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Economics and finance

Description
Problem name and type, featuresDifficulty
H‑1 Choice of loans *
calculation of net present value
H‑2 Publicity campaign *
forall-do
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

mosel_app_8.zip[download all files]

Source Files

Data Files





h6expand.dat

! Data file for `h6expand.mos'

COST: [1.80  2.40  2.40  1.80  1.50
       1.20  1.80  2.40  0.60  0.50
       1.20  1.00  0     0.48  0
       1.40  1.40  1.20  1.20  1.20
       1.60  2.10  2.50  2.00  1.80]

RET: [10.8  4.8  3.2  4.44  12.25]

CAP: [ 4.8  6.0  4.8  4.2  3.5]

DESCR: ["Expand assembly line" "Reorganize shop" "New painting facility"
        "Concept car" "Reorganize logistics"]

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