FICO Xpress Optimization Examples Repository: Portfolio - Quadratic Programming with discrete variables

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Portfolio - Quadratic Programming with discrete variables

Description

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

xbportfcs.zip

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Source Files

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xbportf.cs	[download]
xbportf.csproj	[download]

Data Files

pfqcost.dat	[download]
pfubds.dat	[download]
pflcost.dat	[download]

xbportf.csproj

<Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
    <OutputType>Exe</OutputType>
    <TargetFramework>net5.0</TargetFramework>

    <IsPackable>false</IsPackable>
  </PropertyGroup>

  <ItemGroup>
    <Content Include="../../../Data/portf/*">
      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
      <LinkBase>Data/portf</LinkBase>
    </Content>
  </ItemGroup>
  
  <ItemGroup>
    <PackageReference Include="FICO.Xpress.XPRBdn" Version="4.14.0" /> <!-- Version 4.14.0 or later -->
  </ItemGroup>
  

</Project>