Problem 2
Number of instruments in the portfolio, .
Number of scenarios, .
The description of the problem statement for Problem 2 is in file "problem_logexp_sum_of_splines_#n.txt":
Data for Problem 2 are saved in text file:
"matrix_data.txt",
"matrix_parameters_vars.txt".
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":