portfol_robust200_03
POLIPlibrary for polynomially constrained
| ||
portfol_robust200_03| Name | portfol_robust200_03 |
| Classification | c|cc|d3 |
| Problem type | MINLPLib2 |
| Description | |
| Objective sense | min |
| Variables | 804 (201 binary, 0 general integer, 603 continuous) |
| Nonlinear variables | 603 |
| Constraints | 604 |
| Nonlinear constraints | 2 |
| Linear nonzeros | 2273 |
| Nonlinear nonzeros | 401 |
| Download | portfol_robust200_03.pip.gz portfol_robust200_03.gms.gz portfol_robust200_03.mod.gz |
| Best known solution | portfol_robust200_03.sol.gz |
| Best known objective | -0.129115 |
| Best known bound | -0.18782 |
| Originator | Juan Pablo Vielma Portfolio Optimization Instances Testset |
| Formulator | Stefan Vigerske |
| Donator | Stefan Vigerske |
| References |