Solution in Run-File Environment
Contents
PSG Run-File Environment implementation, see Formal Problem Statement:
Optimization Problem
Number of instruments in the portfolio, 
.
Number of scenarios, 
.
The description of the problem statement for Problem is in file "problem_cs_hedging_portfolio_of_options_5p25_short.txt":
Data for Problem are saved in text files:
"matrix_options_prices.txt" ;
"matrix_Options_scenarios_small.txt",
"point_upperbounds.txt".
Problem was solved by program Run-File:
The solution report was saved in text file "solution_problem_1.txt":
Optimal point was saved in text file "point_problem_1.txt":
