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library for polynomially constrained
mixed-integer programming


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Open  portfol_robust050_34

Nameportfol_robust050_34
Classificationc|cc|d3
Problem typeMINLPLib2
Description
Objective sensemin
Variables204  (51 binary, 0 general integer, 153 continuous)
Nonlinear variables153
Constraints154
Nonlinear constraints2
Linear nonzeros337
Nonlinear nonzeros101
Download portfol_robust050_34.pip.gz portfol_robust050_34.gms.gz portfol_robust050_34.mod.gz
Best known solutionportfol_robust050_34.sol.gz
Best known objective-0.0720755
Best known bound-0.0720871
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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