POLIP

library for polynomially constrained
mixed-integer programming


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Open  portfol_robust100_09

Nameportfol_robust100_09
Classificationc|cc|d3
Problem typeMINLPLib2
Description
Objective sensemin
Variables404  (101 binary, 0 general integer, 303 continuous)
Nonlinear variables303
Constraints304
Nonlinear constraints2
Linear nonzeros820
Nonlinear nonzeros201
Download portfol_robust100_09.pip.gz portfol_robust100_09.gms.gz portfol_robust100_09.mod.gz
Best known solutionportfol_robust100_09.sol.gz
Best known objective-0.105005
Best known bound-0.154368
OriginatorJuan Pablo Vielma Portfolio Optimization Instances Testset
FormulatorStefan Vigerske
DonatorStefan Vigerske
References