You must now select a location for the Project—The new Project will be named after the containing folder, so create a folder named Portfolio Optimization, and click OK.
Xpress Workbench launches your new project in which it has created a template application structure. Examine the contents of the vertical Project tab:
A New
Xpress Workbench Project
This arrangement of new files and folders is designed to help you start quickly with a new
Xpress Insight app.
Drag and drop your prepared files onto the Project explorer pane— shares.csv must be added to the model_resources folder and foliodata.mos can be added to the Portfolio Optimization project root folder.
The project structure now appears as:
Uploaded Model Source and Data Files
In the Run menu, choose Run foliodata.mos and wait a few moments.
Review the contents of the debugger pane below the code window.
It contains:
Compiling foliodata.mos to out\foliodata.bim with -g
Running model
Loading data.
Loading finished.
Starting optimization.
Expected total return 14.09
Total high risk shares 0.33
Total North-American 0.45
Largest position 0.25
Optimization finished.
Process exited with code: 0
This reveals that the maximum achievable ROI is 14.09, respecting the business constraints.