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library for polynomially constrained
mixed-integer programming


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Open  portfol_shortfall200_05

Nameportfol_shortfall200_05
Classificationc|cc|d2
Problem typeMINLPLib2
Description
Objective sensemin
Variables806  (201 binary, 0 general integer, 605 continuous)
Nonlinear variables605
Constraints605
Nonlinear constraints2
Linear nonzeros2233
Nonlinear nonzeros402
Download portfol_shortfall200_05.pip.gz portfol_shortfall200_05.gms.gz portfol_shortfall200_05.mod.gz
Best known solutionportfol_shortfall200_05.sol.gz
Best known objective-1.12485
Best known bound-1.23052
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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