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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 folioobj.java /******************************************************** Mosel Library Example Problems ============================== file folioobj.java `````````````````` Accessing model results. (c) 2008 Fair Isaac Corporation author: S.Heipcke, Mar. 2006 ********************************************************/ import com.dashoptimization.*; public class folioobj { public static void main(String[] args) throws Exception { XPRM mosel; XPRMModel model; XPRMArray varr, darr; XPRMMPVar x; XPRMSet set; int[] indices; mosel = new XPRM(); // Initialize Mosel mosel.compile("foliodata.mos"); // Compile the model model = mosel.loadModel("foliodata.bim"); // Load compiled model model.run(); // Run the model // Test whether a solution is found // and print the objective value if(model.getProblemStatus()==XPRMModel.PB_OPTIMAL) System.out.println("Objective value: " + model.getObjectiveValue()); // Retrieve the decision variables varr=(XPRMArray)model.findIdentifier("frac"); // Get model object 'frac', // it must be an array // Retrieve the index names set=(XPRMSet)model.findIdentifier("SHARES"); // Get model object 'SHARES', // it must be a set indices = varr.getFirstIndex(); // Get the first entry of array varr // (we know that the array is dense) do { x = varr.get(indices).asMPVar(); // Get a variable from varr System.out.println(set.get(indices[0]) + ":\t" + x.getSolution()*100 + "%"); // Print the solution value } while(varr.nextIndex(indices)); // Get the next index } } | |||||||||
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