portfol_classical200_2
POLIPlibrary for polynomially constrained
| ||
portfol_classical200_2| Name | portfol_classical200_2 |
| Classification | c|cc|d2 |
| Problem type | MINLPLib2 |
| Description | |
| Objective sense | min |
| Variables | 601 (200 binary, 0 general integer, 401 continuous) |
| Nonlinear variables | 401 |
| Constraints | 401 |
| Nonlinear constraints | 2 |
| Linear nonzeros | 1193 |
| Nonlinear nonzeros | 202 |
| Download | portfol_classical200_2.pip.gz portfol_classical200_2.gms.gz portfol_classical200_2.mod.gz |
| Best known solution | portfol_classical200_2.sol.gz |
| Best known objective | -0.110088 |
| Best known bound | -0.124044 |
| Originator | Juan Pablo Vielma Portfolio Optimization Instances Testset |
| Formulator | Stefan Vigerske |
| Donator | Stefan Vigerske |
| References |