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From: | Meketon, Marc |
Subject: | Re: [Help-glpk] How I include a table of 1000 records |
Date: | Wed, 14 Oct 2015 19:52:29 -0500 |
Hi Luis. You need to make a change to the data so that each entry for "r" has the appropriate "i" and "j". Below is an example using your data: set I; /* Las i muestras */ set J; /* los j instrumentos */ param r{i in I, j in J}; /* cada una de las muestras de los retornos */ var x {j in J}; /* el portafolio */ minimize obj: sum{i in I, j in J} r[i,j]*x[j]; /* La funcion objetivo */ s.t. porc_total: sum {j in J} x[j] = 1; data; set I := 1 2 3 4 5 6; set J := 1 2 3; param : r := 1 1 0.04300620
1 2 0.06094491
1 3 0.8793238 2 1 0.08306441
2 2 0.05640739
2 3 0.6835024 3 1 0.05271815
3 2 0.08390957
3 3 1.2346929 4 1 0.09064139
4 2 0.08094768
4 3 1.1428601 5 1 0.09523738
5 2 0.05262512
5 3 0.6908464 6 1 0.02364452
6 2 0.06848395
6 3 1.3471945
; end; -----Original Message----- Good day for all people in this list: I've the next model: set I; /* Las i muestras */ set J; /* los j instrumentos */ param r{i in I, j in J}; /* cada una de las muestras de los retornos */ var x {j in J}; /* el portafolio */ minimize obj: sum{i in I, j in J} r[i,j]*x[j]; /* La funciĆ³n objetivo */ s.t. porc_total: sum {j in J} x[j] = 1; data; set I := 1 2 3 4 5 6; set J := 1 2 3; param r: 1 2 3:= 1 0.04300620 0.06094491 0.8793238 2 0.08306441 0.05640739 0.6835024 3 0.05271815 0.08390957 1.2346929 4 0.09064139 0.08094768 1.1428601 5 0.09523738 0.05262512 0.6908464 6 0.02364452 0.06848395 1.3471945 ; end; this run ok, but, how I do for include 1000 records? It's imposible write set I:= 1 2 3 .... 999 1000; there are a short form? I tried with
"set I:=1..1000;" form, but glpsol don't understand. And, if I will
like read from a csv file, How I can do it? Of course I've ready a file with the records. I have readed the gmpl.pdf but if there are examples, all are related for the specific item in the guide but haven't examples complete showing situations like mine, exception the tsp problem. Thanks a lot! luis jaime _______________________________________________ Help-glpk mailing list This e-mail and any attachments may be confidential or legally privileged. If you received this message in error or are not the intended recipient, you should destroy the e-mail message and any attachments or copies, and you are prohibited from retaining, distributing, disclosing or using any information contained herein. Please inform us of the erroneous delivery by return e-mail. Thank you for your cooperation. |
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