portfol_robust050_34
POLIPlibrary for polynomially constrained
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portfol_robust050_34| Name | portfol_robust050_34 |
| Classification | c|cc|d3 |
| Problem type | MINLPLib2 |
| Description | |
| Objective sense | min |
| Variables | 204 (51 binary, 0 general integer, 153 continuous) |
| Nonlinear variables | 153 |
| Constraints | 154 |
| Nonlinear constraints | 2 |
| Linear nonzeros | 337 |
| Nonlinear nonzeros | 101 |
| Download | portfol_robust050_34.pip.gz portfol_robust050_34.gms.gz portfol_robust050_34.mod.gz |
| Best known solution | portfol_robust050_34.sol.gz |
| Best known objective | -0.0720755 |
| Best known bound | -0.0720871 |
| Originator | Juan Pablo Vielma Portfolio Optimization Instances Testset |
| Formulator | Stefan Vigerske |
| Donator | Stefan Vigerske |
| References |