FICO Xpress Optimization Examples Repository: Folio - Embedding examples from 'Getting started'

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Folio - Embedding examples from 'Getting started'

Description

Simple embedding tasks for a portfolio optimization problem:

loading and running a BIM file (foliorun.cs)
executing a Mosel model (folioexec.cs)
parameterized model execution (folioparam.cs)
exporting a matrix (foliomat.cs)
accessing model results (folioobj.cs)
data exchange in memory (runfolio.cs,runfoliob.cs)
retrieving solution output from Optimizer callbacks in foliocbio.mos during optimization (runfoliocbio.cs)

Difficulty rating: 2 (easy-medium)

folioembedcs.zip

[download all files]

Source Files

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

foliorun.cs	[download]
folioexec.cs	[download]
folioparam.cs	[download]
foliomat.cs	[download]
folioobj.cs	[download]
foliodata.mos	[download]
runfolio.cs	[download]
runfolio2.cs	[download]
runfoliob.cs	[download]
runfoliocbio.cs	[download]
foliomemio.mos	[download]
foliomemio2.mos	[download]
foliocbio.mos	[download]

Data Files

folio.dat

[download]

folio.dat

! Data file for `folio*.mos'

RET: [("treasury") 5 ("hardware") 17 ("theater") 26 ("telecom") 12     
      ("brewery") 8 ("highways") 9 ("cars") 7 ("bank") 6
      ("software") 31 ("electronics") 21 ]

DEV: [("treasury") 0.1 ("hardware") 19 ("theater") 28 ("telecom") 22
      ("brewery") 4 ("highways") 3.5 ("cars") 5 ("bank") 0.5 
      ("software") 25 ("electronics") 16 ]

NAMES:  ["treasury" "hardware" "theater" "telecom" "brewery" "highways" "cars" "bank" "software" "electronics"]

COUNTRY: ["Canada" "USA" "USA" "USA" "UK" "France" "Germany" "Luxemburg" "India" "Japan"]

RISK: ["hardware" "theater" "telecom" "software" "electronics"]

NA: ["treasury" "hardware" "theater" "telecom"]