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library for polynomially constrained
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Open  portfol_classical200_2

Nameportfol_classical200_2
Classificationc|cc|d2
Problem typeMINLPLib2
Description
Objective sensemin
Variables601  (200 binary, 0 general integer, 401 continuous)
Nonlinear variables401
Constraints401
Nonlinear constraints2
Linear nonzeros1193
Nonlinear nonzeros202
Download portfol_classical200_2.pip.gz portfol_classical200_2.gms.gz portfol_classical200_2.mod.gz
Best known solutionportfol_classical200_2.sol.gz
Best known objective-0.110088
Best known bound-0.124044
OriginatorJuan Pablo Vielma Portfolio Optimization Instances Testset
FormulatorStefan Vigerske
DonatorStefan Vigerske
References VielmaAhmedNemhauser2008
Links MINLP Library 2
Additional information Application: Portfolio Optimization

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