portfol_shortfall200_05
POLIPlibrary for polynomially constrained
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portfol_shortfall200_05| Name | portfol_shortfall200_05 |
| Classification | c|cc|d2 |
| Problem type | MINLPLib2 |
| Description | |
| Objective sense | min |
| Variables | 806 (201 binary, 0 general integer, 605 continuous) |
| Nonlinear variables | 605 |
| Constraints | 605 |
| Nonlinear constraints | 2 |
| Linear nonzeros | 2233 |
| Nonlinear nonzeros | 402 |
| Download | portfol_shortfall200_05.pip.gz portfol_shortfall200_05.gms.gz portfol_shortfall200_05.mod.gz |
| Best known solution | portfol_shortfall200_05.sol.gz |
| Best known objective | -1.12485 |
| Best known bound | -1.23052 |
| Originator | Juan Pablo Vielma Portfolio Optimization Instances Testset |
| Formulator | Stefan Vigerske |
| Donator | Stefan Vigerske |
| References |