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Portfolio - Quadratic Programming with discrete variables

Description
Quadratic Mixed Integer Programming example demonstrating Quadratic Programming with discrete variables.


Source Files

Data Files





pflcost.dat

1,-0.0107349
2,-0.0166766
3,0.0115281
4,-0.00819545
5,-0.035116
6,-0.00998091
7,-0.00455236
8,-0.00578094
9,0.00041501
10,-0.0103963
11,-0.003963
12,-0.0043625
13,0.00769314
14,0.00240079
15,0.00189343
16,-0.0116143
17,-0.00425423
18,-0.0184772
19,-0.0137747
20,0.0092521
21,-0.0130919
22,0.0116464
23,0.00105153
24,-0.00392904
25,-0.0294909
26,0.0000983251
27,-0.000195027
28,-0.00889261
29,-0.00550197
30,0.000946391

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