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add 'portfolio' model in readme
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sirfoga committed Oct 18, 2017
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1 change: 1 addition & 0 deletions README.md
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Expand Up @@ -100,6 +100,7 @@ total_gain = 34
| [Produzione su più linee](models/linee-produzione) | `min-max` | `x_13 = 20, x_23 = 30, x_32 = 16, x_41 = 20` | `86` |
| [Scheduling just-in-time](models/scheduling-jit) | `min-abs` | `start_1 = 26, start_2 = 31, start_3 = 38, start_4 = 45, start_5 = 52` | `4500` |
| [Localizzazione con costi fissi](models/gdo/gdo.mod) | `logico` | `dnf` | `dnf` |
| [Portfolio optimization](models/portfolio) | `logico` | `A = 22727.3, C = 70454.5, E = 6818.18` | `39538.6` |


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10 changes: 5 additions & 5 deletions models/portfolio/portfolio.dat
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@@ -1,11 +1,11 @@
set FUNDS := "A", "B", "C", "D", "E";

param: is_state_public moodys_rating time profit tax :=
"A" 0 2 9 4.5 0
"B" 1 3 15 5.4 0
"C" 1 1 4 5.1 0.3
"D" 1 4 3 4.4 0.3
"E" 0 5 2 6.1 0;
"A" 0 2 9 0.45 0
"B" 1 3 15 0.54 0
"C" 1 1 4 0.51 0.3
"D" 1 4 3 0.44 0.3
"E" 0 5 2 0.61 0;

param minPublicFunds := 0.4;
param minAForE := 10000;
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