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Economics and finance

Description
Problem name and type, featuresDifficultyRelated examples
H‑1 Choice of loans *
calculation of net present value
H‑2 Publicity campaign *
forall-do
H‑3 Portfolio selection ** h7qportf.mos
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 ** capbgt_graph.mos
experiment with solutions: solve LP problem explicitly, ``round'' some almost integer variable and re-solve
H‑7 Mean variance portfolio selection: Quadratic Programming problem *** folioqp_graph.mos
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
By clicking on a file name, a preview is opened at the bottom of this page.
h1loan.mos[download]
h2publ.mos[download]
h3portf.mos[download]
h4retire.mos[download]
h5budget.mos[download]
h6expand.mos[download]
h7qportf.mos[download]

Data Files
h1loan.dat[download]
h2publ.dat[download]
h3portf.dat[download]
h4retire.dat[download]
h5budget.dat[download]
h6expand.dat[download]
h7qportf.dat[download]




h1loan.dat

! 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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