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Folio - Examples from 'Getting Started'

Description
Different versions of a portfolio optimization problem.

• modeling and solving a small LP problem (foliolp)
• performing explicit initialization (folioini*)
• data input from file, index sets (foliodata, requires foliocpplp.dat)
• modeling and solving a small MIP problem with binary variables (foliomip1)
• modeling and solving a small MIP problem with semi-continuous variables (foliomip2)
• modeling and solving QP and MIQP problems (folioqp, requires foliocppqp.dat)
• modeling and solving QCQP problems (folioqc, requires foliocppqp.dat)
• heuristic solution of a MIP problem (folioheur)
• enlarged version of the basic MIP model (foliomip3 with include file readfoliodata.c_, to be used with data set folio10.cdat)
• defining an integer solution callback (foliocb)
• using the MIP solution pool (foliosolpool)
• using the solution enumerator (folioenumsol)
• handling infeasibility through deviation variables (folioinfeas)
• retrieving IIS (folioiis)
• using the built-in infeasibility repair functionality (foliorep)
Further explanation of this example: 'Getting Started with BCL' for the basic modelling and solving tasks; 'Advanced Evaluators Guide' for solution enumeration and infeasibilit handling

Source Files

Data Files

foliocppqp.dat

! Data file for folioqp.cpp'/folioqp.C'

! trs  haw  thr  tel  brw  hgw  car  bnk  sof  elc
0.1    0    0    0    0    0    0    0    0    0 ! treasury
0   19   -2    4    1    1    1  0.5   10    5 ! hardware
0   -2   28    1    2    1    1    0   -2   -1 ! theater
0    4    1   22    0    1    2    0    3    4 ! telecom
0    1    2    0    4 -1.5   -2   -1    1    1 ! brewery
0    1    1    1 -1.5  3.5    2  0.5    1  1.5 ! highways
0    1    1    2   -2    2    5  0.5    1  2.5 ! cars
0  0.5    0    0   -1  0.5  0.5    1  0.5  0.5 ! bank
0   10   -2    3    1    1    1  0.5   25    8 ! software
0    5   -1    4    1  1.5  2.5  0.5    8   16 ! electronics