MINLPLib
A Library of Mixed-Integer and Continuous Nonlinear Programming Instances
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Removed Instance smallinvSNPr5b100-110
Small Investor Mean-Variance Portfolio Optimization This is a natural extension of the standard Markovitz Mean-Variance-Optimization (MVO) model by constraints for small investors. The variables in the standard Markovitz model determine which fraction of the investment is made in the repective assets. When the investment is bounded within a range that is not very much bigger than the prices of the assets, one has to take into account that each asset has a minimum unit of which only integer multiples can be traded, e.g. 1, 0.1, or 0.01. Hence, the optimization problem for the small investor has integer variables in addition to the budget constraints that define lower and upper bounds on the investment. Update (2018-08-07): After a fix to the convexity check routines, it was found that the smallest eigenvalue of the quadratic coefficients matrix in the quadratic constraint is slightly negative (about -2e-7). Though these instances were originally intended to be convex, a loss of precision in the process of creating the original POLIP instance lead to a loss of positive semi-definiteness in the coefficients matrix.
Formatsⓘ | ams gms lp mod nl osil pip py |
Primal Bounds (infeas ≤ 1e-08)ⓘ | |
Other points (infeas > 1e-08)ⓘ | |
Dual Boundsⓘ | 6.63689883 (ANTIGONE) 6.63689883 (BARON) 6.63689883 (COUENNE) 6.63689883 (GUROBI) 6.63689883 (LINDO) 6.63689883 (SCIP) |
Sourceⓘ | POLIP instance portfolio/small-investor-MVO-SNP100-return_0.0050-budget_10000-11000 |
Applicationⓘ | Portfolio Optimization |
Added to libraryⓘ | 26 Feb 2014 |
Removed from libraryⓘ | 16 Feb 2022 |
Removed becauseⓘ | Relevant loss in precision when original instances were produced. |
Problem typeⓘ | MIQCP |
#Variablesⓘ | 101 |
#Binary Variablesⓘ | 0 |
#Integer Variablesⓘ | 100 |
#Nonlinear Variablesⓘ | 100 |
#Nonlinear Binary Variablesⓘ | 0 |
#Nonlinear Integer Variablesⓘ | 100 |
Objective Senseⓘ | min |
Objective typeⓘ | linear |
Objective curvatureⓘ | linear |
#Nonzeros in Objectiveⓘ | 1 |
#Nonlinear Nonzeros in Objectiveⓘ | 0 |
#Constraintsⓘ | 4 |
#Linear Constraintsⓘ | 3 |
#Quadratic Constraintsⓘ | 1 |
#Polynomial Constraintsⓘ | 0 |
#Signomial Constraintsⓘ | 0 |
#General Nonlinear Constraintsⓘ | 0 |
Operands in Gen. Nonlin. Functionsⓘ | |
Constraints curvatureⓘ | indefinite |
#Nonzeros in Jacobianⓘ | 401 |
#Nonlinear Nonzeros in Jacobianⓘ | 100 |
#Nonzeros in (Upper-Left) Hessian of Lagrangianⓘ | 10000 |
#Nonzeros in Diagonal of Hessian of Lagrangianⓘ | 100 |
#Blocks in Hessian of Lagrangianⓘ | 1 |
Minimal blocksize in Hessian of Lagrangianⓘ | 100 |
Maximal blocksize in Hessian of Lagrangianⓘ | 100 |
Average blocksize in Hessian of Lagrangianⓘ | 100.0 |
#Semicontinuitiesⓘ | 0 |
#Nonlinear Semicontinuitiesⓘ | 0 |
#SOS type 1ⓘ | 0 |
#SOS type 2ⓘ | 0 |
Minimal coefficientⓘ | 7.8057e-06 |
Maximal coefficientⓘ | 4.4529e+02 |
Infeasibility of initial pointⓘ | 1e+04 |
Sparsity Jacobianⓘ | |
Sparsity Hessian of Lagrangianⓘ |
$offlisting * * Equation counts * Total E G L N X C B * 4 0 2 2 0 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 101 1 0 100 0 0 0 0 * FX 0 * * Nonzero counts * Total const NL DLL * 401 301 100 0 * * Solve m using MINLP minimizing objvar; Variables i1,i2,i3,i4,i5,i6,i7,i8,i9,i10,i11,i12,i13,i14,i15,i16,i17,i18,i19 ,i20,i21,i22,i23,i24,i25,i26,i27,i28,i29,i30,i31,i32,i33,i34,i35,i36 ,i37,i38,i39,i40,i41,i42,i43,i44,i45,i46,i47,i48,i49,i50,i51,i52,i53 ,i54,i55,i56,i57,i58,i59,i60,i61,i62,i63,i64,i65,i66,i67,i68,i69,i70 ,i71,i72,i73,i74,i75,i76,i77,i78,i79,i80,i81,i82,i83,i84,i85,i86,i87 ,i88,i89,i90,i91,i92,i93,i94,i95,i96,i97,i98,i99,i100,objvar; Integer Variables i1,i2,i3,i4,i5,i6,i7,i8,i9,i10,i11,i12,i13,i14,i15,i16,i17 ,i18,i19,i20,i21,i22,i23,i24,i25,i26,i27,i28,i29,i30,i31,i32,i33,i34 ,i35,i36,i37,i38,i39,i40,i41,i42,i43,i44,i45,i46,i47,i48,i49,i50,i51 ,i52,i53,i54,i55,i56,i57,i58,i59,i60,i61,i62,i63,i64,i65,i66,i67,i68 ,i69,i70,i71,i72,i73,i74,i75,i76,i77,i78,i79,i80,i81,i82,i83,i84,i85 ,i86,i87,i88,i89,i90,i91,i92,i93,i94,i95,i96,i97,i98,i99,i100; Equations e1,e2,e3,e4; e1.. 0.00841507*sqr(i1) + 0.0222536*sqr(i2) + 0.0056479*sqr(i3) + 0.00333322* sqr(i4) + 0.00490963*sqr(i5) + 0.0221034*sqr(i6) + 0.00509899*sqr(i7) + 0.049464*sqr(i8) + 0.0171508*sqr(i9) + 0.0064643*sqr(i10) + 0.0218437*sqr( i11) + 0.00346366*sqr(i12) + 0.0458502*sqr(i13) + 0.0747061*sqr(i14) + 0.0196511*sqr(i15) + 0.014222*sqr(i16) + 0.0147535*sqr(i17) + 0.00398615* sqr(i18) + 0.00644484*sqr(i19) + 0.0322232*sqr(i20) + 0.00887889*sqr(i21) + 0.0434025*sqr(i22) + 0.00981376*sqr(i23) + 0.0133193*sqr(i24) + 0.00471036*sqr(i25) + 0.00359843*sqr(i26) + 0.0112312*sqr(i27) + 0.00476479*sqr(i28) + 0.00356255*sqr(i29) + 0.0730121*sqr(i30) + 0.00785721*sqr(i31) + 0.0243787*sqr(i32) + 0.0171188*sqr(i33) + 0.00439547 *sqr(i34) + 0.00502594*sqr(i35) + 0.0580619*sqr(i36) + 0.0135984*sqr(i37) + 0.00254137*sqr(i38) + 0.0153341*sqr(i39) + 0.109758*sqr(i40) + 0.0346065*sqr(i41) + 0.0127589*sqr(i42) + 0.011147*sqr(i43) + 0.0156318* sqr(i44) + 0.00556588*sqr(i45) + 0.00302864*sqr(i46) + 0.0214898*sqr(i47) + 0.00499587*sqr(i48) + 0.00864393*sqr(i49) + 0.0228248*sqr(i50) + 0.0077726*sqr(i51) + 0.00992767*sqr(i52) + 0.0184506*sqr(i53) + 0.0113481* sqr(i54) + 0.0067583*sqr(i55) + 0.0150416*sqr(i56) + 0.00324193*sqr(i57) + 0.00478196*sqr(i58) + 0.0132471*sqr(i59) + 0.00273446*sqr(i60) + 0.0282459*sqr(i61) + 0.0230221*sqr(i62) + 0.0240972*sqr(i63) + 0.00829946* sqr(i64) + 0.00688665*sqr(i65) + 0.00858803*sqr(i66) + 0.00778038*sqr(i67) + 0.0082583*sqr(i68) + 0.022885*sqr(i69) + 0.00568332*sqr(i70) + 0.0234021*sqr(i71) + 0.00924249*sqr(i72) + 0.00669675*sqr(i73) + 0.0109501 *sqr(i74) + 0.00663385*sqr(i75) + 0.00328058*sqr(i76) + 0.0112814*sqr(i77) + 0.00341076*sqr(i78) + 0.0400653*sqr(i79) + 0.00876827*sqr(i80) + 0.0138276*sqr(i81) + 0.00246987*sqr(i82) + 0.0406516*sqr(i83) + 0.00947194 *sqr(i84) + 0.00647449*sqr(i85) + 0.0107715*sqr(i86) + 0.00803069*sqr(i87) + 0.106502*sqr(i88) + 0.00815263*sqr(i89) + 0.0171707*sqr(i90) + 0.0163522*sqr(i91) + 0.00911726*sqr(i92) + 0.00287317*sqr(i93) + 0.00360309*sqr(i94) + 0.00699161*sqr(i95) + 0.0340959*sqr(i96) + 0.00958446*sqr(i97) + 0.0147951*sqr(i98) + 0.0177595*sqr(i99) + 0.0208523* sqr(i100) + 0.00692522*i1*i2 + 0.00066464*i1*i3 + 0.00388744*i1*i4 + 0.001108218*i1*i5 + 0.0046712*i1*i6 + 0.00771824*i1*i7 + 0.0020653*i1*i8 + 0.001524626*i1*i9 + 0.00484724*i1*i10 + 0.00733242*i1*i11 + 0.00556218* i1*i12 + 0.0052571*i1*i13 + 0.0218926*i1*i14 + 0.01352862*i1*i15 + 0.00549784*i1*i16 + 0.00235342*i1*i17 + 0.00448206*i1*i18 + 0.0072148*i1* i19 + 0.00958894*i1*i20 + 0.00376328*i1*i21 + 0.0117501*i1*i22 + 0.00575998*i1*i23 - 0.000109147*i1*i24 + 0.000604944*i1*i25 + 0.00473296* i1*i26 + 0.000356572*i1*i27 - 0.001552262*i1*i28 + 0.00119092*i1*i29 + 0.01373684*i1*i30 + 0.0059113*i1*i31 + 0.00623524*i1*i32 + 0.00801204*i1* i33 + 0.00108736*i1*i34 + 0.001491474*i1*i35 + 0.01080356*i1*i36 + 0.00559202*i1*i37 + 7.8057e-6*i1*i38 + 0.00831004*i1*i39 + 0.001096208*i1* i40 + 0.001136658*i1*i41 + 0.0073715*i1*i42 + 0.000726938*i1*i43 + 0.00621872*i1*i44 + 0.00646596*i1*i45 + 0.00441466*i1*i46 + 0.001262528*i1 *i47 + 0.00567366*i1*i48 + 0.00690472*i1*i49 + 0.01140754*i1*i50 + 0.00275514*i1*i51 + 0.00633434*i1*i52 + 0.00842252*i1*i53 + 0.00674544*i1* i54 + 0.00577156*i1*i55 + 0.000723972*i1*i56 + 0.00617654*i1*i57 + 0.00426758*i1*i58 + 0.00581362*i1*i59 + 0.00305964*i1*i60 + 0.00915838*i1* i61 + 0.00408204*i1*i62 + 0.00526036*i1*i63 + 0.00641708*i1*i64 + 0.001311362*i1*i65 + 0.00589896*i1*i66 + 0.001450664*i1*i67 + 0.0054669*i1 *i68 + 0.00759698*i1*i69 + 0.0069591*i1*i70 + 0.0023689*i1*i71 + 0.0026146 *i1*i72 + 0.00520422*i1*i73 + 0.00959956*i1*i74 + 0.00799166*i1*i75 + 0.00256248*i1*i76 + 0.01210352*i1*i77 + 0.00469514*i1*i78 + 0.00329676*i1* i79 + 0.0068214*i1*i80 + 0.00190637*i1*i81 + 0.00256972*i1*i82 - 0.00577696*i1*i83 + 0.00245394*i1*i84 + 0.00585966*i1*i85 + 0.00330078*i1* i86 + 0.00362852*i1*i87 + 0.0064137*i1*i88 + 0.00375038*i1*i89 + 0.00666048*i1*i90 + 0.00942176*i1*i91 + 0.00379828*i1*i92 + 0.00246526*i1* i93 + 0.0029997*i1*i94 + 0.00592606*i1*i95 + 0.0136565*i1*i96 + 0.00562112 *i1*i97 + 0.0031101*i1*i98 + 0.00328418*i1*i99 + 0.00992138*i1*i100 + 0.01159836*i2*i3 + 0.00432612*i2*i4 + 0.01055774*i2*i5 + 0.0235592*i2*i6 + 0.0053913*i2*i7 + 0.01748966*i2*i8 + 0.01322526*i2*i9 + 0.01103896*i2* i10 + 0.001420928*i2*i11 + 0.00303766*i2*i12 + 0.0325414*i2*i13 + 0.0528886*i2*i14 + 0.0344486*i2*i15 + 0.01889664*i2*i16 + 0.01085498*i2* i17 + 0.01133696*i2*i18 + 0.0105108*i2*i19 + 0.041965*i2*i20 + 0.01908526* i2*i21 + 0.0438608*i2*i22 + 0.01760436*i2*i23 + 0.0177692*i2*i24 + 0.01401386*i2*i25 + 0.01130076*i2*i26 + 0.0201926*i2*i27 + 0.00893526*i2* i28 + 0.01013464*i2*i29 + 0.0522552*i2*i30 + 0.00674062*i2*i31 + 0.0386894 *i2*i32 + 0.01840562*i2*i33 + 0.0079061*i2*i34 + 0.01050574*i2*i35 + 0.038882*i2*i36 + 0.0209782*i2*i37 + 0.00569346*i2*i38 + 0.0259324*i2*i39 + 0.0472088*i2*i40 + 0.0282636*i2*i41 + 0.0225892*i2*i42 + 0.01104052*i2* i43 + 0.0218496*i2*i44 + 0.00682534*i2*i45 + 0.01022898*i2*i46 + 0.0273094 *i2*i47 + 0.01045064*i2*i48 + 0.01767338*i2*i49 + 0.0311902*i2*i50 + 0.0126455*i2*i51 + 0.0206168*i2*i52 + 0.0261894*i2*i53 + 0.024527*i2*i54 + 0.01734138*i2*i55 + 0.01224052*i2*i56 + 0.01152072*i2*i57 + 0.01028864* i2*i58 + 0.01883544*i2*i59 + 0.00908648*i2*i60 + 0.0449708*i2*i61 + 0.0363664*i2*i62 + 0.01577062*i2*i63 + 0.01266282*i2*i64 + 0.01385216*i2* i65 + 0.00440902*i2*i66 + 0.01711764*i2*i67 + 0.0110787*i2*i68 + 0.0341778 *i2*i69 + 0.0156542*i2*i70 + 0.01891112*i2*i71 + 0.0216326*i2*i72 + 0.01534328*i2*i73 + 0.01661334*i2*i74 + 0.01534594*i2*i75 + 0.01116732*i2* i76 + 0.01402982*i2*i77 + 0.00963242*i2*i78 + 0.0200668*i2*i79 + 0.01379116*i2*i80 + 0.01910046*i2*i81 + 0.0077605*i2*i82 - 0.000954558*i2* i83 + 0.01255918*i2*i84 + 0.0126639*i2*i85 + 0.0201936*i2*i86 + 0.017931* i2*i87 + 0.0389418*i2*i88 + 0.00845916*i2*i89 + 0.0267914*i2*i90 + 0.0193905*i2*i91 + 0.01261014*i2*i92 + 0.0069012*i2*i93 + 0.00876014*i2* i94 + 0.01829908*i2*i95 + 0.0373396*i2*i96 + 0.0211262*i2*i97 + 0.01549032 *i2*i98 + 0.0247114*i2*i99 + 0.0324248*i2*i100 - 0.000720538*i3*i4 + 0.00453322*i3*i5 + 0.00638226*i3*i6 + 0.000938158*i3*i7 + 0.0035154*i3*i8 + 0.00681962*i3*i9 + 0.006345*i3*i10 + 0.00232904*i3*i11 - 0.00054599*i3* i12 + 0.01850556*i3*i13 + 0.01892336*i3*i14 + 0.00820906*i3*i15 + 0.00848796*i3*i16 + 0.0100743*i3*i17 + 0.00327798*i3*i18 + 0.000498452*i3* i19 + 0.01775572*i3*i20 + 0.00919688*i3*i21 + 0.01282772*i3*i22 + 0.00853066*i3*i23 + 0.00506148*i3*i24 + 0.004557*i3*i25 + 0.001737768*i3* i26 + 0.00560326*i3*i27 + 0.00374962*i3*i28 + 0.000427408*i3*i29 + 0.01831098*i3*i30 + 0.00791496*i3*i31 + 0.01306*i3*i32 + 0.0143109*i3*i33 + 0.00324578*i3*i34 + 0.00289704*i3*i35 + 0.01899172*i3*i36 + 0.00855898* i3*i37 + 0.000764782*i3*i38 + 0.01045622*i3*i39 + 0.0241684*i3*i40 + 0.01022702*i3*i41 + 0.0096569*i3*i42 + 0.00605256*i3*i43 + 0.0087656*i3* i44 + 0.00231868*i3*i45 + 0.003075*i3*i46 + 0.00904418*i3*i47 + 0.00346386 *i3*i48 + 0.00970054*i3*i49 + 0.0107517*i3*i50 + 0.00833706*i3*i51 + 0.00601022*i3*i52 + 0.00885472*i3*i53 + 0.0087269*i3*i54 + 0.00799796*i3* i55 + 0.0077742*i3*i56 + 0.00233028*i3*i57 + 0.00392772*i3*i58 + 0.00960436*i3*i59 + 0.000506858*i3*i60 + 0.01485036*i3*i61 + 0.01172454*i3 *i62 + 0.00763564*i3*i63 + 0.00510368*i3*i64 + 0.00739458*i3*i65 + 0.00321864*i3*i66 + 0.00506992*i3*i67 + 0.001582392*i3*i68 + 0.0133327*i3* i69 + 0.00346984*i3*i70 + 0.00591914*i3*i71 + 0.0050918*i3*i72 + 0.00762942*i3*i73 + 0.0072567*i3*i74 + 0.0028432*i3*i75 + 0.00258746*i3* i76 + 0.00665946*i3*i77 + 0.001559716*i3*i78 + 0.0114221*i3*i79 + 0.00359546*i3*i80 + 0.00675946*i3*i81 + 0.001328782*i3*i82 + 0.00450512*i3 *i83 + 0.00859628*i3*i84 + 0.00541618*i3*i85 + 0.01126372*i3*i86 + 0.00604642*i3*i87 + 0.01802074*i3*i88 + 0.0056414*i3*i89 + 0.00952436*i3* i90 + 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0.00836644*i89*i97 + 0.01022328*i89*i98 + 0.0069101* i89*i99 + 0.00464412*i89*i100 + 0.01014268*i90*i91 + 0.00890216*i90*i92 + 0.00857494*i90*i93 + 0.00416286*i90*i94 + 0.01435266*i90*i95 + 0.038709* i90*i96 + 0.01593092*i90*i97 + 0.0108455*i90*i98 + 0.0247362*i90*i99 + 0.0239224*i90*i100 + 0.01172504*i91*i92 - 3.25928e-5*i91*i93 + 0.00582154* i91*i94 + 0.01455814*i91*i95 + 0.0217724*i91*i96 + 0.01520358*i91*i97 + 0.01361584*i91*i98 + 0.01107608*i91*i99 + 0.0218082*i91*i100 + 0.000834202 *i92*i93 + 0.00361846*i92*i94 + 0.00964536*i92*i95 + 0.01621624*i92*i96 + 0.01139352*i92*i97 + 0.01032652*i92*i98 + 0.01663626*i92*i99 + 0.01551254* i92*i100 + 0.00302326*i93*i94 + 0.0039602*i93*i95 + 0.0070366*i93*i96 + 0.0035814*i93*i97 + 0.00156313*i93*i98 + 0.00599576*i93*i99 + 0.00427812* i93*i100 + 0.00550244*i94*i95 + 0.00558508*i94*i96 + 0.0059384*i94*i97 + 0.00357124*i94*i98 + 0.0064057*i94*i99 + 0.00623724*i94*i100 + 0.0227304* i95*i96 + 0.01445112*i95*i97 + 0.01257804*i95*i98 + 0.01368382*i95*i99 + 0.01773414*i95*i100 + 0.0257114*i96*i97 + 0.01933344*i96*i98 + 0.0317874* i96*i99 + 0.0306278*i96*i100 + 0.01873902*i97*i98 + 0.01912542*i97*i99 + 0.0219022*i97*i100 + 0.01388668*i98*i99 + 0.0207524*i98*i100 + 0.0256994* i99*i100 - objvar =L= 0; e2.. 0.00011438*i1 - 0.0226628*i2 - 0.0164176*i3 - 0.00987102*i4 - 0.0177519*i5 - 0.0214501*i6 - 0.0183449*i7 - 0.139908*i8 + 0.0143991*i9 - 0.00459102*i10 - 0.0498625*i11 - 0.00136834*i12 - 0.00731355*i13 - 0.0407972*i14 - 0.0179845*i15 - 0.0134868*i16 + 0.0208532*i17 - 0.0134023*i18 - 0.0016983*i19 - 0.0504684*i20 - 0.00993531*i21 - 0.00967252*i22 - 0.0093525*i23 - 0.0235131*i24 - 0.00939281*i25 - 0.00385931*i26 - 0.0232418*i27 - 0.0134094*i28 - 0.0102879*i29 - 0.0680481*i30 + 0.00079685*i31 - 0.0117352*i32 - 0.0221879*i33 - 0.0292863*i34 - 0.0178439*i35 - 0.0215713*i36 - 0.0127821*i37 - 0.0199321*i38 - 0.0156042*i39 + 0.0117787*i40 - 0.0242007*i41 - 0.0166018*i42 - 0.00704129*i43 - 0.01393*i44 - 0.0168447*i45 - 0.00581865*i46 - 0.0198853*i47 - 0.00910726*i48 - 0.00613898*i49 - 0.034707*i50 - 0.00251132*i51 - 0.0165947*i52 - 0.00871196*i53 - 0.0188213*i54 - 0.00851418*i55 - 0.00292541*i56 - 0.00672748*i57 - 0.00207873*i58 - 0.0104384*i59 + 0.00259625*i60 - 0.0200773*i61 - 0.0351089*i62 - 0.0260835*i63 - 0.0163205*i64 - 0.0108857*i65 - 0.0369356*i66 - 0.00072115*i67 - 0.013863*i68 - 0.0201333*i69 - 0.00815196*i70 - 0.0274616*i71 - 0.00505996*i72 - 0.00018617*i73 - 0.00473674*i74 - 0.0209568*i75 - 0.00959808*i76 - 0.0138104*i77 - 0.00857398*i78 - 0.0457583*i79 - 0.00116198*i80 - 0.0208204*i81 - 0.00628309*i82 - 0.0237823*i83 - 0.0140875*i84 - 0.0158258*i85 - 0.00742073*i86 - 0.0120305*i87 + 0.0173439*i88 - 0.0253604*i89 - 0.0179007*i90 - 0.0223623*i91 - 0.016037*i92 - 0.00597365*i93 - 0.0142456*i94 - 0.00769496*i95 - 0.00982019*i96 - 0.00627006*i97 - 0.0288562*i98 - 0.0245847*i99 - 0.0261142*i100 =G= 0; e3.. 52.59*i1 + 28.87*i2 + 29.19*i3 + 46.55*i4 + 24.26*i5 + 42.53*i6 + 40.53*i7 + 79.56*i8 + 108.9*i9 + 79.06*i10 + 20.15*i11 + 35.64*i12 + 39.55*i13 + 14.32*i14 + 26.41*i15 + 62.48*i16 + 254.3*i17 + 32.42*i18 + 24.84*i19 + 10.1*i20 + 21.2*i21 + 40.25*i22 + 17.32*i23 + 60.92*i24 + 54.73*i25 + 78.62*i26 + 49.24*i27 + 68.19*i28 + 50.3*i29 + 3.83*i30 + 18.27*i31 + 59.67*i32 + 12.21*i33 + 38.09*i34 + 71.72*i35 + 23.6*i36 + 70.71*i37 + 56.98*i38 + 34.47*i39 + 10.23*i40 + 59.19*i41 + 58.61*i42 + 445.29*i43 + 131.69*i44 + 34.24*i45 + 43.11*i46 + 25.18*i47 + 28*i48 + 19.43*i49 + 14.33*i50 + 28.41*i51 + 74.5*i52 + 36.54*i53 + 38.99*i54 + 43.15*i55 + 199.55*i56 + 59.07*i57 + 123.55*i58 + 20.55*i59 + 66.72*i60 + 37.95*i61 + 27.62*i62 + 23.21*i63 + 36.09*i64 + 23.09*i65 + 46.54*i66 + 67.89*i67 + 34.83*i68 + 11.96*i69 + 45.77*i70 + 32.91*i71 + 77.37*i72 + 21.46*i73 + 53.11*i74 + 14.29*i75 + 61.13*i76 + 32.79*i77 + 59.84*i78 + 6.59*i79 + 14.06*i80 + 55.29*i81 + 33.33*i82 + 4.24*i83 + 23.21*i84 + 47.85*i85 + 48.99*i86 + 57.46*i87 + 28.87*i88 + 24.6*i89 + 22.26*i90 + 28.31*i91 + 26.67*i92 + 48.1*i93 + 28.01*i94 + 64.85*i95 + 25.54*i96 + 31.47*i97 + 18.31*i98 + 35.06*i99 + 8.06*i100 =G= 10000; e4.. 52.59*i1 + 28.87*i2 + 29.19*i3 + 46.55*i4 + 24.26*i5 + 42.53*i6 + 40.53*i7 + 79.56*i8 + 108.9*i9 + 79.06*i10 + 20.15*i11 + 35.64*i12 + 39.55*i13 + 14.32*i14 + 26.41*i15 + 62.48*i16 + 254.3*i17 + 32.42*i18 + 24.84*i19 + 10.1*i20 + 21.2*i21 + 40.25*i22 + 17.32*i23 + 60.92*i24 + 54.73*i25 + 78.62*i26 + 49.24*i27 + 68.19*i28 + 50.3*i29 + 3.83*i30 + 18.27*i31 + 59.67*i32 + 12.21*i33 + 38.09*i34 + 71.72*i35 + 23.6*i36 + 70.71*i37 + 56.98*i38 + 34.47*i39 + 10.23*i40 + 59.19*i41 + 58.61*i42 + 445.29*i43 + 131.69*i44 + 34.24*i45 + 43.11*i46 + 25.18*i47 + 28*i48 + 19.43*i49 + 14.33*i50 + 28.41*i51 + 74.5*i52 + 36.54*i53 + 38.99*i54 + 43.15*i55 + 199.55*i56 + 59.07*i57 + 123.55*i58 + 20.55*i59 + 66.72*i60 + 37.95*i61 + 27.62*i62 + 23.21*i63 + 36.09*i64 + 23.09*i65 + 46.54*i66 + 67.89*i67 + 34.83*i68 + 11.96*i69 + 45.77*i70 + 32.91*i71 + 77.37*i72 + 21.46*i73 + 53.11*i74 + 14.29*i75 + 61.13*i76 + 32.79*i77 + 59.84*i78 + 6.59*i79 + 14.06*i80 + 55.29*i81 + 33.33*i82 + 4.24*i83 + 23.21*i84 + 47.85*i85 + 48.99*i86 + 57.46*i87 + 28.87*i88 + 24.6*i89 + 22.26*i90 + 28.31*i91 + 26.67*i92 + 48.1*i93 + 28.01*i94 + 64.85*i95 + 25.54*i96 + 31.47*i97 + 18.31*i98 + 35.06*i99 + 8.06*i100 =L= 11000; * set non-default bounds Model m / all /; m.limrow=0; m.limcol=0; m.tolproj=0.0; $if NOT '%gams.u1%' == '' $include '%gams.u1%' $if not set MINLP $set MINLP MINLP Solve m using %MINLP% minimizing objvar;
Last updated: 2024-08-26 Git hash: 6cc1607f