FICO Xpress Optimization Examples Repository: Folio

FICO Xpress Optimization Examples Repository

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Folio - Examples from 'Getting Started'

Description

Different versions of a portfolio optimization problem.

Basic modelling and solving tasks:

modeling and solving a small LP problem (FolioInit)
modeling and solving a small MIP problem with binary variables (FolioMip1)
modeling and solving a small MIP problem with semi-continuous variables (FolioMip2)
modeling and solving QP, MIQP, QCQP problems (FolioQP, FolioQC)
heuristic solution of a MIP problem (FolioHeuristic)

Advanced modeling and solving tasks:

enlarged version of the basic MIP model (Folio, to be used with data set folio10.cdat)
defining an integer solution callback (FolioCB, to be used with data set folio10.cdat)
retrieving IIS (FolioIIS, FolioMipIIS, to be used with data set folio10.cdat)

folio_dnet.zip

[download all files]

Source Files

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Folio.cs	[download]
Folio.csproj	[download]
FolioCB.cs	[download]
FolioCB.csproj	[download]
FolioHeuristic.cs	[download]
FolioHeuristic.csproj	[download]
FolioIIS.cs	[download]
FolioIIS.csproj	[download]
FolioInit.cs	[download]
FolioInit.csproj	[download]
FolioMip1.cs	[download]
FolioMip1.csproj	[download]
FolioMip2.cs	[download]
FolioMip2.csproj	[download]
FolioMipIIS.cs	[download]
FolioMipIIS.csproj	[download]
FolioQC.cs	[download]
FolioQC.csproj	[download]
FolioQP.cs	[download]
FolioQP.csproj	[download]

FolioInit.csproj

<Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
    <OutputType>Exe</OutputType>
    <TargetFramework>net5.0</TargetFramework>

    <IsPackable>false</IsPackable>
    <XpressExampleFiles Condition="'$(XpressExampleFiles)'==''">../../../data</XpressExampleFiles>
  </PropertyGroup>

  <ItemGroup>
    <PackageReference Include="FICO.Xpress.XPRSdn" Version="41.1.1" /> <!-- Version 41.1.1 or later -->
  </ItemGroup>
  
</Project>