Problem 2
Contents
Problem 2
Number of instruments in the portfolio, 
.
Number of scenarios, 
.
The description of the problem statement for Problem 1 is in file "problem_pm_mixed_percentile_regression_short.txt":
Data for Problem 2 are saved in text file:
"matrix_of_constraint.txt",
"matrix_style_classification_fidelity_magellan_modified92.txt",
"matrix_style_classification_fidelity_magellan_modified94.txt",
"matrix_style_classification_fidelity_magellan_modified96.txt",
"matrix_style_classification_fidelity_magellan_modified98.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":
