Problem 2
Number of instruments in the portfolio, .
Number of scenarios, .
The description of the problem statement for Optimization Problem 1 is in file "problem_2_short.txt":
Data for Optimization Problem 2 are saved in text files:
"matrix_budget.txt"
"matrix_h.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":