on the purchase amounts (so the portfolio is a bundle of transactions that have three dimensions: agent, product, customer and a value measure)It might happen so that multiple employees accidentally share the same customer (e. g. the customer forgot who his agent is)Whenever an employee leaves, his portfolio has to be reassigned to other employees based on the following rules:First the customers are assigned to the employees who already have that customer in their portfolio; if multiple agents share the customer - he goes to the agent who owns the biggest share of that customer's portfolioAll the rest of customers are assigned to any agent so that all agents have similar product mix (the customers buy different products) and the value of the agents' total portfolio is equal or similar. So let's say I have transactions $t(c, p, v)$ where $c$ - customer, $p$ - product, $v$ - value):$$t_1(c_1, p_1, 10),\quadt_2(c_1, p_2, 20),\quadt_3(c_2, p_1, 10),\quadt_4(c_3, p_2, 10),\quadt_5(c_4 p_2, 10),\quad$$If I have two agents $a_1$ and $a_2$ with no previous portfolio, transactions $t_1$ and $t_2$ would go to any of them together (they share the customer) and the others to the other agent - then their portfolios will be equal in value on product level.The first part of the problem seems trivial, but the second one not so much. Is this any type of a known optimization/classification problem? It definitely seems like a variation of couple, but none of the ones I know exactly match the constraints and in the end the portfolios have to be of the same/similar size.
Portfolio balancing - optimization/classification problem
optimization;classification