Optimization Problem 1
 

Number of instruments in the portfolio, .

Number of scenarios, .
 

The description of the problem statement for Problem is in file "problem_deterministic_lp_model_short.txt":

 

 

Data for Problem 1 are saved in text file:

"matrix_acreage_cotton.txt",

"matrix_acreage_peanut.txt",

"matrix_acreage_xa.txt",

"matrix_cardinality_cotton.txt",

"matrix_cardinality_peanut.txt",

"matrix_obj_el.txt",

"matrix_scenarios_el.txt",

"point_upperbounds.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":