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":
Data for Problem 3 are saved in text file:
"matrix_allscenarios.txt",
"matrix_cardinality.txt".
Problem was solved by program Run-File:
The solution report was saved in text file "solution_problem_CSection_LOGEXPSUM_Cardinality_short.txt":
Optimal point was saved in text file "point_problem_CSection_LOGEXPSUM_Cardinality_short.txt":
Values of logistic function were saved in text file: "vector_logistic.txt":