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Folio - Examples from 'Getting started'

Description
Different versions of a portfolio optimization problem:
  • modeling and solving a small LP problem (foliolp.cpp)
  • performing explicit initialization (folioinit.cpp)
  • data input from file, index sets (foliodata.cpp)
  • modeling and solving a small MIP problem with binary variables (foliomip1.cpp)
  • modeling and solving a small MIP problem with semi-continuous variables (foliomip2.cpp)
  • modeling and solving QP and MIQP problems (folioqp.cpp)
  • heuristic solution of a MIP problem (folioheur.cpp)

foliobclcpp.zip[download all files]

Source Files

Data Files





foliocpplp.dat

! Data file for `foliodata.cpp'/`foliodata.C'

! Return
"treasury" 	5 
"hardware" 	17 
"theater" 	26 
"telecom" 	12
"brewery" 	8 
"highways" 	9 
"cars" 		7 
"bank" 		6
"software" 	31 
"electronics" 	21

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