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library for polynomially constrained
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Open  portfol_shortfall050_68

Nameportfol_shortfall050_68
Classificationc|cc|d2
Problem typeMINLPLib2
Description
Objective sensemin
Variables206  (51 binary, 0 general integer, 155 continuous)
Nonlinear variables155
Constraints155
Nonlinear constraints2
Linear nonzeros486
Nonlinear nonzeros102
Download portfol_shortfall050_68.pip.gz portfol_shortfall050_68.gms.gz portfol_shortfall050_68.mod.gz
Best known solutionportfol_shortfall050_68.sol.gz
Best known objective-1.0972
Best known bound-1.09721
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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