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Economics and finance

Problem name and type, featuresDifficulty
H‑1 Choice of loans *
calculation of net present value
H‑2 Publicity campaign *
H‑3 Portfolio selection **
sets of integers, second formulation with semi-continuous, parameters
H‑4 Financing an early retirement scheme **
inline if, selection with `|'
H‑5 Family budget **
formulation of monthly balance constraints including different payment frequencies; as, mod, inline if, selection with `|'
H‑6 Choice of expansion projects **
experiment with solutions: solve LP problem explicitly, ``round'' some almost integer variable and re-solve
H‑7 Mean variance portfolio selection: Quadratic Programming problem ***
parameters, forall-do, min, max, loop over problem solving

Further explanation of this example: 'Applications of optimization with Xpress-MP', Chapter 13: Economics and finance problems[download all files]

Source Files

Data Files


! Data file for `h4retire.mos'

DEM: [1000 600 640 480 760 1020 950]

VALUE: [("SNCF") 1.0 ("Fujitsu") 0.8 ("Treasury") 0.5]

RATE: [("SNCF") 7.0 ("Fujitsu") 7.0 ("Treasury") 6.5]

DUR: [("SNCF") 5 ("Fujitsu") 4 ("Treasury") 6]


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