MINLPLib

A Library of Mixed-Integer and Continuous Nonlinear Programming Instances

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portfol_shortfall200_05 - point p1

Solution found by ALPHAECP

Formatsⓘ	gdx sol
Added to libraryⓘ	02 Mar 2014
Objective Valueⓘ	-1.068713
Infeasibilityⓘ	1.11e-16

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Variables with value 0.0 are omitted in the following.

objvar                           -1.068713252733710
x2                                0.005632984935663
x3                                0.002993828625897
x4                                0.023053353128273
x5                                0.007842726060233
x6                                0.007139860528342
x7                                0.002299619992570
x8                                0.011488866435463
x9                                0.006511453169048
x10                               0.010539288348679
x11                               0.019442018581099
x12                               0.005386156699651
x13                               0.011221277356962
x14                               0.006536633587691
x15                              -0.002816231451227
x16                               0.011452890108341
x17                               0.007071095123374
x18                               0.004689217006406
x19                               0.018519733244051
x20                               0.008459645017408
x21                               0.012984280129134
x22                               0.006891476931305
x23                               0.010094225603419
x24                               0.007301392646315
x25                               0.003360210984635
x26                               0.012306737552532
x27                               0.002723110063874
x28                               0.004476009836778
x29                               0.005078164330499
x30                               0.005589160428736
x31                               0.006746743263236
x32                               0.010320962089855
x33                               0.001550345228972
x34                               0.004297647107004
x35                               0.005107668783938
x36                               0.017026883224122
x37                               0.004702736690897
x38                               0.008131008339106
x39                               0.011234288840002
x40                               0.011107935352761
x41                               0.000867853112762
x42                               0.007062884497421
x43                               0.014763759729140
x44                               0.007505883559055
x45                               0.006646391917019
x46                               0.004422759390745
x47                               0.011622622626165
x48                               0.012393895227618
x49                               0.010374438571240
x50                               0.007053528838684
x51                               0.025054193774693
x52                               0.001005548791405
x53                               0.004391299444804
x54                               0.004553360374735
x55                               0.008325620556116
x56                               0.011271634465613
x57                               0.002767011629673
x58                               0.012412841526862
x59                               0.001612662709120
x60                               0.010014417773616
x61                               0.014457934719214
x62                               0.005601523005945
x63                               0.004407483976218
x64                               0.003459184123021
x65                               0.004788979374660
x66                               0.006341264779192
x67                               0.005785195412072
x68                               0.007433993536649
x69                               0.011919017308486
x70                               0.004359636284615
x71                               0.011307416003468
x72                               0.002708884257108
x73                               0.002142934433769
x74                               0.012246227966992
x75                               0.008054000702506
x76                               0.001228390113499
x77                               0.000266006904068
x78                               0.008821187970382
x79                               0.001969994312263
x80                               0.014073352680567
x81                               0.009902615253464
x82                              -0.000118080789003
x83                               0.003011389158978
x84                               0.003650531916392
x85                               0.007475591433692
x86                               0.008088286067966
x87                               0.019619626605055
x88                              -0.006433780546417
x89                               0.002432822785324
x90                               0.011154005310160
x91                               0.003554859033884
x92                               0.018247292999414
x93                               0.008752852209668
x94                              -0.000184048608782
x95                               0.006911021218250
x96                               0.007729261730219
x97                               0.006842117237858
x98                               0.012569216432702
x99                               0.003616499618186
x100                              0.001464224095205
x101                              0.017954820216681
x102                              0.009799943056728
x103                              0.019713541340428
x104                              0.001383377570351
x105                              0.012016698508439
x106                              0.010290440703395
x107                              0.012075607208141
x108                              0.007873049331887
x109                              0.008748867048499
x110                              0.017961693608869
x111                              0.006571571051607
x112                              0.009727922567950
x113                              0.017309727693931
x114                              0.005673740364924
x115                              0.028621167913130
x116                              0.005943819322399
x117                              0.017258224536182
x118                              0.008713059714955
x119                              0.011255972238501
x120                              0.002601929736987
x121                              0.008212659392869
x122                              0.004367312470777
x123                              0.011042686240141
x124                              0.019315923159732
x125                              0.000911152585553
x126                              0.002534475516568
x127                              0.008330663592366
x128                              0.008731958357783
x129                              0.007788809907104
x130                              0.008669338181714
x131                              0.005246355175147
x132                              0.008583285269187
x133                              0.002838356232702
x134                              0.009978773599502
x135                              0.010636506486538
x136                              0.013447566005153
x137                              0.000476930861672
x138                              0.001299890741065
x139                              0.014135979865560
x140                              0.003906642878728
x141                              0.011809041368522
x142                              0.000202503903294
x143                              0.007306730937948
x144                              0.006339355404725
x145                              0.002549110141903
x146                              0.007619914700324
x147                              0.001973123580344
x148                              0.047428048237213
x149                              0.007296535118857
x150                              0.012148652753633
x151                              0.013772858759284
x152                              0.000273770510006
x153                              0.001555234469862
x154                             -0.000012275468196
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x162                              0.042527433349726
x163                              0.056473681792133
x164                              0.012999711382901
x165                              0.040400386982852
x166                              0.009056301988512
x167                              0.001847237271567
x168                              0.010412633775460
x169                              0.004459263699374
x170                              0.007143052946297
x171                              0.014358128562948
x172                             -0.003741765725825
x173                              0.000340544861254
x174                             -0.001048875259722
x175                              0.008518437120716
x176                              0.004547691051198
x177                              0.009242377982956
x178                              0.002764769410508
x179                              0.009819611562077
x180                              0.027489127737014
x181                              0.010382004038265
x182                              0.002020794966827
x183                              0.015984695129760
x184                              0.007885792291346
x185                             -0.000646287373281
x186                              0.004461703731350
x187                              0.002991402190140
x188                              0.009835778450792
x189                              0.014628831031926
x190                              0.012358237766933
x191                              0.000446309103946
x192                              0.004586582633923
x193                              0.008983833401704
x194                              0.011217475987644
x195                              0.017068077367231
x196                              0.006935625560690
x197                              0.013164614311414
x198                              0.007851994019185
x199                              0.021827166845840
x200                              0.000099129657170
x201                              0.002365102575534
x202                              0.168713252733706
x203                              0.012588190346017
x204                              0.006690399947981
x205                              0.051517931201654
x206                              0.017526352506679
x207                              0.015955639348645
x208                              0.005139018212979
x209                              0.025674406907737
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x211                              0.023552405411485
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x214                              0.025076414269340
x215                              0.014607555938592
x216                             -0.006293501577676
x217                              0.025594014507097
x218                              0.015801933946062
x219                              0.010479083247715
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x224                              0.022557807995990
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x227                              0.027502154709031
x228                              0.006085416838825
x229                              0.010002640356730
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x231                              0.012490244889876
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x234                              0.003464603773118
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x242                              0.001939413807038
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x249                              0.027696907887615
x250                              0.023184012482954
x251                              0.015762675214596
x252                              0.055989157091379
x253                              0.002247126505503
x254                              0.009813364571796
x255                              0.010175487899212
x256                              0.018605471819709
x257                              0.025188994275086
x258                              0.006183497313420
x259                              0.027739275837398
x260                              0.003603830940584
x261                              0.022379464027803
x262                              0.032309456694387
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x264                              0.009849518967636
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x266                              0.010702038907334
x267                              0.014170979116666
x268                              0.012928302231600
x269                              0.016612907778941
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x272                              0.025268964745798
x273                              0.006053598357466
x274                              0.004788865899288
x275                              0.027366904769150
x276                              0.017998465770467
x277                              0.002745118927411
x278                              0.000594445306725
x279                              0.019712919262210
x280                              0.004402394647975
x281                              0.031450101460162
x282                              0.022129570345950
x283                             -0.000263892861694
x284                              0.006729620254475
x285                              0.008157924091295
x286                              0.016705885792619
x287                              0.018075065070745
x288                              0.043844398949475
x289                             -0.014377691778377
x290                              0.005436687942769
x291                              0.024926095521519
x292                              0.007944124804074
x293                              0.040777646755105
x294                              0.019560232003481
x295                             -0.000411316004128
x296                              0.015444192924611
x297                              0.017272755322814
x298                              0.015290216288823
x299                              0.028088724879639
x300                              0.008081906727455
x301                              0.003272139200317
x302                              0.040124036211860
x303                              0.021900142334869
x304                              0.044054302817122
x305                              0.003091489048047
x306                              0.026854006396607
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x326                              0.002036181060444
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x333                              0.019181266579684
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x351                              0.027148847135684
x352                              0.030778564932769
x353                              0.000611782116064
x354                              0.003475529947915
x355                             -0.000027416553224
x356                             -0.000196449738967
x357                             -0.002068929063030
x358                              0.019503435414558
x359                              0.023675558258159
x360                              0.016772409121988
x361                              0.004514716834159
x362                              0.016707052779507
x363                              0.095036875048096
x364                              0.126203306288438
x365                              0.029050753013621
x366                              0.090283909910860
x367                              0.020238358188226
x368                              0.004128083747183
x369                              0.023269385422704
x370                              0.009965231553188
x371                              0.015962743899982
x372                              0.032086449100967
x373                             -0.008361807160635
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x379                              0.006178490186404
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x381                              0.061430567278890
x382                              0.023200901773397
x383                              0.004515917415830
x384                              0.035721303080752
x385                              0.017622567532333
x386                             -0.001444277352211
x387                              0.009970673863696
x388                              0.006684962711963
x389                              0.021980252036335
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x453                              0.120300272026798
x517                              0.109293653280214
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x564                              0.180002172850648
x565                              0.203039767336217
x567                              0.042478801752724
x582                              0.215725202739818
b607                              1.000000000000000
b654                              1.000000000000000
b672                              1.000000000000000
b718                              1.000000000000000
b751                              1.000000000000000
b765                              1.000000000000000
b766                              1.000000000000000
b768                              1.000000000000000
b769                              1.000000000000000
b783                              1.000000000000000

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