MINLPLib

A Library of Mixed-Integer and Continuous Nonlinear Programming Instances

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portfol_shortfall100_04 - point p1

Solution found by ALPHAECP

Formatsⓘ	gdx sol
Added to libraryⓘ	02 Mar 2014
Objective Valueⓘ	-1.092542
Infeasibilityⓘ	1.11e-16

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Variables with value 0.0 are omitted in the following.

objvar                           -1.092542261043210
x2                                0.005713648482783
x3                                0.015333930432774
x4                                0.003683617940647
x5                                0.007200840278979
x6                                0.010162923803750
x7                                0.006415590351350
x8                                0.013065006134440
x9                                0.012282452520678
x10                               0.002072213809800
x11                               0.010502126065232
x12                               0.006215308188539
x13                               0.008769419049359
x14                               0.055224412938982
x15                               0.009205102573789
x16                               0.001856200226248
x17                               0.011084953034608
x18                               0.002764729154673
x19                               0.006300190482007
x20                               0.010237252377434
x21                               0.012623531909145
x22                               0.014925186718827
x23                               0.017491216983952
x24                               0.000487158824391
x25                               0.002036104380355
x26                               0.033050538408927
x27                               0.000750050939598
x28                               0.002138645116946
x29                               0.103016378854086
x30                               0.003330565873167
x31                               0.007842897164207
x32                               0.006804913175897
x33                               0.009752637377378
x34                               0.012971331173862
x35                               0.008092742333545
x36                              -0.000056940419548
x37                               0.001400026119563
x38                               0.004210692993310
x39                               0.009009543629620
x40                               0.000309911599854
x41                               0.001592908857250
x42                               0.009786712831006
x43                               0.003088423799665
x44                               0.009255627783389
x45                               0.005178365282217
x46                               0.005121520561674
x47                               0.000349395192381
x48                               0.009450723907056
x49                               0.029911899760554
x50                               0.006120204698164
x51                               0.015058521990953
x52                               0.008908075637312
x53                               0.007474897472524
x54                               0.004611274467610
x55                               0.005867615807374
x56                               0.011651149415275
x57                               0.003664561375828
x58                               0.041171373188242
x59                               0.004056713294939
x60                               0.029397298594827
x61                               0.045734503416713
x62                               0.008599455020917
x63                               0.006937319827394
x64                               0.013256826840165
x65                               0.006621973066204
x66                               0.002538846560441
x67                              -0.001114363699658
x68                               0.014597500952444
x69                               0.000884785957534
x70                               0.031566867658892
x71                               0.031137531169640
x72                               0.007707090422300
x73                               0.042203329633714
x74                               0.004685155318273
x75                               0.002227475611026
x76                               0.008265001899260
x77                               0.017531931675881
x78                               0.006257721124059
x79                              -0.004422901547544
x80                               0.007763757429525
x81                               0.007582145782805
x82                               0.012181192757054
x83                               0.004534331509263
x84                               0.013200514605111
x85                               0.010988472893855
x86                               0.014362597120484
x87                               0.002014823568275
x88                               0.004679897654852
x89                               0.004671552759512
x90                               0.001598729841353
x91                               0.002128235459435
x92                               0.009422107529410
x93                               0.024035703789536
x94                               0.008739218589426
x95                               0.006708217623713
x96                               0.008192271662542
x97                               0.009258343811998
x98                               0.013133713394629
x99                               0.008456056265964
x100                             -0.000311817791237
x101                              0.010027225877262
x102                              0.192542261043214
x103                              0.012768440670584
x104                              0.034267094933022
x105                              0.008231871527140
x106                              0.016091903566063
x107                              0.022711299403833
x108                              0.014337072268283
x109                              0.029196684073622
x110                              0.027447922448148
x111                              0.004630843548205
x112                              0.023469331290277
x113                              0.013889477580457
x114                              0.019597219892331
x115                              0.123411117970352
x116                              0.020570873763866
x117                              0.004148097175069
x118                              0.024771798471920
x119                              0.006178404236345
x120                              0.014079186173687
x121                              0.022877404752200
x122                              0.028210097006280
x123                              0.033353629050309
x124                              0.039087978104622
x125                              0.001088669303319
x126                              0.004550123027152
x127                              0.073858929311907
x128                              0.001676173393471
x129                              0.004779281524425
x130                              0.230213299324361
x131                              0.007442905683499
x132                              0.017526738419647
x133                              0.015207104551328
x134                              0.021794466216234
x135                              0.028987369534644
x136                              0.018085066368563
x137                             -0.000127267076236
x138                              0.003128675484607
x139                              0.009409716146655
x140                              0.020133845117202
x141                              0.000692567270881
x142                              0.003559709294807
x143                              0.021870589444035
x144                              0.006901756377679
x145                              0.020683703987573
x146                              0.011572211178118
x147                              0.011445184175900
x148                              0.000780803685158
x149                              0.021119722507131
x150                              0.066844621094025
x151                              0.013676943381815
x152                              0.033651594974241
x153                              0.019907074914981
x154                              0.016704307774575
x155                              0.010304933598056
x156                              0.013112512682231
x157                              0.026037080160325
x158                              0.008189295146004
x159                              0.092006679107401
x160                              0.009065624472107
x161                              0.065694830610629
x162                              0.102203914447163
x163                              0.019217389667931
x164                              0.015502989328058
x165                              0.029625344740208
x166                              0.014798270502159
x167                              0.005673623834832
x168                             -0.002490294843895
x169                              0.032621362663847
x170                              0.001977257950850
x171                              0.070543299284055
x172                              0.069584063050478
x173                              0.017223218770677
x174                              0.094312782791512
x175                              0.010470016402472
x176                              0.004977781848068
x177                              0.018469984250744
x178                              0.039179026798641
x179                              0.013984271469687
x180                             -0.009883944418803
x181                              0.017349871175909
x182                              0.016943970186579
x183                              0.027221561600486
x184                              0.010132986240461
x185                              0.029499563048160
x186                              0.024556198847586
x187                              0.032096387496472
x188                              0.004502571625704
x189                              0.010458270655730
x190                              0.010439625490598
x191                              0.003572708864482
x192                              0.004756011837251
x193                              0.021055784859144
x194                              0.053713155079312
x195                              0.019529695232607
x196                              0.014990992709584
x197                              0.018307441118316
x198                              0.020689838418872
x199                              0.029350199883574
x200                              0.018896975207961
x201                             -0.000696797441832
x202                              0.022408087777778
x203                              0.392542261043214
x216                              0.104938249118965
x228                              0.039085082314506
x231                              0.577332104564153
x251                              0.030618783847506
x260                              0.026047748459881
x262                              0.033448886032860
x263                              0.084681277585739
x272                              0.033408372934901
x273                              0.022858653596174
x275                              0.047580841545315
b317                              1.000000000000000
b329                              1.000000000000000
b332                              1.000000000000000
b352                              1.000000000000000
b361                              1.000000000000000
b363                              1.000000000000000
b364                              1.000000000000000
b373                              1.000000000000000
b374                              1.000000000000000
b376                              1.000000000000000

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