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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





h2publ.dat

! Data file for `h2publ.mos'

REACH:  [12000 1500 2000 6000 3000 9000]

COST:   [1500 8000 12000 9000 24000 51000]

MAXUSE: [4 2 8 60 4 8]

SCORE:  [3 7 8 2 6 9]

BUDGET: 250000

TARGET: 100000

NAMES: ["Weekly newspaper" "Monthly magazine" "Weekly magazine" 
        "Radio spot" "Billboard" "TV spot"]

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