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Folio - Examples from 'Getting Started'

Description
Different versions of a portfolio optimization problem.

Basic modelling and solving tasks:
  • 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)
Advanced modeling and solving tasks:
  • 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

xbfoliocpp.zip[download all files]

Source Files
By clicking on a file name, a preview is opened at the bottom of this page.
foliolp.cpp[download]
folioinit.cpp[download]
foliodata.cpp[download]
foliomip1.cpp[download]
foliomip2.cpp[download]
folioqp.cpp[download]
folioqc.cpp[download]
folioheur.cpp[download]
foliomip3.cpp[download]
readfoliodata.c_[download]
foliocb.cpp[download]
foliosolpool.cpp[download]
folioenumsol.cpp[download]
folioinfeas.cpp[download]
folioiis.cpp[download]
foliorep.cpp[download]

Data Files
foliocpplp.dat[download]
foliocppqp.dat[download]
folio10.cdat[download]




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
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