Problem 1
Contents
Optimization Problem 1
Number of instruments in the portfolio, 
.
Number of scenarios, 
.
The description of the problem statement for Optimization Problem 1 is in file "problem_1_32_short.txt":
Data for Optimization Problem 1 are saved in text files:
"matrix_prior_scenarios.txt" contains Scenarios of rates of returns of instruments in the portfolio;
"matrix_budget.txt" coefficients for budget constraint;
Problem was solved by program Run-File:
The solution report was saved in text file "solution_problem_1.txt":
Optimal point was saved in text file "point_problem_1.txt":
