POLIPlibrary for polynomially constrained
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Name | portfol_classical050_1 |
Classification | c|cc|d2 |
Problem type | MINLPLib2 |
Description | |
Objective sense | min |
Variables | 151 (50 binary, 0 general integer, 101 continuous) |
Nonlinear variables | 101 |
Constraints | 101 |
Nonlinear constraints | 2 |
Linear nonzeros | 257 |
Nonlinear nonzeros | 52 |
Download | portfol_classical050_1.pip.gz portfol_classical050_1.gms.gz portfol_classical050_1.mod.gz |
Best known solution | portfol_classical050_1.sol.gz |
Best known objective | -0.0947601 |
Best known bound | -0.0947646 |
Originator | Juan Pablo Vielma Portfolio Optimization Instances Testset |
Formulator | Stefan Vigerske |
Donator | Stefan Vigerske |
References |