POLIP

library for polynomially constrained
mixed-integer programming


polip :: contents / contributors / instances / archive / bibliography

Open  portfol_classical050_1

Nameportfol_classical050_1
Classificationc|cc|d2
Problem typeMINLPLib2
Description
Objective sensemin
Variables151  (50 binary, 0 general integer, 101 continuous)
Nonlinear variables101
Constraints101
Nonlinear constraints2
Linear nonzeros257
Nonlinear nonzeros52
Download portfol_classical050_1.pip.gz portfol_classical050_1.gms.gz portfol_classical050_1.mod.gz
Best known solutionportfol_classical050_1.sol.gz
Best known objective-0.0947601
Best known bound-0.0947646
OriginatorJuan Pablo Vielma Portfolio Optimization Instances Testset
FormulatorStefan Vigerske
DonatorStefan Vigerske
References VielmaAhmedNemhauser2008
Links MINLP Library 2
Additional information Application: Portfolio Optimization

© by maintainers  |     |  imprint