Problem 1
Contents
Problem 1
Number of instruments in the portfolio, 
.
Number of scenarios, 
.
The description of the problem statement for Problem 1 is in file "problem_maxret_prob_short":
Data for Problem 1 are saved in text file:
"matrix_budget.txt",
"matrix_scenarios.txt",
"point_lowerbounds.txt",
"point_upperbounds.txt"
"matrix_returns.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":
