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":

 

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Data for Problem 2 are saved in text file:

"matrix_data.txt",

"matrix_parameters_vars.txt".

 

Problem was solved by program Run-File:

 
 

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The solution report was saved in text file "solution_problem_1.txt":
 

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Optimal point was saved in text file "point_problem_1.txt":
 

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