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library for polynomially constrained
mixed-integer programming


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Open  portfol_robust200_03

Nameportfol_robust200_03
Classificationc|cc|d3
Problem typeMINLPLib2
Description
Objective sensemin
Variables804  (201 binary, 0 general integer, 603 continuous)
Nonlinear variables603
Constraints604
Nonlinear constraints2
Linear nonzeros2273
Nonlinear nonzeros401
Download portfol_robust200_03.pip.gz portfol_robust200_03.gms.gz portfol_robust200_03.mod.gz
Best known solutionportfol_robust200_03.sol.gz
Best known objective-0.129115
Best known bound-0.18782
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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