portfol_shortfall050_68
POLIPlibrary for polynomially constrained
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portfol_shortfall050_68| Name | portfol_shortfall050_68 |
| Classification | c|cc|d2 |
| Problem type | MINLPLib2 |
| Description | |
| Objective sense | min |
| Variables | 206 (51 binary, 0 general integer, 155 continuous) |
| Nonlinear variables | 155 |
| Constraints | 155 |
| Nonlinear constraints | 2 |
| Linear nonzeros | 486 |
| Nonlinear nonzeros | 102 |
| Download | portfol_shortfall050_68.pip.gz portfol_shortfall050_68.gms.gz portfol_shortfall050_68.mod.gz |
| Best known solution | portfol_shortfall050_68.sol.gz |
| Best known objective | -1.0972 |
| Best known bound | -1.09721 |
| Originator | Juan Pablo Vielma Portfolio Optimization Instances Testset |
| Formulator | Stefan Vigerske |
| Donator | Stefan Vigerske |
| References |