Code Samples - Using the View Designer to create custom views
Project Folder
model "Portfolio optimization with LP" uses "mminsight" ! For Xpress Insight uses "mmxprs" ! Use Xpress-Optimizer parameters DATAFILE= "folio.dat" ! File with problem data OUTFILE= "result.dat" ! Output file MAXRISK = 1/3 ! Max. investment into high-risk values MAXVAL = 0.3 ! Max. investment per share MINAM = 0.5 ! Min. investment into N.-American values end-parameters public declarations !@insight.manage input !@insight.alias Set of all shares SHARES: set of string ! Set of shares !@insight.manage input !@insight.alias Set of high risk shares RISK: set of string ! Set of high-risk values among shares !@insight.manage input !@insight.alias Set of all North American shares NA: set of string ! Set of shares issued in N.-America !@insight.manage input !@insight.alias Estimated ROI per share RET: array(SHARES) of real ! Estimated return in investment !@insight.manage input changeShare: string end-declarations forward procedure datainput case insightgetmode of INSIGHT_MODE_LOAD: do datainput exit(0) end-do INSIGHT_MODE_RUN: insightpopulate else datainput end-case procedure datainput initializations from DATAFILE RISK RET NA end-initializations changeShare:="brewery" end-procedure public declarations !@insight.manage result !@insight.alias Outcomes frac: array(SHARES) of mpvar ! Fraction of capital used per share SolReturn : real end-declarations ! Objective: total return Return:= sum(s in SHARES) RET(s)*frac(s) ! Limit the percentage of high-risk values sum(s in RISK) frac(s) <= MAXRISK ! Minimum amount of North-American values sum(s in NA) frac(s) >= MINAM ! Spend all the capital sum(s in SHARES) frac(s) = 1 ! Upper bounds on the investment per share forall(s in SHARES) frac(s) <= MAXVAL ! Solve the problem insightmaximize(Return) SolReturn:=round(getobjval*100)/100 ! Solution printing to a file fopen(OUTFILE, F_OUTPUT) writeln("Total return: ", getobjval) forall(s in SHARES) writeln(strfmt(s,-12), ": \t", strfmt(getsol(frac(s))*100,5,2), "%") fclose(F_OUTPUT) end-model
<?xml version="1.0" encoding="UTF-8"?> <model-companion xmlns="http://www.fico.com/xpress/optimization-modeler/model-companion" version="3.0"> <client> <view-group title="Portfolio Optimization"> <vdl-view title="Portfolio" path="foliodata.vdl"></vdl-view> </view-group> </client> </model-companion>
model_resources folder
! Data file for `folio*.mos' RET: [("treasury") 5 ("hardware") 17 ("theater") 26 ("telecom") 12 ("brewery") 8 ("highways") 9 ("cars") 7 ("bank") 6 ("software") 31 ("electronics") 21 ] DEV: [("treasury") 0.1 ("hardware") 19 ("theater") 28 ("telecom") 22 ("brewery") 4 ("highways") 3.5 ("cars") 5 ("bank") 0.5 ("software") 25 ("electronics") 16 ] NAMES: ["treasury" "hardware" "theater" "telecom" "brewery" "highways" "cars" "bank" "software" "electronics"] COUNTRY: ["Canada" "USA" "USA" "USA" "UK" "France" "Germany" "Luxemburg" "India" "Japan"] RISK: ["hardware" "theater" "telecom" "software" "electronics"] NA: ["treasury" "hardware" "theater" "telecom"]
attachments folder
cautionText:"** Text to be replaced **"
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