Problem 3
 

Number of instruments in the portfolio, .

Number of scenarios, .
 

The description of the problem statement for Problem 3 is in file "problem_CSection_LOGEXPSUM_Cardinality_short.txt":

 

Logistic_3_1

 

Data for Problem 3 are saved in text file:

"matrix_allscenarios.txt",

"matrix_cardinality.txt".

 

Problem was solved by program Run-File:

 

Logistic_3_2

 

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

Logistic_3_3

 

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

Logistic_3_4

 

Values of logistic function were saved in text file: "vector_logistic.txt":

 

Logistic_3_5