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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 `h7qportf.mos'

RET: [8 9 12 7]

VAR: [ ! hardware  software  show-biz  T-bills
           4         3         -1        0     ! hardware
           3         6          1        0     ! software
          -1         1         10        0     ! show-biz
           0         0          0        0 ]   ! T-bills

NAMES: ["hardware" "software" "show-biz" "T-bills"]

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