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Folio - Embedding examples from 'Getting started' Description Simple embedding tasks for a portfolio optimization problem:
Source Files By clicking on a file name, a preview is opened at the bottom of this page. Data Files foliomat.cs /******************************************************** Mosel Library Example Problems ============================== file foliomat.cs ```````````````` Exporting a matrix. (c) 2009 Fair Isaac Corporation author: J.Farmer, Jun. 2009, rev. May. 2021 ********************************************************/ using Mosel; using System.IO; namespace mosel_getting_started { public class foliomat { public static void Main(string[] args) { XPRM mosel; XPRMModel mod; mosel = XPRM.Init(); // Initialize Mosel mosel.WorkDir = Directory.GetParent(System.Reflection.Assembly.GetExecutingAssembly().Location).FullName; // Set Mosel work directory to folder containing our example mosel.Compile("foliodata.mos"); // Compile the model mod = mosel.LoadModel("foliodata.bim"); // Load compiled model mod.Run(); // Run the model // Output the LP/MIP problem (or the portion of a problem that is specified // via mpvar+linctr only, ignoring solver-specific extensions such as // indicators or general constraints) mod.ExportProblem("p", "folio"); } } } | |||||||||
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