From fbdbc18a379db5c7df5f61c2c8bf4c0191ce59ba Mon Sep 17 00:00:00 2001 From: Stefano Fogarollo Date: Wed, 18 Oct 2017 17:22:54 +0200 Subject: [PATCH] add 'portfolio' model in readme --- README.md | 1 + models/portfolio/portfolio.dat | 10 +++++----- 2 files changed, 6 insertions(+), 5 deletions(-) diff --git a/README.md b/README.md index 69ee090..0756b3d 100755 --- a/README.md +++ b/README.md @@ -100,6 +100,7 @@ total_gain = 34 | [Produzione su piĆ¹ 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` | ## Help, something is wrong diff --git a/models/portfolio/portfolio.dat b/models/portfolio/portfolio.dat index 5e2337c..44773ba 100644 --- a/models/portfolio/portfolio.dat +++ b/models/portfolio/portfolio.dat @@ -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;