portfol_robust100_09
POLIPlibrary for polynomially constrained
| ||
portfol_robust100_09| Name | portfol_robust100_09 |
| Classification | c|cc|d3 |
| Problem type | MINLPLib2 |
| Description | |
| Objective sense | min |
| Variables | 404 (101 binary, 0 general integer, 303 continuous) |
| Nonlinear variables | 303 |
| Constraints | 304 |
| Nonlinear constraints | 2 |
| Linear nonzeros | 820 |
| Nonlinear nonzeros | 201 |
| Download | portfol_robust100_09.pip.gz portfol_robust100_09.gms.gz portfol_robust100_09.mod.gz |
| Best known solution | portfol_robust100_09.sol.gz |
| Best known objective | -0.105005 |
| Best known bound | -0.154368 |
| Originator | Juan Pablo Vielma Portfolio Optimization Instances Testset |
| Formulator | Stefan Vigerske |
| Donator | Stefan Vigerske |
| References |