Problem 3
Number of instruments in the portfolio, .
Number of scenarios, .
The description of the problem statement for Problem is in file "problem_crop_insurance_el_nino_var_short.txt":
Data for Problem 3 are saved in text file:
"matrix_acreage_cotton.txt",
"matrix_acreage_peanut.txt",
"matrix_acreage_xa.txt",
"matrix_cardinality_cotton.txt",
"matrix_cardinality_peanut.txt",
"matrix_obj_el.txt",
"matrix_scenarios_el.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":