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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





foliocppqp.dat

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

! trs  haw  thr  tel  brw  hgw  car  bnk  sof  elc
0.1    0    0    0    0    0    0    0    0    0 ! treasury
  0   19   -2    4    1    1    1  0.5   10    5 ! hardware
  0   -2   28    1    2    1    1    0   -2   -1 ! theater
  0    4    1   22    0    1    2    0    3    4 ! telecom
  0    1    2    0    4 -1.5   -2   -1    1    1 ! brewery
  0    1    1    1 -1.5  3.5    2  0.5    1  1.5 ! highways
  0    1    1    2   -2    2    5  0.5    1  2.5 ! cars
  0  0.5    0    0   -1  0.5  0.5    1  0.5  0.5 ! bank
  0   10   -2    3    1    1    1  0.5   25    8 ! software
  0    5   -1    4    1  1.5  2.5  0.5    8   16 ! electronics

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