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Portfolio - Quadratic Programming with discrete variables

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

xbportfjava.zip[download all files]

Source Files

Data Files





pfubds.dat

1,2.6479
2,1.46792
3,3.70155
4,4.39806
5,18.0007
6,4.46345
7,3.62063
8,5.76717
9,3.38103
10,5.06886
11,6.37065
12,7.94275
13,8.46357
14,6.00477
15,5.41189
16,10.341
17,11.9197
18,4.36639
19,4.47591
20,4.17524
21,4.05525
22,9.93855
23,6.96074
24,4.94284
25,5.02139
26,15.9235
27,8.67996
28,6.71982
29,16.6752
30,25.2825

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