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Folio - Introductory examples from 'Getting Started'

Description
Simple tasks for formulating and solving a portfolio optimization problem:
• inputting an LP problem from data arrays (foliolp.c)
• inputting a MIP problem - binary variables (foliomip1.c)
• inputting a MIP problem - semicontinuous variables (foliomip2.c)
• inputting a QP problem (folioqp.c)
• using the MIP solution enumerator (foliomatenumsol.c)
• using the MIP solution pool (foliomatsolpool.c)

Source Files
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Data Files

Folio.mps

NAME          FolioLP
ROWS
N  *OBJ*
E  Cap
G  NA
L  Risk

COLUMNS
frac      NA        1
frac      Cap       1
frac      *OBJ*     5
frac_1    Risk      1
frac_1    NA        1
frac_1    Cap       1
frac_1    *OBJ*     17
frac_2    Risk      1
frac_2    NA        1
frac_2    Cap       1
frac_2    *OBJ*     26
frac_3    Risk      1
frac_3    NA        1
frac_3    Cap       1
frac_3    *OBJ*     12
frac_4    Cap       1
frac_4    *OBJ*     8
frac_5    Cap       1
frac_5    *OBJ*     9
frac_6    Cap       1
frac_6    *OBJ*     7
frac_7    Cap       1
frac_7    *OBJ*     6
frac_8    Risk      1
frac_8    Cap       1
frac_8    *OBJ*     31
frac_9    Risk      1
frac_9    Cap       1
frac_9    *OBJ*     21

RHS
*RHS*     Cap       1
*RHS*     NA        0.5
*RHS*     Risk      0.333333

BOUNDS
UP *BND*     frac      0.3
UP *BND*     frac_1    0.3
UP *BND*     frac_2    0.3
UP *BND*     frac_3    0.3
UP *BND*     frac_4    0.3
UP *BND*     frac_5    0.3
UP *BND*     frac_6    0.3
UP *BND*     frac_7    0.3
UP *BND*     frac_8    0.3
UP *BND*     frac_9    0.3

ENDATA