/******************************************************* Mosel Example Problems ====================== file runfolio.cs ```````````````` Running a Mosel model from a .NET application with data exchange between model and host application. (Sparse data format using string indices) (c) 2009 Fair Isaac Corporation author: J. Farmer, Jun. 2009, rev. May. 2021 ********************************************************/ using System; using System.IO; using Mosel; namespace mosel_getting_started { public class runfolio { // Classes to store initial values for data public class MyArrayTwo { public string ind1,ind2; // index names public bool val; // data value public MyArrayTwo(string i1, string i2, bool v) { ind1=i1; ind2=i2; val=v; } public MyArrayTwo(string i1, string i2, int v) { ind1=i1; ind2=i2; val=(v==1); } } public class MyArrayOne { public string ind; // index name public double val; // data value public MyArrayOne(string i, double v) { ind=i; val=v; } } // Class to receive solution values of decision variables public class MySolArray { public string ind; // index name public double val; // solution value } // Class with scalar solution information // (scalars cannot be passed directly) public class MySol { public double objval; // objective function value public int numshares; // number of shares in solution public int status; // problem status } public static void Main(string[] args) { XPRM mosel; XPRMModel mod; // Model parameter settings double maxrisk = 1/3; double minreg = 0,2; double maxreg = 0,5; double maxsec = 0,25; double maxval = 0,2; double minval = 0,1; int maxnum = 15; // Data for 'initializations from' (input data values) string[] riskset = new string[] {"hardware1", "hardware2", "hardware3", "hardware4", "hardware5", "hardware6", "hardware7", "hardware8", "hardware9", "hardware10", "theater1", "theater2", "theater3", "theater4", "theater5", "theater6", "theater7", "theater8", "theater9", "theater10", "telecom1", "telecom2", "telecom3", "telecom4", "telecom5", "telecom6", "telecom7", "telecom8", "telecom9", "telecom10", "software1", "software2", "software3", "software4", "software5", "software6", "software7", "software8", "software9", "software10", "electronics1", "electronics2", "electronics3", "electronics4", "electronics5", "electronics6", "electronics7", "electronics8", "electronics9", "electronics10"}; MyArrayTwo[] locdata = new MyArrayTwo[] {new MyArrayTwo("EU","treasury1",1), new MyArrayTwo("EU","treasury10",1), new MyArrayTwo("EU","hardware7",1), new MyArrayTwo("EU","hardware9",1), new MyArrayTwo("EU","theater8",1), new MyArrayTwo("EU","theater10",1), new MyArrayTwo("EU","telecom3",1), new MyArrayTwo("EU","telecom9",1), new MyArrayTwo("EU","telecom10",1), new MyArrayTwo("EU","brewery1",1), new MyArrayTwo("EU","brewery4",1), new MyArrayTwo("EU","brewery6",1), new MyArrayTwo("EU","brewery7",1), new MyArrayTwo("EU","brewery8",1), new MyArrayTwo("EU","highways2",1), new MyArrayTwo("EU","highways5",1), new MyArrayTwo("EU","highways7",1), new MyArrayTwo("EU","highways10",1), new MyArrayTwo("EU","cars4",1), new MyArrayTwo("EU","cars7",1), new MyArrayTwo("EU","cars8",1), new MyArrayTwo("EU","cars9",1), new MyArrayTwo("EU","cars10",1), new MyArrayTwo("EU","bank1",1), new MyArrayTwo("EU","bank3",1), new MyArrayTwo("EU","bank5",1), new MyArrayTwo("EU","bank6",1), new MyArrayTwo("EU","bank7",1), new MyArrayTwo("EU","bank10",1), new MyArrayTwo("EU","software3",1), new MyArrayTwo("EU","software4",1), new MyArrayTwo("EU","software5",1), new MyArrayTwo("EU","software6",1), new MyArrayTwo("EU","electronics2",1), new MyArrayTwo("NA","treasury2",1), new MyArrayTwo("NA","treasury6",1), new MyArrayTwo("NA","treasury7",1), new MyArrayTwo("NA","treasury8",1), new MyArrayTwo("NA","hardware4",1), new MyArrayTwo("NA","hardware6",1), new MyArrayTwo("NA","theater1",1), new MyArrayTwo("NA","theater3",1), new MyArrayTwo("NA","theater7",1), new MyArrayTwo("NA","theater9",1), new MyArrayTwo("NA","telecom2",1), new MyArrayTwo("NA","telecom4",1), new MyArrayTwo("NA","telecom8",1), new MyArrayTwo("NA","highways3",1), new MyArrayTwo("NA","highways4",1), new MyArrayTwo("NA","cars5",1), new MyArrayTwo("NA","cars6",1), new MyArrayTwo("NA","bank2",1), new MyArrayTwo("NA","bank4",1), new MyArrayTwo("NA","bank8",1), new MyArrayTwo("NA","bank9",1), new MyArrayTwo("NA","software1",1), new MyArrayTwo("NA","software2",1), new MyArrayTwo("NA","software9",1), new MyArrayTwo("NA","electronics3",1), new MyArrayTwo("NA","electronics5",1), new MyArrayTwo("NA","electronics6",1), new MyArrayTwo("NA","electronics8",1), new MyArrayTwo("NA","electronics9",1), new MyArrayTwo("NA","electronics10",1), new MyArrayTwo("APAC","treasury4",1), new MyArrayTwo("APAC","treasury5",1), new MyArrayTwo("APAC","treasury9",1), new MyArrayTwo("APAC","hardware1",1), new MyArrayTwo("APAC","hardware2",1), new MyArrayTwo("APAC","hardware5",1), new MyArrayTwo("APAC","hardware8",1), new MyArrayTwo("APAC","hardware10",1), new MyArrayTwo("APAC","theater2",1), new MyArrayTwo("APAC","theater4",1), new MyArrayTwo("APAC","telecom1",1), new MyArrayTwo("APAC","telecom5",1), new MyArrayTwo("APAC","telecom6",1), new MyArrayTwo("APAC","telecom7",1), new MyArrayTwo("APAC","brewery9",1), new MyArrayTwo("APAC","brewery10",1), new MyArrayTwo("APAC","highways8",1), new MyArrayTwo("APAC","cars1",1), new MyArrayTwo("APAC","cars2",1), new MyArrayTwo("APAC","software7",1), new MyArrayTwo("APAC","software8",1), new MyArrayTwo("APAC","software10",1), new MyArrayTwo("APAC","electronics1",1), new MyArrayTwo("APAC","electronics4",1), new MyArrayTwo("APAC","electronics7",1)}; MyArrayTwo[] secdata = new MyArrayTwo[] {new MyArrayTwo("bonds","treasury1",1), new MyArrayTwo("bonds","treasury10",1), new MyArrayTwo("bonds","treasury2",1), new MyArrayTwo("bonds","treasury6",1), new MyArrayTwo("bonds","treasury7",1), new MyArrayTwo("bonds","treasury8",1), new MyArrayTwo("bonds","treasury4",1), new MyArrayTwo("bonds","treasury5",1), new MyArrayTwo("bonds","treasury9",1), new MyArrayTwo("bonds","treasury3",1), new MyArrayTwo("technology","hardware7",1), new MyArrayTwo("technology","hardware9",1), new MyArrayTwo("technology","software3",1), new MyArrayTwo("technology","software4",1), new MyArrayTwo("technology","software5",1), new MyArrayTwo("technology","software6",1), new MyArrayTwo("technology","electronics2",1), new MyArrayTwo("technology","hardware4",1), new MyArrayTwo("technology","hardware6",1), new MyArrayTwo("technology","software1",1), new MyArrayTwo("technology","software2",1), new MyArrayTwo("technology","software9",1), new MyArrayTwo("technology","electronics3",1), new MyArrayTwo("technology","electronics5",1), new MyArrayTwo("technology","electronics6",1), new MyArrayTwo("technology","electronics8",1), new MyArrayTwo("technology","electronics9",1), new MyArrayTwo("technology","electronics10",1), new MyArrayTwo("technology","hardware1",1), new MyArrayTwo("technology","hardware2",1), new MyArrayTwo("technology","hardware5",1), new MyArrayTwo("technology","hardware8",1), new MyArrayTwo("technology","hardware10",1), new MyArrayTwo("technology","software7",1), new MyArrayTwo("technology","software8",1), new MyArrayTwo("technology","software10",1), new MyArrayTwo("technology","electronics1",1), new MyArrayTwo("technology","electronics4",1), new MyArrayTwo("technology","electronics7",1), new MyArrayTwo("technology","hardware3",1), new MyArrayTwo("entertainment","theater8",1), new MyArrayTwo("entertainment","theater10",1), new MyArrayTwo("entertainment","theater1",1), new MyArrayTwo("entertainment","theater3",1), new MyArrayTwo("entertainment","theater7",1), new MyArrayTwo("entertainment","theater9",1), new MyArrayTwo("entertainment","theater2",1), new MyArrayTwo("entertainment","theater4",1), new MyArrayTwo("entertainment","theater5",1), new MyArrayTwo("entertainment","theater6",1), new MyArrayTwo("telecom","telecom3",1), new MyArrayTwo("telecom","telecom9",1), new MyArrayTwo("telecom","telecom10",1), new MyArrayTwo("telecom","telecom2",1), new MyArrayTwo("telecom","telecom4",1), new MyArrayTwo("telecom","telecom8",1), new MyArrayTwo("telecom","telecom1",1), new MyArrayTwo("telecom","telecom5",1), new MyArrayTwo("telecom","telecom6",1), new MyArrayTwo("telecom","telecom7",1), new MyArrayTwo("food","brewery1",1), new MyArrayTwo("food","brewery4",1), new MyArrayTwo("food","brewery6",1), new MyArrayTwo("food","brewery7",1), new MyArrayTwo("food","brewery8",1), new MyArrayTwo("food","brewery9",1), new MyArrayTwo("food","brewery10",1), new MyArrayTwo("food","brewery2",1), new MyArrayTwo("food","brewery3",1), new MyArrayTwo("food","brewery5",1), new MyArrayTwo("construction","highways2",1), new MyArrayTwo("construction","highways5",1), new MyArrayTwo("construction","highways7",1), new MyArrayTwo("construction","highways10",1), new MyArrayTwo("construction","highways3",1), new MyArrayTwo("construction","highways4",1), new MyArrayTwo("construction","highways8",1), new MyArrayTwo("construction","highways1",1), new MyArrayTwo("construction","highways6",1), new MyArrayTwo("construction","highways9",1), new MyArrayTwo("manufacturing","cars4",1), new MyArrayTwo("manufacturing","cars7",1), new MyArrayTwo("manufacturing","cars8",1), new MyArrayTwo("manufacturing","cars9",1), new MyArrayTwo("manufacturing","cars10",1), new MyArrayTwo("manufacturing","cars5",1), new MyArrayTwo("manufacturing","cars6",1), new MyArrayTwo("manufacturing","cars1",1), new MyArrayTwo("manufacturing","cars2",1), new MyArrayTwo("manufacturing","cars3",1), new MyArrayTwo("finance","bank1",1), new MyArrayTwo("finance","bank3",1), new MyArrayTwo("finance","bank5",1), new MyArrayTwo("finance","bank6",1), new MyArrayTwo("finance","bank7",1), new MyArrayTwo("finance","bank10",1), new MyArrayTwo("finance","bank2",1), new MyArrayTwo("finance","bank4",1), new MyArrayTwo("finance","bank8",1), new MyArrayTwo("finance","bank9",1)}; MyArrayOne[] retdata = new MyArrayOne[] {new MyArrayOne("treasury1",5,29), new MyArrayOne("treasury2",2,8), new MyArrayOne("treasury3",3,59), new MyArrayOne("treasury4",6,97), new MyArrayOne("treasury5",3,3), new MyArrayOne("treasury6",3,02), new MyArrayOne("treasury7",2,98), new MyArrayOne("treasury8",3,41), new MyArrayOne("treasury9",3,93), new MyArrayOne("treasury10",3,86), new MyArrayOne("hardware1",11,36), new MyArrayOne("hardware2",17,23), new MyArrayOne("hardware3",16,31), new MyArrayOne("hardware4",21,1), new MyArrayOne("hardware5",13,76), new MyArrayOne("hardware6",9,31), new MyArrayOne("hardware7",16,99), new MyArrayOne("hardware8",24,85), new MyArrayOne("hardware9",18,52), new MyArrayOne("hardware10",12,79), new MyArrayOne("theater1",36,1), new MyArrayOne("theater2",19,4), new MyArrayOne("theater3",23,5), new MyArrayOne("theater4",34,61), new MyArrayOne("theater5",16,91), new MyArrayOne("theater6",27,04), new MyArrayOne("theater7",25,82), new MyArrayOne("theater8",24,99), new MyArrayOne("theater9",36,89), new MyArrayOne("theater10",31,71), new MyArrayOne("telecom1",10,89), new MyArrayOne("telecom2",17,98), new MyArrayOne("telecom3",12,31), new MyArrayOne("telecom4",6,53), new MyArrayOne("telecom5",6,11), new MyArrayOne("telecom6",15,89), new MyArrayOne("telecom7",12,46), new MyArrayOne("telecom8",11,11), new MyArrayOne("telecom9",16,6), new MyArrayOne("telecom10",13,93), new MyArrayOne("brewery1",8,79), new MyArrayOne("brewery2",9,35), new MyArrayOne("brewery3",8,88), new MyArrayOne("brewery4",11,63), new MyArrayOne("brewery5",6,21), new MyArrayOne("brewery6",9,26), new MyArrayOne("brewery7",4,77), new MyArrayOne("brewery8",5,98), new MyArrayOne("brewery9",10,92), new MyArrayOne("brewery10",5,26), new MyArrayOne("highways1",5,39), new MyArrayOne("highways2",4,85), new MyArrayOne("highways3",8,34), new MyArrayOne("highways4",8,48), new MyArrayOne("highways5",6,42), new MyArrayOne("highways6",11,04), new MyArrayOne("highways7",13,15), new MyArrayOne("highways8",10,01), new MyArrayOne("highways9",7,71), new MyArrayOne("highways10",11,07), new MyArrayOne("cars1",5,74), new MyArrayOne("cars2",7,13), new MyArrayOne("cars3",8,75), new MyArrayOne("cars4",5,08), new MyArrayOne("cars5",6,23), new MyArrayOne("cars6",8,19), new MyArrayOne("cars7",8,03), new MyArrayOne("cars8",5,96), new MyArrayOne("cars9",4,17), new MyArrayOne("cars10",8,11), new MyArrayOne("bank1",6,79), new MyArrayOne("bank2",3,01), new MyArrayOne("bank3",4,92), new MyArrayOne("bank4",4,14), new MyArrayOne("bank5",8,98), new MyArrayOne("bank6",8,81), new MyArrayOne("bank7",4,7), new MyArrayOne("bank8",8,06), new MyArrayOne("bank9",6,22), new MyArrayOne("bank10",4,47), new MyArrayOne("software1",34,59), new MyArrayOne("software2",44,94), new MyArrayOne("software3",43,05), new MyArrayOne("software4",15,58), new MyArrayOne("software5",42,05), new MyArrayOne("software6",20,66), new MyArrayOne("software7",20,76), new MyArrayOne("software8",19,85), new MyArrayOne("software9",20,05), new MyArrayOne("software10",45,38), new MyArrayOne("electronics1",23,07), new MyArrayOne("electronics2",19,1), new MyArrayOne("electronics3",23,83), new MyArrayOne("electronics4",16,54), new MyArrayOne("electronics5",28,33), new MyArrayOne("electronics6",25,88), new MyArrayOne("electronics7",22,14), new MyArrayOne("electronics8",22,65), new MyArrayOne("electronics9",12,59), new MyArrayOne("electronics10",28,1)}; // Data structures for 'initializations to' (solution) MySol solution = new MySol(); MySolArray[] solfrac = new MySolArray[maxnum]; MySolArray[] solbuy = new MySolArray[maxnum]; for(int i=0;i<maxnum;i++)
   { solfrac[i] = new MySolArray(); solbuy[i] = new MySolArray(); }
 
 
   try{
    mosel = XPRM.Init();                // Initialize Mosel
   }catch(XPRMException e){
                 Console.WriteLine("License error" + e.Message);
                 throw new Exception("Error during execution");
   }
   mosel.WorkDir = Directory.GetParent(System.Reflection.Assembly.GetExecutingAssembly().Location).FullName;
                                              // Set Mosel work directory to folder containing our example files
 
   try{
    mosel.Compile("foliomemio.mos");   // Compile the model (only required
                                       // during development phase, deployed
              // application would only use BIM)
   }catch(XPRMException e){
    Console.WriteLine(e.Message);
   }
   
   mod = mosel.LoadModel("foliomemio.bim");  // Load the model
 
                     // Associate the Java objects with names in Mosel
   mosel.Bind("risk", riskset);
   mosel.Bind("loc", locdata);
   mosel.Bind("sec", secdata);
   mosel.Bind("ret", retdata);
   mosel.Bind("sfrac", solfrac);
   mosel.Bind("sbuy", solbuy);
   mosel.Bind("sol", solution);
 
                     // Pass model parameters through execution parameters
   mod.ExecParams = "MAXRISK=" + maxrisk + ",MINREG=" + minreg + 
                    ",MAXREG=" + maxreg + ",MAXSEC=" + maxsec + ",MAXVAL=" +
                    maxval + ",MINVAL=" + minval + ",MAXNUM=" + maxnum +
                                       // File names (IO driver)
                    ",DATAFILE='dotnetraw:',OUTPUTFILE='dotnetraw:'," +
                                       // Data locations in memory
                    "RISKDATA='risk',LOCDATA='loc(ind1,ind2,val)'," +
                    "RETDATA='ret(ind,val)',SECDATA='sec(ind1,ind2,val)'," +
                    "FRACSOL='sfrac(ind,val)',BUYSOL='sbuy(ind,val)'," +
                    "RETSOL='sol(objval)',NUMSHARES='sol(numshares)'," +
       "SOLSTATUS='sol(status)'";
 
   mod.Run();                          // Run the model
 
   if(mod.ExecStatus != XPRMRunResult.RT_OK){
    throw new Exception("Error during model execution");
   }
   if(mod.ProblemStatus != XPRMProblemStatus.PB_OPTIMAL){
    throw new Exception("Problem not optimal");
   }                                  // Stop if no solution available
 
                     // Display solution values obtained from the model
   Console.WriteLine("Total return: " + solution.objval);
 // Alternatively:
 //  Console.WriteLine("Objective value: " + mod.getObjectiveValue());
   for(int i=0;i<solution.numshares;i++)
    Console.WriteLine(solfrac[i].ind + ": " + solfrac[i].val*100 + "% (" +  solbuy[i].val + ")");
 
   mod.Reset();                        // Reset the model
  }
 }
}