####################################################################### # # # This file is part of a collection developed first for a course in # # financial optimization taught out of the text of Cornuejols and # # Tutuncu and then adapted for a tutorial on modeling and the COIN-OR # # Optimization Suite. Materials for the original course on financial # # optimization are hosted here: # # # # http://coral.ie.lehigh.edu/~ted/teaching/ie447 # # # # Materials for the tutorial are hosted here: # # # # http://coral.ie.lehigh.edu/~ted/teaching/coin-or # # # # # # This collection of models is licensed under The Creative Commons # # CC BY-SA 3.0 License, a copy of which is available here: # # # # http://creativecommons.org/licenses/by-sa/3.0/ # # # # Copyright 2014, Ted Ralphs # # All Rights Reserved # # ted@lehigh.edu # # # ####################################################################### MAXIMIZE 1*invest_5 + 0 SUBJECT TO _C6: - 12 bonds_2 + bonds_5 - 11 credit_4 + credit_5 + 103 invest_4 - invest_5 = -300 _C5: - 12 bonds_1 + bonds_4 - 11 credit_3 + credit_4 + 103 invest_3 - invest_4 = -50 _C9: credit__3 = 0 _C17: bonds_4 = 0 _C19: credit_5 = 0 _C11: invest__2 = 0 _C7: bonds__3 = 0 _C14: invest__1 = 0 _C1: bonds_0 - 12 bonds__3 + credit_0 - 11 credit__1 - invest_0 + 103 invest__1 = 150 _C12: credit__2 = 0 _C15: credit__1 = 0 _C3: bonds_2 - 12 bonds__1 - 11 credit_1 + credit_2 + 103 invest_1 - invest_2 = 200 _C2: bonds_1 - 12 bonds__2 - 11 credit_0 + credit_1 + 103 invest_0 - invest_1 = 100 _C13: bonds__1 = 0 _C16: bonds_3 = 0 _C4: - 12 bonds_0 + bonds_3 - 11 credit_2 + credit_3 + 103 invest_2 - invest_3 = 200 _C8: invest__3 = 0 _C18: bonds_5 = 0 _C10: bonds__2 = 0 VARIABLES bonds_0 Continuous bonds_1 Continuous bonds_2 Continuous bonds_3 Continuous bonds_4 Continuous bonds_5 Continuous bonds__1 Continuous bonds__2 Continuous bonds__3 Continuous credit_0 Continuous credit_1 Continuous credit_2 Continuous credit_3 Continuous credit_4 Continuous credit_5 Continuous credit__1 Continuous credit__2 Continuous credit__3 Continuous invest_0 Continuous invest_1 Continuous invest_2 Continuous invest_3 Continuous invest_4 Continuous invest_5 Continuous invest__1 Continuous invest__2 Continuous invest__3 Continuous