POLIP

library for polynomially constrained
mixed-integer programming


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Open  meanvarx

Namemeanvarx
Classificationc|cc|d2
Problem typeMINLPLib2
Description
Objective sensemin
Variables37  (14 binary, 0 general integer, 23 continuous)
Nonlinear variables23
Constraints38
Nonlinear constraints6
Linear nonzeros57
Nonlinear nonzeros48
Download meanvarx.pip.gz meanvarx.gms.gz meanvarx.mod.gz
Best known solutionmeanvarx.sol.gz
Best known objective14.3692
Best known bound14.3692
OriginatorGAMSMODELLIB
FormulatorStefan Vigerske
DonatorStefan Vigerske
References DahlMeerausZenios1993
Links MINLP Library 2
Additional information Application: Financial Optimization: Risk Management

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