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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 `h1loan.mos'

PRICE: [(London) 2500000 (Munich) 1000000 (Rome) 1700000]

RATE: [(1 London) 0.050 (1 Munich) 0.065 (1 Rome) 0.061
       (2 London) 0.052 (2 Munich) 0.062 (2 Rome) 0.062
       (3 London) 0.055 (3 Munich) 0.058 (3 Rome) 0.065]
VMAX: 3000000       

DUR: 8

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