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library for polynomially constrained
mixed-integer programming


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Open  portfol_shortfall100_04

Nameportfol_shortfall100_04
Classificationc|cc|d2
Problem typeMINLPLib2
Description
Objective sensemin
Variables406  (101 binary, 0 general integer, 305 continuous)
Nonlinear variables305
Constraints305
Nonlinear constraints2
Linear nonzeros1039
Nonlinear nonzeros202
Download portfol_shortfall100_04.pip.gz portfol_shortfall100_04.gms.gz portfol_shortfall100_04.mod.gz
Best known solutionportfol_shortfall100_04.sol.gz
Best known objective-1.11788
Best known bound-1.13244
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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