FICO Xpress Optimization Examples Repository: Folio - Advanced modelling and solving tasks

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Folio - Advanced modelling and solving tasks

Description

Advanced modelling and solving tasks for a portfolio optimization problem:

Automated solver tuning (foliolptune.mos)
Defining an integer solution callback (foliocb.mos, callback specification by name: foliocbm.mos; using an 'mpsol' object: foliocb_sol.mos)
Using the solution enumerator for multiple MIP solutions (folioenumsol.mos)
Handling infeasibility
- handling infeasibility through deviation variables (folioinfeas.mos)
- retrieving infeasible row/column from presolve (folioinfcause.mos)
- retrieving IIS - LP, MIP, NLP infeasible (folioiis.mos, foliomiis.mos, folionliis.mos)
- using the built-in infeasibility repair functionality (foliorep.mos)
- same as foliorep, using an 'mpsol' object (foliorep_sol.mos)
Data transfer in memory
- running foliomemio.mos with data transfer in memory (runfolio.mos)
- same running foliomemio2.mos, grouping tables with identical index sets in "initializations" blocks (runfolio2.mos)
- main model running several model instances in parallel (runfoliopar.mos)
Remote models on a distributed architecture
- running foliomemio.mos on a remote instance of Mosel (runfoliodistr.mos)
- main model running several model instances in parallel, each on a different (remote) instance of Mosel (runfoliopardistr.mos)
Remote execution via XPRD
- See examples in the Mosel Whitepapers directory moselpar/XPRD
XML and JSON data formats
- reading data from an XML file, solution output in XML format on screen and to a new file (folioxml.mos, folioxmlqp.mos)
- generate HTML output file as an XML document (runfolioxml.mos)
- using JSON-format data files, reading data from a JSON file, solution output in JSON format on screen and to a new file (foliojson.mos)
HTTP
- starting an HTTP server managing requests from HTTP clients (foliohttpsrv.mos)
- HTTP client exchanging XML data files with an HTTP server (foliohttpclient.mos)

folioadv.zip

[download all files]

Source Files

By clicking on a file name, a preview is opened at the bottom of this page.

foliomip3.mos	[download]
foliomemio.mos	[download]
foliomemio2.mos	[download]
foliocbio.mos	[download]
foliocb.mos	[download]
foliocb_sol.mos	[download]
foliocbm.mos	[download]
folioenumsol.mos	[download]
folioinfeas.mos	[download]
folioinfcause.mos	[download]
folioiis.mos	[download]
foliomiis.mos	[download]
folionliis.mos	[download]
foliolptune.mos	[download]
foliorep.mos	[download]
foliorep_sol.mos	[download]
runfolio.mos	[download]
runfolio2.mos	[download]
runfoliopar.mos	[download]
runfoliodistr.mos	[download]
runfoliopardistr.mos	[download]
folioxml.mos	[download]
folioxmlqp.mos	[download]
runfolioxml.mos	[download]
foliojson.mos	[download]
foliohttpsrv.mos	[download]
foliohttpclient.mos	[download]

Data Files

folio5.dat	[download]
folio10.dat	[download]
folio250.dat	[download]
folioqp.dat	[download]
folio.xml	[download]
folioqp.xml	[download]
folioqpvar.xml	[download]
folio.json	[download]

folio.json

{
 "share":[
   {"name":"treasury", "ret":"5", "dev":"0.1", "country":"Canada", "region":"NA", "risk":"low"}, 
   {"name":"hardware", "ret":"17", "dev":"19", "country":"USA", "region":"NA", "risk":"high"}, 
   {"name":"theater", "ret":"26", "dev":"28", "country":"USA", "region":"NA", "risk":"high"}, 
   {"name":"telecom",  "ret":"12", "dev":"22", "country":"USA", "region":"NA", "risk":"high"},
   {"name":"brewery",  "ret":"8", "dev":"4", "country":"UK", "region":"Europe", "risk":"low"},
   {"name":"highways", "ret":"9", "dev":"3.5", "country":"UK", "region":"Europe", "risk":"low"}, 
   {"name":"cars",  "ret":"7", "dev":"5", "country":"Germany", "region":"Europe", "risk":"low"},
   {"name":"bank", "ret":"6", "dev":"0.5", "country":"Luxemburg", "region":"Europe", "risk":"low"}, 
   {"name":"software", "ret":"31", "dev":"25", "country":"India", "region":"Asia", "risk":"high"}, 
   {"name":"electronics", "ret":"21", "dev":"16", "country":"Japan", "region":"Asia", "risk":"high"} ],
   
 "share2":[
   ["treasury", "5", "0.1", "Canada", "NA", "low"], 
   ["hardware", "17", "19", "USA", "NA", "high"], 
   ["theater", "26", "28", "USA", "NA", "high"], 
   ["telecom",  "12", "22", "USA", "NA", "high"],
   ["brewery",  "8", "4", "UK", "Europe", "low"],
   ["highways", "9", "3.5", "UK", "Europe", "low"], 
   ["cars",  "7", "5", "Germany", "Europe", "low"],
   ["bank", "6", "0.5", "Luxemburg", "Europe", "low"], 
   ["software", "31", "25", "India", "Asia", "high"], 
   ["electronics", "21", "16", "Japan", "Asia", "high"] ] 
}