portfol_classical050_1
POLIPlibrary for polynomially constrained
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portfol_classical050_1| Name | portfol_classical050_1 |
| Classification | c|cc|d2 |
| Problem type | MINLPLib2 |
| Description | |
| Objective sense | min |
| Variables | 151 (50 binary, 0 general integer, 101 continuous) |
| Nonlinear variables | 101 |
| Constraints | 101 |
| Nonlinear constraints | 2 |
| Linear nonzeros | 257 |
| Nonlinear nonzeros | 52 |
| Download | portfol_classical050_1.pip.gz portfol_classical050_1.gms.gz portfol_classical050_1.mod.gz |
| Best known solution | portfol_classical050_1.sol.gz |
| Best known objective | -0.0947601 |
| Best known bound | -0.0947646 |
| Originator | Juan Pablo Vielma Portfolio Optimization Instances Testset |
| Formulator | Stefan Vigerske |
| Donator | Stefan Vigerske |
| References |