Problem 3
Contents
Optimization Problem 3
The description of the problem statement for Optimization Problem 3 is in file "problem_3_32_short.txt":
Data for Optimization Problem 3 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":
