Problem 1
 

Number of instruments in the portfolio, .

Number of scenarios, .
 

The description of the problem statement for Problem 1 is in file "problem_logexp_of_spline.txt":

 

binary_1_1

 

Data for Problem 1 are saved in text file:

"matrix_data_f1.txt",

"matrix_vars_f1.txt".

 

Problem was solved by program Run-File:

 
 

binary_1_2

 

The solution report was saved in text file "solution_problem_1.txt":
 

binary_1_3

 

Optimal point was saved in text file "point_problem_1.txt":
 

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