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portfol_classical050_1 - point p1

Solution found by ALPHAECP

Formatsⓘ	gdx sol
Added to libraryⓘ	02 Mar 2014
Objective Valueⓘ	-0.094760
Infeasibilityⓘ	7.571e-11

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Variables with value 0.0 are omitted in the following.

objvar                           -0.094760117909238
x2                                0.036385944494081
x3                                0.007751217631249
x4                                0.006969283912367
x5                                0.003218917923715
x6                                0.013314942047905
x7                                0.043533093068855
x8                                0.011479045910309
x9                                0.011585160155669
x10                               0.012359335967249
x11                               0.057793130040646
x12                               0.013231736827055
x13                               0.021926748173926
x14                               0.006658283299840
x15                               0.009946097137994
x16                               0.012081976994208
x17                               0.028024622541985
x18                               0.051586407898413
x19                               0.015450136484657
x20                               0.020510619996128
x21                               0.020170976650695
x22                               0.022229316292072
x23                               0.026391577461671
x24                               0.012440550401197
x25                               0.025415296418521
x26                               0.008248616772056
x27                               0.011350400870988
x28                               0.057901950747215
x29                               0.078800933146640
x30                               0.009261022933680
x31                               0.011736504180385
x32                               0.008550250385707
x33                               0.031263798145113
x34                               0.059377075471197
x35                               0.010628857400267
x36                               0.070130446439148
x37                               0.009987350253906
x38                               0.005082822818860
x39                               0.043950697606668
x40                               0.010207525272466
x41                               0.006897164771527
x42                               0.014929666240957
x43                               0.022167143541311
x44                               0.012164688534593
x45                               0.008886662690002
x46                               0.013395597185309
x47                               0.010572553789076
x48                               0.010544831570336
x49                               0.012382749366744
x50                               0.043511206210461
x51                               0.009346427653214
x52                               0.088632533092699
x61                               0.093165891557861
x68                               0.159445709933501
x75                               0.107544280102456
x78                               0.107662636464173
x79                               0.091826624558505
x84                               0.138523908048341
x86                               0.097264675173042
x89                               0.085411592162779
x100                              0.030522148906643
b102                              1.000000000000000
b111                              1.000000000000000
b118                              1.000000000000000
b125                              1.000000000000000
b128                              1.000000000000000
b129                              1.000000000000000
b134                              1.000000000000000
b136                              1.000000000000000
b139                              1.000000000000000
b150                              1.000000000000000

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