Upload 81 files

.gitattributes

@@ -102,3 +102,23 @@ PGLib/Load/ACPPowerModel/pglib_opf_case78484_epigrids.m_ACPPowerModel_load.mof.j
 PGLib/Load/ACPPowerModel/pglib_opf_case8387_pegase.m_ACPPowerModel_load.mof.json filter=lfs diff=lfs merge=lfs -text
 PGLib/Load/ACPPowerModel/pglib_opf_case9241_pegase.m_ACPPowerModel_load.mof.json filter=lfs diff=lfs merge=lfs -text
 PGLib/Load/ACPPowerModel/pglib_opf_case9591_goc.m_ACPPowerModel_load.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_1_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_1_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_10_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_10_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_2_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_2_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_3_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_3_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_4_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_4_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_5_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_5_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_6_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_6_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_7_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_7_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_8_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_8_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_9_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text
+Markowitz/STD/RANDOM_SEED_9_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json filter=lfs diff=lfs merge=lfs -text

Markowitz/STD/RANDOM_SEED_10_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:737361b35759a15549b2638a04c2da7845d04d972b75c8bf00080caa1f796947
+size 46343916

Markowitz/STD/RANDOM_SEED_10_NUM_ASSETS_10_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.08806761564182808,"variable":"x[1]"},{"coefficient":0.06339607590510173,"variable":"x[2]"},{"coefficient":0.12095361284517547,"variable":"x[3]"},{"coefficient":0.1401850927774534,"variable":"x[4]"},{"coefficient":0.14711266390554853,"variable":"x[5]"},{"coefficient":0.126491586243145,"variable":"x[6]"},{"coefficient":0.12096839267381879,"variable":"x[7]"},{"coefficient":0.12279011659790712,"variable":"x[8]"},{"coefficient":0.0989427371096653,"variable":"x[9]"},{"coefficient":0.14698096179232595,"variable":"x[10]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.0873702677481687,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.06100619884771994,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.0454785967340454,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.05595104319698001,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.006761051074354327,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.03347277328669335,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.06661214271877741,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.04118155785665155,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.009235225180851373,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.024685800627152307,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.04576373948619109,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.03414705224515481,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":-0.006209558611240701,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.022064345993592045,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.03427093398068897,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.07972412811856333,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.00745454815157546,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.0063472675835907245,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":0.005507898055191375,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":-0.005553238429122218,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.03173114259751599,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.08958238870387633,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.02027252133139256,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":0.016129833100361635,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.03023422191112193,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":0.02009726568653124,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":-0.0065395539312845105,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.03774162708325545,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.08091237615791634,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.039822247548044226,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":-0.00870447705552634,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.0021288157327545285,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":0.029032188783061744,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":0.00843711685875226,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":-0.002475152912675469,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.02726133145657274,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.07466051437894035,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.03914528394009308,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":0.0037885153042554786,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":0.003036951186380229,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":0.001891959207823953,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":-0.004337880360188963,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":-0.00501434571780375,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.0030784001964207475,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.019136720469841426,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.07444034548568237,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.05664977810691031,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":-0.009951622698243092,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":-0.0029584819382223217,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":0.0027571145622506234,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":0.003642186132124644,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.02379904312437933,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":0.011743937422966026,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":0.005006184167028307,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.010347691761399621,"variable":"x[10]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":11}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_10_NUM_ASSETS_20_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"x[11]"},{"name":"x[12]"},{"name":"x[13]"},{"name":"x[14]"},{"name":"x[15]"},{"name":"x[16]"},{"name":"x[17]"},{"name":"x[18]"},{"name":"x[19]"},{"name":"x[20]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.05751945418645946,"variable":"x[1]"},{"coefficient":0.08887867087917234,"variable":"x[2]"},{"coefficient":0.1461496143043579,"variable":"x[3]"},{"coefficient":0.09200342278602122,"variable":"x[4]"},{"coefficient":0.10770349163070929,"variable":"x[5]"},{"coefficient":0.08696987633758851,"variable":"x[6]"},{"coefficient":0.11927211354861854,"variable":"x[7]"},{"coefficient":0.11329612030178952,"variable":"x[8]"},{"coefficient":0.0830709960787063,"variable":"x[9]"},{"coefficient":0.06835640680057095,"variable":"x[10]"},{"coefficient":0.08621109962804063,"variable":"x[11]"},{"coefficient":0.1295725588049297,"variable":"x[12]"},{"coefficient":0.13937986577936182,"variable":"x[13]"},{"coefficient":0.05051930433950297,"variable":"x[14]"},{"coefficient":0.10677556508653416,"variable":"x[15]"},{"coefficient":0.08685390148320113,"variable":"x[16]"},{"coefficient":0.0663141400320758,"variable":"x[17]"},{"coefficient":0.1372189665612551,"variable":"x[18]"},{"coefficient":0.05783002811153292,"variable":"x[19]"},{"coefficient":0.13232703689228092,"variable":"x[20]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"},{"coefficient":1.0,"variable":"x[11]"},{"coefficient":1.0,"variable":"x[12]"},{"coefficient":1.0,"variable":"x[13]"},{"coefficient":1.0,"variable":"x[14]"},{"coefficient":1.0,"variable":"x[15]"},{"coefficient":1.0,"variable":"x[16]"},{"coefficient":1.0,"variable":"x[17]"},{"coefficient":1.0,"variable":"x[18]"},{"coefficient":1.0,"variable":"x[19]"},{"coefficient":1.0,"variable":"x[20]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.11156427454053687,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.0973916462137355,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.08131021416454463,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.05781219343820404,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.03618750076215914,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.07991941696924806,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.08079533479176453,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.02917795748312838,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":-0.026803923259762306,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.06642331645269192,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.08227526175177549,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.03861803980955781,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.02904349488785617,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.05264588845682587,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.07126660393625062,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.09408482007446205,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.045402590774039416,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.03233833167606634,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":0.03561410113558177,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":0.011918779034113995,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.04367630049076058,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.08704999053123695,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.03634495423661261,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":0.03213228074095691,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.023361028077162466,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":0.02358717581256135,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":0.03469067753875703,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.045030871834539944,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.09248609942718461,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.050193994171870614,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":0.017142138512063126,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.010927126376483519,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":0.013651542285248364,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":0.014251626707986445,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":0.019842336588818017,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.07267462565494898,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.09910941400639793,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.016433630397568864,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":0.02313062099281161,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":0.020055128581982003,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":0.021138373302665145,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":0.020509332988637902,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":0.01754597738496904,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.020968828268782536,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.03209847978482131,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.059851377841804804,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.05022429812868224,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.03609040903895321,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":0.004641446836619084,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":0.044447769756864465,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":-0.018462527763785288,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.0003439472504427585,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":0.011287624697262263,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":0.004679891299107052,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.033270849391222414,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.074405547176149,"variable":"x[1]"}},{"output_index":12,"scalar_term":{"coefficient":0.05058686911842984,"variable":"x[2]"}},{"output_index":12,"scalar_term":{"coefficient":-0.017578543686551203,"variable":"x[3]"}},{"output_index":12,"scalar_term":{"coefficient":0.037407299358411916,"variable":"x[4]"}},{"output_index":12,"scalar_term":{"coefficient":0.020625517568393047,"variable":"x[5]"}},{"output_index":12,"scalar_term":{"coefficient":-0.0035761788194654236,"variable":"x[6]"}},{"output_index":12,"scalar_term":{"coefficient":0.005334725313309007,"variable":"x[7]"}},{"output_index":12,"scalar_term":{"coefficient":0.01224131526374364,"variable":"x[8]"}},{"output_index":12,"scalar_term":{"coefficient":0.02556576993298144,"variable":"x[9]"}},{"output_index":12,"scalar_term":{"coefficient":-0.01770957773942233,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.04204344371786216,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.08109084986500216,"variable":"x[1]"}},{"output_index":13,"scalar_term":{"coefficient":0.0723287422845264,"variable":"x[2]"}},{"output_index":13,"scalar_term":{"coefficient":0.013875217483702462,"variable":"x[3]"}},{"output_index":13,"scalar_term":{"coefficient":0.05040570921881274,"variable":"x[4]"}},{"output_index":13,"scalar_term":{"coefficient":0.024657344078922293,"variable":"x[5]"}},{"output_index":13,"scalar_term":{"coefficient":0.003004141733964012,"variable":"x[6]"}},{"output_index":13,"scalar_term":{"coefficient":0.0018520849291834304,"variable":"x[7]"}},{"output_index":13,"scalar_term":{"coefficient":0.02903050810810367,"variable":"x[8]"}},{"output_index":13,"scalar_term":{"coefficient":0.017947437426678415,"variable":"x[9]"}},{"output_index":13,"scalar_term":{"coefficient":0.009711604435472053,"variable":"x[10]"}},{"output_index":13,"scalar_term":{"coefficient":0.0043671201541004906,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.0346881863686436,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.07904868064800294,"variable":"x[1]"}},{"output_index":14,"scalar_term":{"coefficient":0.03999826851255532,"variable":"x[2]"}},{"output_index":14,"scalar_term":{"coefficient":0.014923936261576206,"variable":"x[3]"}},{"output_index":14,"scalar_term":{"coefficient":-0.0010057512776361314,"variable":"x[4]"}},{"output_index":14,"scalar_term":{"coefficient":0.022822724886977657,"variable":"x[5]"}},{"output_index":14,"scalar_term":{"coefficient":0.007854847813342104,"variable":"x[6]"}},{"output_index":14,"scalar_term":{"coefficient":-0.013737568721570967,"variable":"x[7]"}},{"output_index":14,"scalar_term":{"coefficient":0.012891882249309674,"variable":"x[8]"}},{"output_index":14,"scalar_term":{"coefficient":0.00915551751700576,"variable":"x[9]"}},{"output_index":14,"scalar_term":{"coefficient":0.03120845286696984,"variable":"x[10]"}},{"output_index":14,"scalar_term":{"coefficient":0.011520734710444576,"variable":"x[11]"}},{"output_index":14,"scalar_term":{"coefficient":0.002282012098661801,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.02767844796737278,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.09671418009605989,"variable":"x[1]"}},{"output_index":15,"scalar_term":{"coefficient":0.04063667984189685,"variable":"x[2]"}},{"output_index":15,"scalar_term":{"coefficient":0.005688582546158857,"variable":"x[3]"}},{"output_index":15,"scalar_term":{"coefficient":0.03833724190765519,"variable":"x[4]"}},{"output_index":15,"scalar_term":{"coefficient":0.03007915205276197,"variable":"x[5]"}},{"output_index":15,"scalar_term":{"coefficient":-0.006589931760440255,"variable":"x[6]"}},{"output_index":15,"scalar_term":{"coefficient":0.014705182491168674,"variable":"x[7]"}},{"output_index":15,"scalar_term":{"coefficient":0.01713517715437592,"variable":"x[8]"}},{"output_index":15,"scalar_term":{"coefficient":0.0011831779957477279,"variable":"x[9]"}},{"output_index":15,"scalar_term":{"coefficient":-0.004457772486277952,"variable":"x[10]"}},{"output_index":15,"scalar_term":{"coefficient":0.027664646051103456,"variable":"x[11]"}},{"output_index":15,"scalar_term":{"coefficient":0.01328487370485503,"variable":"x[12]"}},{"output_index":15,"scalar_term":{"coefficient":-0.0004060098586154491,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.046607896977777334,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.08945638055954318,"variable":"x[1]"}},{"output_index":16,"scalar_term":{"coefficient":0.05790172028747592,"variable":"x[2]"}},{"output_index":16,"scalar_term":{"coefficient":0.017848492611308723,"variable":"x[3]"}},{"output_index":16,"scalar_term":{"coefficient":0.008655559730207905,"variable":"x[4]"}},{"output_index":16,"scalar_term":{"coefficient":0.024414515912562523,"variable":"x[5]"}},{"output_index":16,"scalar_term":{"coefficient":-0.003981325393171221,"variable":"x[6]"}},{"output_index":16,"scalar_term":{"coefficient":0.014855913708466461,"variable":"x[7]"}},{"output_index":16,"scalar_term":{"coefficient":0.00850559776070492,"variable":"x[8]"}},{"output_index":16,"scalar_term":{"coefficient":0.008776390554015447,"variable":"x[9]"}},{"output_index":16,"scalar_term":{"coefficient":0.013970649896783675,"variable":"x[10]"}},{"output_index":16,"scalar_term":{"coefficient":-0.0067916444855476805,"variable":"x[11]"}},{"output_index":16,"scalar_term":{"coefficient":0.013330368628254811,"variable":"x[12]"}},{"output_index":16,"scalar_term":{"coefficient":-0.015310758915723907,"variable":"x[13]"}},{"output_index":16,"scalar_term":{"coefficient":0.023689395287948476,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.04524831601732191,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.09195691676185494,"variable":"x[1]"}},{"output_index":17,"scalar_term":{"coefficient":0.054337838958171875,"variable":"x[2]"}},{"output_index":17,"scalar_term":{"coefficient":0.010769175580030125,"variable":"x[3]"}},{"output_index":17,"scalar_term":{"coefficient":0.02678961506685458,"variable":"x[4]"}},{"output_index":17,"scalar_term":{"coefficient":0.0137657458464581,"variable":"x[5]"}},{"output_index":17,"scalar_term":{"coefficient":0.01747947714208636,"variable":"x[6]"}},{"output_index":17,"scalar_term":{"coefficient":0.005507355619014269,"variable":"x[7]"}},{"output_index":17,"scalar_term":{"coefficient":0.029172524258468845,"variable":"x[8]"}},{"output_index":17,"scalar_term":{"coefficient":0.013743091453207202,"variable":"x[9]"}},{"output_index":17,"scalar_term":{"coefficient":-0.007273752686629315,"variable":"x[10]"}},{"output_index":17,"scalar_term":{"coefficient":-0.016633526608894503,"variable":"x[11]"}},{"output_index":17,"scalar_term":{"coefficient":0.010699627367414416,"variable":"x[12]"}},{"output_index":17,"scalar_term":{"coefficient":-0.008997351878162722,"variable":"x[13]"}},{"output_index":17,"scalar_term":{"coefficient":0.012441407478266569,"variable":"x[14]"}},{"output_index":17,"scalar_term":{"coefficient":0.006086619942595267,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.018342380140451215,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.09061162447076017,"variable":"x[1]"}},{"output_index":18,"scalar_term":{"coefficient":0.025178166109874882,"variable":"x[2]"}},{"output_index":18,"scalar_term":{"coefficient":0.014648279075076268,"variable":"x[3]"}},{"output_index":18,"scalar_term":{"coefficient":0.04039118166406897,"variable":"x[4]"}},{"output_index":18,"scalar_term":{"coefficient":0.011011707877469785,"variable":"x[5]"}},{"output_index":18,"scalar_term":{"coefficient":-0.026350293590437713,"variable":"x[6]"}},{"output_index":18,"scalar_term":{"coefficient":0.017429165993817126,"variable":"x[7]"}},{"output_index":18,"scalar_term":{"coefficient":0.045909368597923675,"variable":"x[8]"}},{"output_index":18,"scalar_term":{"coefficient":0.014725424344148549,"variable":"x[9]"}},{"output_index":18,"scalar_term":{"coefficient":0.028650484010890057,"variable":"x[10]"}},{"output_index":18,"scalar_term":{"coefficient":-0.0065435864154566314,"variable":"x[11]"}},{"output_index":18,"scalar_term":{"coefficient":-0.019792394988798465,"variable":"x[12]"}},{"output_index":18,"scalar_term":{"coefficient":-0.020898400638411557,"variable":"x[13]"}},{"output_index":18,"scalar_term":{"coefficient":-0.009216008214648345,"variable":"x[14]"}},{"output_index":18,"scalar_term":{"coefficient":-0.006422309202991057,"variable":"x[15]"}},{"output_index":18,"scalar_term":{"coefficient":-0.000695962312394503,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.018864842199334514,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.09077214113103908,"variable":"x[1]"}},{"output_index":19,"scalar_term":{"coefficient":0.030498197212809015,"variable":"x[2]"}},{"output_index":19,"scalar_term":{"coefficient":0.03242678860822899,"variable":"x[3]"}},{"output_index":19,"scalar_term":{"coefficient":0.01236874785306794,"variable":"x[4]"}},{"output_index":19,"scalar_term":{"coefficient":0.02833974263759805,"variable":"x[5]"}},{"output_index":19,"scalar_term":{"coefficient":0.017232292160414605,"variable":"x[6]"}},{"output_index":19,"scalar_term":{"coefficient":0.009195955015900589,"variable":"x[7]"}},{"output_index":19,"scalar_term":{"coefficient":0.017305104376677528,"variable":"x[8]"}},{"output_index":19,"scalar_term":{"coefficient":0.016333773253413127,"variable":"x[9]"}},{"output_index":19,"scalar_term":{"coefficient":0.006952151168530683,"variable":"x[10]"}},{"output_index":19,"scalar_term":{"coefficient":0.013644071603866317,"variable":"x[11]"}},{"output_index":19,"scalar_term":{"coefficient":-0.01506107906769575,"variable":"x[12]"}},{"output_index":19,"scalar_term":{"coefficient":-0.008421059464847124,"variable":"x[13]"}},{"output_index":19,"scalar_term":{"coefficient":0.008277579997250418,"variable":"x[14]"}},{"output_index":19,"scalar_term":{"coefficient":0.009197829642311956,"variable":"x[15]"}},{"output_index":19,"scalar_term":{"coefficient":-0.006336765171750807,"variable":"x[16]"}},{"output_index":19,"scalar_term":{"coefficient":0.006760762431275802,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.03717232149075316,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.07973876542796143,"variable":"x[1]"}},{"output_index":20,"scalar_term":{"coefficient":0.0555850789272331,"variable":"x[2]"}},{"output_index":20,"scalar_term":{"coefficient":0.03996228390884811,"variable":"x[3]"}},{"output_index":20,"scalar_term":{"coefficient":-0.0020961786818916024,"variable":"x[4]"}},{"output_index":20,"scalar_term":{"coefficient":0.017282119608824763,"variable":"x[5]"}},{"output_index":20,"scalar_term":{"coefficient":0.014826889858578744,"variable":"x[6]"}},{"output_index":20,"scalar_term":{"coefficient":0.012802331996916837,"variable":"x[7]"}},{"output_index":20,"scalar_term":{"coefficient":0.011660914084719835,"variable":"x[8]"}},{"output_index":20,"scalar_term":{"coefficient":-0.0017981568261444814,"variable":"x[9]"}},{"output_index":20,"scalar_term":{"coefficient":0.023830644374894096,"variable":"x[10]"}},{"output_index":20,"scalar_term":{"coefficient":0.021397971310918258,"variable":"x[11]"}},{"output_index":20,"scalar_term":{"coefficient":0.01303853866350231,"variable":"x[12]"}},{"output_index":20,"scalar_term":{"coefficient":-0.005595946247585995,"variable":"x[13]"}},{"output_index":20,"scalar_term":{"coefficient":0.0015312529234715862,"variable":"x[14]"}},{"output_index":20,"scalar_term":{"coefficient":0.005466717200642703,"variable":"x[15]"}},{"output_index":20,"scalar_term":{"coefficient":0.007628828955788002,"variable":"x[16]"}},{"output_index":20,"scalar_term":{"coefficient":0.020909364313614138,"variable":"x[17]"}},{"output_index":20,"scalar_term":{"coefficient":0.02173200474490216,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.018885843786997116,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.08540361466142454,"variable":"x[1]"}},{"output_index":21,"scalar_term":{"coefficient":0.04709215459116033,"variable":"x[2]"}},{"output_index":21,"scalar_term":{"coefficient":0.008375350315411373,"variable":"x[3]"}},{"output_index":21,"scalar_term":{"coefficient":0.02016846860193059,"variable":"x[4]"}},{"output_index":21,"scalar_term":{"coefficient":-0.0011286556067991148,"variable":"x[5]"}},{"output_index":21,"scalar_term":{"coefficient":0.0031141347051289207,"variable":"x[6]"}},{"output_index":21,"scalar_term":{"coefficient":-0.0011189982785589155,"variable":"x[7]"}},{"output_index":21,"scalar_term":{"coefficient":0.0017712449239266474,"variable":"x[8]"}},{"output_index":21,"scalar_term":{"coefficient":0.014733333364072915,"variable":"x[9]"}},{"output_index":21,"scalar_term":{"coefficient":0.022994217905208725,"variable":"x[10]"}},{"output_index":21,"scalar_term":{"coefficient":0.005264196741718914,"variable":"x[11]"}},{"output_index":21,"scalar_term":{"coefficient":0.034495607401900066,"variable":"x[12]"}},{"output_index":21,"scalar_term":{"coefficient":0.0064463439149838354,"variable":"x[13]"}},{"output_index":21,"scalar_term":{"coefficient":0.01954628850888699,"variable":"x[14]"}},{"output_index":21,"scalar_term":{"coefficient":0.01598790822820872,"variable":"x[15]"}},{"output_index":21,"scalar_term":{"coefficient":0.007658149738975801,"variable":"x[16]"}},{"output_index":21,"scalar_term":{"coefficient":-0.005030194504844558,"variable":"x[17]"}},{"output_index":21,"scalar_term":{"coefficient":0.006104898661293098,"variable":"x[18]"}},{"output_index":21,"scalar_term":{"coefficient":-0.009337825508676264,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.002017343012440149,"variable":"x[20]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":21}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[11]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[12]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[13]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[14]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[15]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[16]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[17]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[18]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[19]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[20]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_10_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:8bc5178bf56f4189c2ac29b1dff3f1338162309ed93800ee265d698301c86b09
+size 11616966

Markowitz/STD/RANDOM_SEED_10_NUM_ASSETS_5_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.08237687449366715,"variable":"x[1]"},{"coefficient":0.0819606597245695,"variable":"x[2]"},{"coefficient":0.07629292716957806,"variable":"x[3]"},{"coefficient":0.11055983244963263,"variable":"x[4]"},{"coefficient":0.13975190144127725,"variable":"x[5]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.06358987065615353,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.046271214087698985,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.03463886396570728,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.0302496601572713,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.007199916870511522,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.010834448998003239,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.04526698877528584,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.03107130838401823,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":-0.02006468849247638,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.02292207637657246,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.04954112135611505,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":-0.006672323212888529,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":-0.00519701674087303,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.014271789504199448,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.021684284045313227,"variable":"x[5]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":6}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_1_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:dbfc7dfade8ef3367758cd55a0d976386bf8570f23238b4a9d82299d26623240
+size 46344006

Markowitz/STD/RANDOM_SEED_1_NUM_ASSETS_10_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.07873574291154431,"variable":"x[1]"},{"coefficient":0.053890558117601295,"variable":"x[2]"},{"coefficient":0.08590847836688587,"variable":"x[3]"},{"coefficient":0.08530082631751551,"variable":"x[4]"},{"coefficient":0.14670581314345582,"variable":"x[5]"},{"coefficient":0.11800064585745723,"variable":"x[6]"},{"coefficient":0.11450488687579517,"variable":"x[7]"},{"coefficient":0.13530499435893648,"variable":"x[8]"},{"coefficient":0.09705367260774972,"variable":"x[9]"},{"coefficient":0.09358836827284768,"variable":"x[10]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.08726231204889019,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.05662635735195947,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.04690860951015323,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.04408140307409135,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.00577552438861729,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.05695905971377408,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.06884951854446161,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.02645834703418893,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.013088477417143283,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.04363800138857939,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.06398931108868658,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.0032518419352932323,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.026340863472371617,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":-0.009205729632387834,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.0458955926815376,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.06843392385189931,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.01705630230112173,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.008901172455466186,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":0.01671184066835131,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":0.013868997470627305,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.04276165053785767,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.06558885455877772,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.015674259652681002,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":0.014667482826676272,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.020195266953447127,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":0.030098145965351715,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":0.02323335245175958,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.017513783467881273,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.07066631090842665,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.009870560788830857,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":0.025639711466415686,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":-0.011939434574036824,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":0.013637613290802502,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":-0.005267516049473566,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":-0.02246678025499208,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.02337141338942943,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.07322809180272315,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.005828854013761877,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":0.01245581612924721,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":-0.004811313904788119,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":0.014063536368254456,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":-0.012173581610542192,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":-0.0055991794584869786,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.003904574551863152,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.005558736215046766,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.07589645876010478,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.021327988380894485,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.03559848908560053,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":-0.005700863948367392,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":-0.004987522193234033,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":-0.005836951039857678,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":-0.007598619571074311,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":0.003468126865862933,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":-0.01634365490171496,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.00319968639916596,"variable":"x[10]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":11}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_1_NUM_ASSETS_20_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"x[11]"},{"name":"x[12]"},{"name":"x[13]"},{"name":"x[14]"},{"name":"x[15]"},{"name":"x[16]"},{"name":"x[17]"},{"name":"x[18]"},{"name":"x[19]"},{"name":"x[20]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.13854417433283556,"variable":"x[1]"},{"coefficient":0.13327961090844898,"variable":"x[2]"},{"coefficient":0.10934759337132868,"variable":"x[3]"},{"coefficient":0.1301804901146903,"variable":"x[4]"},{"coefficient":0.1433236225774197,"variable":"x[5]"},{"coefficient":0.10049876644656781,"variable":"x[6]"},{"coefficient":0.058055884510839983,"variable":"x[7]"},{"coefficient":0.09868302352339586,"variable":"x[8]"},{"coefficient":0.14754191551185664,"variable":"x[9]"},{"coefficient":0.1341051949608869,"variable":"x[10]"},{"coefficient":0.14110571568377678,"variable":"x[11]"},{"coefficient":0.05391480492872091,"variable":"x[12]"},{"coefficient":0.14382399361688042,"variable":"x[13]"},{"coefficient":0.09580470266128845,"variable":"x[14]"},{"coefficient":0.1140973857606798,"variable":"x[15]"},{"coefficient":0.14277629744829545,"variable":"x[16]"},{"coefficient":0.09496457356325555,"variable":"x[17]"},{"coefficient":0.10521005447827503,"variable":"x[18]"},{"coefficient":0.07489002911429639,"variable":"x[19]"},{"coefficient":0.13772150054601467,"variable":"x[20]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"},{"coefficient":1.0,"variable":"x[11]"},{"coefficient":1.0,"variable":"x[12]"},{"coefficient":1.0,"variable":"x[13]"},{"coefficient":1.0,"variable":"x[14]"},{"coefficient":1.0,"variable":"x[15]"},{"coefficient":1.0,"variable":"x[16]"},{"coefficient":1.0,"variable":"x[17]"},{"coefficient":1.0,"variable":"x[18]"},{"coefficient":1.0,"variable":"x[19]"},{"coefficient":1.0,"variable":"x[20]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.11275682474824063,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.08673454268751372,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.08764369546021711,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.07784472981113426,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.04756018799511319,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.05266268343545384,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.0895069332993115,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.037529933357921846,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.008386167972339124,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.07435427634309634,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.09536950395014154,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.046548620358735526,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.0033932748051883313,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.024885220104904616,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.044913292330029685,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.08616054902446947,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.020822155675406535,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":-0.007754292335282808,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":0.024896156409900668,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":0.022913537651281048,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.06015468474857907,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.10233398334546781,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.04832762036895497,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":-0.00823276824336136,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.0031720653083447403,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":-0.015278215825680029,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":0.01839796021204664,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.05988192875283875,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.09230689609062478,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.04605511917434814,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":0.003890149047011918,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.01886013164643943,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":-0.0036211125949717603,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":0.020509962614126936,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":-0.0014693256230636454,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.03090071195501641,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.07948381289585811,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.037576218399557625,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":-0.005718942058562567,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":0.0294613094761292,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":0.024842293813537992,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":0.018024968475479335,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":0.012156105004501904,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.0050996854020600715,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.05219185588152315,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.10188288436493527,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.02155331215634213,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.020044367279533647,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":0.045330231693705036,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":0.024597763548225914,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":-0.020082428910988916,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.014120196547302552,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":0.007557953797057682,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":0.013604934038541423,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.04458927952341814,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.09777643885481027,"variable":"x[1]"}},{"output_index":12,"scalar_term":{"coefficient":0.0612976362959534,"variable":"x[2]"}},{"output_index":12,"scalar_term":{"coefficient":0.0007849687707092818,"variable":"x[3]"}},{"output_index":12,"scalar_term":{"coefficient":0.024002829424367374,"variable":"x[4]"}},{"output_index":12,"scalar_term":{"coefficient":0.014935245639384611,"variable":"x[5]"}},{"output_index":12,"scalar_term":{"coefficient":-0.018045058920298822,"variable":"x[6]"}},{"output_index":12,"scalar_term":{"coefficient":0.02360677518813196,"variable":"x[7]"}},{"output_index":12,"scalar_term":{"coefficient":0.027711950754208285,"variable":"x[8]"}},{"output_index":12,"scalar_term":{"coefficient":-0.008289243482767727,"variable":"x[9]"}},{"output_index":12,"scalar_term":{"coefficient":0.016380052790638214,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.029700585335164637,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.07398851520556926,"variable":"x[1]"}},{"output_index":13,"scalar_term":{"coefficient":0.025342301947641796,"variable":"x[2]"}},{"output_index":13,"scalar_term":{"coefficient":-0.008598589120116316,"variable":"x[3]"}},{"output_index":13,"scalar_term":{"coefficient":0.014709681480287303,"variable":"x[4]"}},{"output_index":13,"scalar_term":{"coefficient":0.020486821653339538,"variable":"x[5]"}},{"output_index":13,"scalar_term":{"coefficient":-0.007166007115940465,"variable":"x[6]"}},{"output_index":13,"scalar_term":{"coefficient":-0.00235383522434695,"variable":"x[7]"}},{"output_index":13,"scalar_term":{"coefficient":-0.007628443874789127,"variable":"x[8]"}},{"output_index":13,"scalar_term":{"coefficient":0.009276000813954653,"variable":"x[9]"}},{"output_index":13,"scalar_term":{"coefficient":-0.015969435673537508,"variable":"x[10]"}},{"output_index":13,"scalar_term":{"coefficient":-0.013200730473631682,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.05243372892679803,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.08328845280502195,"variable":"x[1]"}},{"output_index":14,"scalar_term":{"coefficient":0.0366725887159617,"variable":"x[2]"}},{"output_index":14,"scalar_term":{"coefficient":-0.002643366314763769,"variable":"x[3]"}},{"output_index":14,"scalar_term":{"coefficient":0.018543465244065305,"variable":"x[4]"}},{"output_index":14,"scalar_term":{"coefficient":0.012373177105215702,"variable":"x[5]"}},{"output_index":14,"scalar_term":{"coefficient":-0.001635237642493777,"variable":"x[6]"}},{"output_index":14,"scalar_term":{"coefficient":0.027463756809192386,"variable":"x[7]"}},{"output_index":14,"scalar_term":{"coefficient":0.004652879505177803,"variable":"x[8]"}},{"output_index":14,"scalar_term":{"coefficient":-0.0008928320542384016,"variable":"x[9]"}},{"output_index":14,"scalar_term":{"coefficient":0.015223223410238493,"variable":"x[10]"}},{"output_index":14,"scalar_term":{"coefficient":-0.008481295698296969,"variable":"x[11]"}},{"output_index":14,"scalar_term":{"coefficient":0.04703426326889795,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.028583944478073813,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.10763781628436879,"variable":"x[1]"}},{"output_index":15,"scalar_term":{"coefficient":0.04007912795155832,"variable":"x[2]"}},{"output_index":15,"scalar_term":{"coefficient":0.01645712226563015,"variable":"x[3]"}},{"output_index":15,"scalar_term":{"coefficient":0.011309061838142922,"variable":"x[4]"}},{"output_index":15,"scalar_term":{"coefficient":0.008041859598583487,"variable":"x[5]"}},{"output_index":15,"scalar_term":{"coefficient":-0.004225822776774994,"variable":"x[6]"}},{"output_index":15,"scalar_term":{"coefficient":-0.003278235764750446,"variable":"x[7]"}},{"output_index":15,"scalar_term":{"coefficient":-0.0070989487132133025,"variable":"x[8]"}},{"output_index":15,"scalar_term":{"coefficient":0.0044131148687315954,"variable":"x[9]"}},{"output_index":15,"scalar_term":{"coefficient":0.017382326988672946,"variable":"x[10]"}},{"output_index":15,"scalar_term":{"coefficient":-0.0030973308393829387,"variable":"x[11]"}},{"output_index":15,"scalar_term":{"coefficient":0.0027641510917374617,"variable":"x[12]"}},{"output_index":15,"scalar_term":{"coefficient":-0.006765915681938943,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.025243316415832637,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.0928541499582661,"variable":"x[1]"}},{"output_index":16,"scalar_term":{"coefficient":0.048304704161545024,"variable":"x[2]"}},{"output_index":16,"scalar_term":{"coefficient":-0.02273324041118119,"variable":"x[3]"}},{"output_index":16,"scalar_term":{"coefficient":0.04940670670813626,"variable":"x[4]"}},{"output_index":16,"scalar_term":{"coefficient":0.00189433021534197,"variable":"x[5]"}},{"output_index":16,"scalar_term":{"coefficient":0.02706303443350137,"variable":"x[6]"}},{"output_index":16,"scalar_term":{"coefficient":0.025961862077280348,"variable":"x[7]"}},{"output_index":16,"scalar_term":{"coefficient":-0.007868298442003006,"variable":"x[8]"}},{"output_index":16,"scalar_term":{"coefficient":0.006093730667739837,"variable":"x[9]"}},{"output_index":16,"scalar_term":{"coefficient":-0.006526208699021406,"variable":"x[10]"}},{"output_index":16,"scalar_term":{"coefficient":-0.03664444504602896,"variable":"x[11]"}},{"output_index":16,"scalar_term":{"coefficient":0.006118153699738642,"variable":"x[12]"}},{"output_index":16,"scalar_term":{"coefficient":0.008009227148666306,"variable":"x[13]"}},{"output_index":16,"scalar_term":{"coefficient":0.005743953823793717,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.017296341274932125,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.0759963676168267,"variable":"x[1]"}},{"output_index":17,"scalar_term":{"coefficient":0.03505338709498018,"variable":"x[2]"}},{"output_index":17,"scalar_term":{"coefficient":0.018871895546753194,"variable":"x[3]"}},{"output_index":17,"scalar_term":{"coefficient":-0.005777588022751115,"variable":"x[4]"}},{"output_index":17,"scalar_term":{"coefficient":0.004241382735500817,"variable":"x[5]"}},{"output_index":17,"scalar_term":{"coefficient":0.014873596974224529,"variable":"x[6]"}},{"output_index":17,"scalar_term":{"coefficient":0.013557815986582924,"variable":"x[7]"}},{"output_index":17,"scalar_term":{"coefficient":-0.007574897417266629,"variable":"x[8]"}},{"output_index":17,"scalar_term":{"coefficient":0.0014196744773430038,"variable":"x[9]"}},{"output_index":17,"scalar_term":{"coefficient":-0.02302594275314987,"variable":"x[10]"}},{"output_index":17,"scalar_term":{"coefficient":-0.012562676426067326,"variable":"x[11]"}},{"output_index":17,"scalar_term":{"coefficient":0.008432918635630577,"variable":"x[12]"}},{"output_index":17,"scalar_term":{"coefficient":-0.00523383778204043,"variable":"x[13]"}},{"output_index":17,"scalar_term":{"coefficient":0.00023181419089811207,"variable":"x[14]"}},{"output_index":17,"scalar_term":{"coefficient":-0.013731921917101762,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.02718460209483897,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.09083587317011402,"variable":"x[1]"}},{"output_index":18,"scalar_term":{"coefficient":0.05558846423811034,"variable":"x[2]"}},{"output_index":18,"scalar_term":{"coefficient":0.001276189178189746,"variable":"x[3]"}},{"output_index":18,"scalar_term":{"coefficient":0.004568137855891887,"variable":"x[4]"}},{"output_index":18,"scalar_term":{"coefficient":0.012498895745084579,"variable":"x[5]"}},{"output_index":18,"scalar_term":{"coefficient":0.021644816907367543,"variable":"x[6]"}},{"output_index":18,"scalar_term":{"coefficient":0.016799363523702194,"variable":"x[7]"}},{"output_index":18,"scalar_term":{"coefficient":0.01571102320592086,"variable":"x[8]"}},{"output_index":18,"scalar_term":{"coefficient":-0.010673875925140632,"variable":"x[9]"}},{"output_index":18,"scalar_term":{"coefficient":0.0073304522035545225,"variable":"x[10]"}},{"output_index":18,"scalar_term":{"coefficient":-0.016137847075965925,"variable":"x[11]"}},{"output_index":18,"scalar_term":{"coefficient":-0.009933272878691654,"variable":"x[12]"}},{"output_index":18,"scalar_term":{"coefficient":0.0029377663998161885,"variable":"x[13]"}},{"output_index":18,"scalar_term":{"coefficient":-0.010679284108789818,"variable":"x[14]"}},{"output_index":18,"scalar_term":{"coefficient":0.01933244762759467,"variable":"x[15]"}},{"output_index":18,"scalar_term":{"coefficient":-0.0007183961220256166,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.020769493242866532,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.0903534091684932,"variable":"x[1]"}},{"output_index":19,"scalar_term":{"coefficient":0.04698250488489589,"variable":"x[2]"}},{"output_index":19,"scalar_term":{"coefficient":0.011368365879727628,"variable":"x[3]"}},{"output_index":19,"scalar_term":{"coefficient":0.03257016390241145,"variable":"x[4]"}},{"output_index":19,"scalar_term":{"coefficient":-0.0112992296109362,"variable":"x[5]"}},{"output_index":19,"scalar_term":{"coefficient":0.02842186059325417,"variable":"x[6]"}},{"output_index":19,"scalar_term":{"coefficient":0.0005565868830922072,"variable":"x[7]"}},{"output_index":19,"scalar_term":{"coefficient":0.022496336723736618,"variable":"x[8]"}},{"output_index":19,"scalar_term":{"coefficient":0.014400136264716824,"variable":"x[9]"}},{"output_index":19,"scalar_term":{"coefficient":0.016994404202316574,"variable":"x[10]"}},{"output_index":19,"scalar_term":{"coefficient":0.0023359846120629838,"variable":"x[11]"}},{"output_index":19,"scalar_term":{"coefficient":0.009791694995544256,"variable":"x[12]"}},{"output_index":19,"scalar_term":{"coefficient":-0.0027979080987462616,"variable":"x[13]"}},{"output_index":19,"scalar_term":{"coefficient":-0.014050659733700096,"variable":"x[14]"}},{"output_index":19,"scalar_term":{"coefficient":0.022584225805007692,"variable":"x[15]"}},{"output_index":19,"scalar_term":{"coefficient":-0.020512089470980814,"variable":"x[16]"}},{"output_index":19,"scalar_term":{"coefficient":0.018907336563822066,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.008697522465192417,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.08377837811394791,"variable":"x[1]"}},{"output_index":20,"scalar_term":{"coefficient":0.06795811294131379,"variable":"x[2]"}},{"output_index":20,"scalar_term":{"coefficient":0.011582780327475608,"variable":"x[3]"}},{"output_index":20,"scalar_term":{"coefficient":0.018818420478736213,"variable":"x[4]"}},{"output_index":20,"scalar_term":{"coefficient":0.007537717047328573,"variable":"x[5]"}},{"output_index":20,"scalar_term":{"coefficient":0.010020710518911008,"variable":"x[6]"}},{"output_index":20,"scalar_term":{"coefficient":0.0126837593992033,"variable":"x[7]"}},{"output_index":20,"scalar_term":{"coefficient":-0.01840348933845395,"variable":"x[8]"}},{"output_index":20,"scalar_term":{"coefficient":-0.009781805550896708,"variable":"x[9]"}},{"output_index":20,"scalar_term":{"coefficient":0.0009478263994319902,"variable":"x[10]"}},{"output_index":20,"scalar_term":{"coefficient":-0.0053596032768080505,"variable":"x[11]"}},{"output_index":20,"scalar_term":{"coefficient":0.02155988862719928,"variable":"x[12]"}},{"output_index":20,"scalar_term":{"coefficient":0.013255352428885885,"variable":"x[13]"}},{"output_index":20,"scalar_term":{"coefficient":0.0010155173825447453,"variable":"x[14]"}},{"output_index":20,"scalar_term":{"coefficient":0.019933712403346536,"variable":"x[15]"}},{"output_index":20,"scalar_term":{"coefficient":-0.006551166426369156,"variable":"x[16]"}},{"output_index":20,"scalar_term":{"coefficient":-0.004095776007865622,"variable":"x[17]"}},{"output_index":20,"scalar_term":{"coefficient":0.02725610336333712,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.009164342845569846,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.07194479332312913,"variable":"x[1]"}},{"output_index":21,"scalar_term":{"coefficient":0.025757253581188123,"variable":"x[2]"}},{"output_index":21,"scalar_term":{"coefficient":0.01639898954976797,"variable":"x[3]"}},{"output_index":21,"scalar_term":{"coefficient":0.030825083912254726,"variable":"x[4]"}},{"output_index":21,"scalar_term":{"coefficient":0.004828128235645963,"variable":"x[5]"}},{"output_index":21,"scalar_term":{"coefficient":0.014843491874684398,"variable":"x[6]"}},{"output_index":21,"scalar_term":{"coefficient":0.006947837880320933,"variable":"x[7]"}},{"output_index":21,"scalar_term":{"coefficient":0.011983399702403318,"variable":"x[8]"}},{"output_index":21,"scalar_term":{"coefficient":0.028033551628367126,"variable":"x[9]"}},{"output_index":21,"scalar_term":{"coefficient":-0.014103328737705336,"variable":"x[10]"}},{"output_index":21,"scalar_term":{"coefficient":-0.004656173615640917,"variable":"x[11]"}},{"output_index":21,"scalar_term":{"coefficient":0.034480550621823335,"variable":"x[12]"}},{"output_index":21,"scalar_term":{"coefficient":0.010336221651330446,"variable":"x[13]"}},{"output_index":21,"scalar_term":{"coefficient":-0.010614503691946414,"variable":"x[14]"}},{"output_index":21,"scalar_term":{"coefficient":-0.0015299611877035585,"variable":"x[15]"}},{"output_index":21,"scalar_term":{"coefficient":-0.018995946087801727,"variable":"x[16]"}},{"output_index":21,"scalar_term":{"coefficient":0.012709841377127868,"variable":"x[17]"}},{"output_index":21,"scalar_term":{"coefficient":-0.017374153282617176,"variable":"x[18]"}},{"output_index":21,"scalar_term":{"coefficient":0.014453638307241981,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.0011518394249370447,"variable":"x[20]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":21}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[11]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[12]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[13]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[14]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[15]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[16]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[17]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[18]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[19]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[20]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_1_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:774351615042ea188e2b7e3ab8b18882de1106f799611a1686850f6778128e3d
+size 11617214

Markowitz/STD/RANDOM_SEED_1_NUM_ASSETS_5_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.1436505011446535,"variable":"x[1]"},{"coefficient":0.08062826633102754,"variable":"x[2]"},{"coefficient":0.09456281933332451,"variable":"x[3]"},{"coefficient":0.1454807438850545,"variable":"x[4]"},{"coefficient":0.11234514744524675,"variable":"x[5]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.06945060096796436,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.04396525279306817,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.01169302033853887,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.04789523110448034,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.02542907260651315,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.035976477350730236,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.03725897619675414,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":-0.011666369983751866,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.016591407923711415,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.021105780571085773,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.06221272332056482,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":-0.012203492747395937,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.020217042666681447,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":-0.024519365338476762,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.02186030109138872,"variable":"x[5]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":6}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_2_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:027f7f81ccce78c348349d571dbc325c20261c9e425f8d4a175ee61503ced9a0
+size 46344397

Markowitz/STD/RANDOM_SEED_2_NUM_ASSETS_10_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.08908470704685983,"variable":"x[1]"},{"coefficient":0.05901786583268434,"variable":"x[2]"},{"coefficient":0.13727052571264356,"variable":"x[3]"},{"coefficient":0.07972914992565418,"variable":"x[4]"},{"coefficient":0.08843042915864747,"variable":"x[5]"},{"coefficient":0.058484629163655336,"variable":"x[6]"},{"coefficient":0.05816965418523188,"variable":"x[7]"},{"coefficient":0.14767123641621005,"variable":"x[8]"},{"coefficient":0.11564530066238216,"variable":"x[9]"},{"coefficient":0.13971703442585293,"variable":"x[10]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.08039158623655511,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.04291469010658874,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.05146373540576266,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.08138471632952468,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.038102394243753605,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.026380098357106443,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.06210963010758526,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.031809079827050994,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":-0.01897767233560023,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.027985121483606858,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.06969188287200616,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.014839144194239257,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.009697204748900243,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":-0.008722560885950874,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.046395523022614196,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.07566995316975315,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.041163652248350585,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.004157118177048023,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":-0.008287835676364649,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":0.007543690943524068,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.03481902288028942,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.0897831048761749,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.03867284452991376,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":-0.009034446907934238,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.01834178343615387,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":0.02393570151465175,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":0.006408750074761774,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.04014132385219271,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.05220604067015826,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.03907863578965873,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":-0.0039380355636313875,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.04246866194250352,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":0.00988368444033803,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":0.009227769510010225,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":-0.008019339923026617,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.02011329230383757,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.08054889227441683,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.025288165340130477,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":0.005095275411015092,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":0.0023731001981800418,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":0.019711984060915275,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":0.002512005970230192,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":-0.006135981953774676,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.006962298801829068,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.019628968566690226,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.052820054373773434,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.006341894200606062,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.01387426229501296,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":0.012076241654467666,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":0.02065777575508316,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":0.009615940833265741,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.020583165316061712,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":0.004709989841153459,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":0.0116625867302377,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.017768399642339967,"variable":"x[10]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":11}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_2_NUM_ASSETS_20_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"x[11]"},{"name":"x[12]"},{"name":"x[13]"},{"name":"x[14]"},{"name":"x[15]"},{"name":"x[16]"},{"name":"x[17]"},{"name":"x[18]"},{"name":"x[19]"},{"name":"x[20]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.12774459881226116,"variable":"x[1]"},{"coefficient":0.09202886846238176,"variable":"x[2]"},{"coefficient":0.14713364732806394,"variable":"x[3]"},{"coefficient":0.14002419557477636,"variable":"x[4]"},{"coefficient":0.07635938029242727,"variable":"x[5]"},{"coefficient":0.12315017168135212,"variable":"x[6]"},{"coefficient":0.06744154624781262,"variable":"x[7]"},{"coefficient":0.09603479628603119,"variable":"x[8]"},{"coefficient":0.11736160103571902,"variable":"x[9]"},{"coefficient":0.062095965426431914,"variable":"x[10]"},{"coefficient":0.1191306287310587,"variable":"x[11]"},{"coefficient":0.11414092448459662,"variable":"x[12]"},{"coefficient":0.12548066969697486,"variable":"x[13]"},{"coefficient":0.13836513319960683,"variable":"x[14]"},{"coefficient":0.054252876239667805,"variable":"x[15]"},{"coefficient":0.12876341607518077,"variable":"x[16]"},{"coefficient":0.06547958920384352,"variable":"x[17]"},{"coefficient":0.12127724067478943,"variable":"x[18]"},{"coefficient":0.11631633008349855,"variable":"x[19]"},{"coefficient":0.11681472665939958,"variable":"x[20]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"},{"coefficient":1.0,"variable":"x[11]"},{"coefficient":1.0,"variable":"x[12]"},{"coefficient":1.0,"variable":"x[13]"},{"coefficient":1.0,"variable":"x[14]"},{"coefficient":1.0,"variable":"x[15]"},{"coefficient":1.0,"variable":"x[16]"},{"coefficient":1.0,"variable":"x[17]"},{"coefficient":1.0,"variable":"x[18]"},{"coefficient":1.0,"variable":"x[19]"},{"coefficient":1.0,"variable":"x[20]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.11202538286620745,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.0971449219705689,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.08811400500128218,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.09514228125007874,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.029040125028791827,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.0613668624681276,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.09334153428033073,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.04005384916269073,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.009621844230586814,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.06218129365629746,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.10079224508944912,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.049568341060482364,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.014985935654760054,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.037167188971697136,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.05133826616657625,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.09312536861880831,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.01052203956721045,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.01141281315589859,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":0.032562909134424785,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":0.01011131772925352,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.06314110561126669,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.09698134980178735,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.029495858687983153,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":0.02457840559141321,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.021770875571712332,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":0.009233211400648648,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":0.028579931555099955,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.05854438920906846,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.09839328911747092,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.03181570216860869,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":0.033048985228167606,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.01669382184175299,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":0.003811403486503882,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":0.034714276122753095,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":0.0012780834091678424,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.04804600574861717,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.08175939019395838,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.02347886097999194,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":0.0380792160115087,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":0.011575074933457875,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":0.007216700192213075,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":0.036436371981337465,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":0.00795728045688111,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.027443366882775492,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.03945879029994564,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.07134581952582597,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.02904991653278899,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.020520961852264104,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":0.018812081064767196,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":-0.021347501229184586,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":0.026321713109512025,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.010772855903949654,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":0.03535588256462097,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":-0.007228502223470252,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.044220905705503806,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.08502280548198542,"variable":"x[1]"}},{"output_index":12,"scalar_term":{"coefficient":0.025855305905655376,"variable":"x[2]"}},{"output_index":12,"scalar_term":{"coefficient":0.026334373905719834,"variable":"x[3]"}},{"output_index":12,"scalar_term":{"coefficient":0.014895883088105986,"variable":"x[4]"}},{"output_index":12,"scalar_term":{"coefficient":0.009918931966377073,"variable":"x[5]"}},{"output_index":12,"scalar_term":{"coefficient":0.011489507565209072,"variable":"x[6]"}},{"output_index":12,"scalar_term":{"coefficient":0.04919616311831117,"variable":"x[7]"}},{"output_index":12,"scalar_term":{"coefficient":0.014231249981426249,"variable":"x[8]"}},{"output_index":12,"scalar_term":{"coefficient":-0.014114135612816414,"variable":"x[9]"}},{"output_index":12,"scalar_term":{"coefficient":-0.005603144127147165,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.028841596634435238,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.06722358457535924,"variable":"x[1]"}},{"output_index":13,"scalar_term":{"coefficient":0.05110428045954825,"variable":"x[2]"}},{"output_index":13,"scalar_term":{"coefficient":0.025576128305628824,"variable":"x[3]"}},{"output_index":13,"scalar_term":{"coefficient":0.013880665723635069,"variable":"x[4]"}},{"output_index":13,"scalar_term":{"coefficient":0.02397060443215079,"variable":"x[5]"}},{"output_index":13,"scalar_term":{"coefficient":0.017206434646431464,"variable":"x[6]"}},{"output_index":13,"scalar_term":{"coefficient":0.00024079296413200007,"variable":"x[7]"}},{"output_index":13,"scalar_term":{"coefficient":-0.005986445239282197,"variable":"x[8]"}},{"output_index":13,"scalar_term":{"coefficient":0.0010079434093127114,"variable":"x[9]"}},{"output_index":13,"scalar_term":{"coefficient":-0.019540545448205566,"variable":"x[10]"}},{"output_index":13,"scalar_term":{"coefficient":0.023625973882283907,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.044126330515574755,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.08218113907897757,"variable":"x[1]"}},{"output_index":14,"scalar_term":{"coefficient":0.03782084203311069,"variable":"x[2]"}},{"output_index":14,"scalar_term":{"coefficient":0.03533828878335427,"variable":"x[3]"}},{"output_index":14,"scalar_term":{"coefficient":0.014732248129825157,"variable":"x[4]"}},{"output_index":14,"scalar_term":{"coefficient":0.02401820680471741,"variable":"x[5]"}},{"output_index":14,"scalar_term":{"coefficient":0.013109925270585623,"variable":"x[6]"}},{"output_index":14,"scalar_term":{"coefficient":0.005123378063631848,"variable":"x[7]"}},{"output_index":14,"scalar_term":{"coefficient":0.023031056958275595,"variable":"x[8]"}},{"output_index":14,"scalar_term":{"coefficient":0.012455703584779501,"variable":"x[9]"}},{"output_index":14,"scalar_term":{"coefficient":0.0006652827781484275,"variable":"x[10]"}},{"output_index":14,"scalar_term":{"coefficient":0.0032342862151363426,"variable":"x[11]"}},{"output_index":14,"scalar_term":{"coefficient":0.003059855495127253,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.03667302688228503,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.08419710295633721,"variable":"x[1]"}},{"output_index":15,"scalar_term":{"coefficient":0.06179099680844134,"variable":"x[2]"}},{"output_index":15,"scalar_term":{"coefficient":0.009448825977975873,"variable":"x[3]"}},{"output_index":15,"scalar_term":{"coefficient":0.03283846987620187,"variable":"x[4]"}},{"output_index":15,"scalar_term":{"coefficient":0.00036083746123068426,"variable":"x[5]"}},{"output_index":15,"scalar_term":{"coefficient":0.042784165637736446,"variable":"x[6]"}},{"output_index":15,"scalar_term":{"coefficient":0.03019733619334031,"variable":"x[7]"}},{"output_index":15,"scalar_term":{"coefficient":-0.0015477504553322902,"variable":"x[8]"}},{"output_index":15,"scalar_term":{"coefficient":-0.0025442380570079876,"variable":"x[9]"}},{"output_index":15,"scalar_term":{"coefficient":-0.008901185622784198,"variable":"x[10]"}},{"output_index":15,"scalar_term":{"coefficient":-0.018899629817283246,"variable":"x[11]"}},{"output_index":15,"scalar_term":{"coefficient":0.009838528143745102,"variable":"x[12]"}},{"output_index":15,"scalar_term":{"coefficient":-0.0026243183498367065,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.028345900012020846,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.1184858240911063,"variable":"x[1]"}},{"output_index":16,"scalar_term":{"coefficient":0.05442997925987397,"variable":"x[2]"}},{"output_index":16,"scalar_term":{"coefficient":0.02588965001603082,"variable":"x[3]"}},{"output_index":16,"scalar_term":{"coefficient":-0.004997587870911443,"variable":"x[4]"}},{"output_index":16,"scalar_term":{"coefficient":0.01465879196824959,"variable":"x[5]"}},{"output_index":16,"scalar_term":{"coefficient":0.022167994994181567,"variable":"x[6]"}},{"output_index":16,"scalar_term":{"coefficient":-0.0004923504785229594,"variable":"x[7]"}},{"output_index":16,"scalar_term":{"coefficient":0.014295634594602393,"variable":"x[8]"}},{"output_index":16,"scalar_term":{"coefficient":-0.0008568918075909527,"variable":"x[9]"}},{"output_index":16,"scalar_term":{"coefficient":-0.017388395155390913,"variable":"x[10]"}},{"output_index":16,"scalar_term":{"coefficient":-0.0096386791336921,"variable":"x[11]"}},{"output_index":16,"scalar_term":{"coefficient":0.01437391606596757,"variable":"x[12]"}},{"output_index":16,"scalar_term":{"coefficient":-0.025422350281844107,"variable":"x[13]"}},{"output_index":16,"scalar_term":{"coefficient":-0.005050872748288545,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.022330900132608328,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.06570585159732349,"variable":"x[1]"}},{"output_index":17,"scalar_term":{"coefficient":0.04027716803863048,"variable":"x[2]"}},{"output_index":17,"scalar_term":{"coefficient":0.012860716968798376,"variable":"x[3]"}},{"output_index":17,"scalar_term":{"coefficient":-0.001856474511651305,"variable":"x[4]"}},{"output_index":17,"scalar_term":{"coefficient":0.01687249563604253,"variable":"x[5]"}},{"output_index":17,"scalar_term":{"coefficient":-0.0025723251035057733,"variable":"x[6]"}},{"output_index":17,"scalar_term":{"coefficient":-0.012768641302049182,"variable":"x[7]"}},{"output_index":17,"scalar_term":{"coefficient":0.018233972401283337,"variable":"x[8]"}},{"output_index":17,"scalar_term":{"coefficient":0.009469755677843524,"variable":"x[9]"}},{"output_index":17,"scalar_term":{"coefficient":-0.0032096367770553377,"variable":"x[10]"}},{"output_index":17,"scalar_term":{"coefficient":-0.03737449660192845,"variable":"x[11]"}},{"output_index":17,"scalar_term":{"coefficient":0.034946605732948575,"variable":"x[12]"}},{"output_index":17,"scalar_term":{"coefficient":0.0056208734941120475,"variable":"x[13]"}},{"output_index":17,"scalar_term":{"coefficient":-0.0009392926737354374,"variable":"x[14]"}},{"output_index":17,"scalar_term":{"coefficient":-0.010417795040187867,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.021506654051115008,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.0943328120296319,"variable":"x[1]"}},{"output_index":18,"scalar_term":{"coefficient":0.04526034017412648,"variable":"x[2]"}},{"output_index":18,"scalar_term":{"coefficient":0.03379602435927601,"variable":"x[3]"}},{"output_index":18,"scalar_term":{"coefficient":0.01488765131463855,"variable":"x[4]"}},{"output_index":18,"scalar_term":{"coefficient":-0.014852121567503946,"variable":"x[5]"}},{"output_index":18,"scalar_term":{"coefficient":0.005129047342842715,"variable":"x[6]"}},{"output_index":18,"scalar_term":{"coefficient":0.041976892336948124,"variable":"x[7]"}},{"output_index":18,"scalar_term":{"coefficient":0.030182626346701175,"variable":"x[8]"}},{"output_index":18,"scalar_term":{"coefficient":0.00830584170111458,"variable":"x[9]"}},{"output_index":18,"scalar_term":{"coefficient":0.007773838783522581,"variable":"x[10]"}},{"output_index":18,"scalar_term":{"coefficient":0.0028017601455677106,"variable":"x[11]"}},{"output_index":18,"scalar_term":{"coefficient":0.009769174728538,"variable":"x[12]"}},{"output_index":18,"scalar_term":{"coefficient":0.00954920221270774,"variable":"x[13]"}},{"output_index":18,"scalar_term":{"coefficient":0.018138897897735498,"variable":"x[14]"}},{"output_index":18,"scalar_term":{"coefficient":-0.0029339617022047515,"variable":"x[15]"}},{"output_index":18,"scalar_term":{"coefficient":-0.009717187620366354,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.022365589931276617,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.08368095927056186,"variable":"x[1]"}},{"output_index":19,"scalar_term":{"coefficient":0.045048928234589586,"variable":"x[2]"}},{"output_index":19,"scalar_term":{"coefficient":0.008509193304317653,"variable":"x[3]"}},{"output_index":19,"scalar_term":{"coefficient":0.013779092607960567,"variable":"x[4]"}},{"output_index":19,"scalar_term":{"coefficient":0.02620107154171741,"variable":"x[5]"}},{"output_index":19,"scalar_term":{"coefficient":0.027222179123349722,"variable":"x[6]"}},{"output_index":19,"scalar_term":{"coefficient":0.03174630683707441,"variable":"x[7]"}},{"output_index":19,"scalar_term":{"coefficient":-0.008341181146098808,"variable":"x[8]"}},{"output_index":19,"scalar_term":{"coefficient":-0.007728201898541421,"variable":"x[9]"}},{"output_index":19,"scalar_term":{"coefficient":0.022289354732134635,"variable":"x[10]"}},{"output_index":19,"scalar_term":{"coefficient":0.0021252169576471977,"variable":"x[11]"}},{"output_index":19,"scalar_term":{"coefficient":-0.009126773682466123,"variable":"x[12]"}},{"output_index":19,"scalar_term":{"coefficient":0.005850140036748479,"variable":"x[13]"}},{"output_index":19,"scalar_term":{"coefficient":0.026918480806312237,"variable":"x[14]"}},{"output_index":19,"scalar_term":{"coefficient":-0.00036317314164195,"variable":"x[15]"}},{"output_index":19,"scalar_term":{"coefficient":0.022222654542456213,"variable":"x[16]"}},{"output_index":19,"scalar_term":{"coefficient":0.0023996560392289023,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.02358738859961246,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.09540724851152389,"variable":"x[1]"}},{"output_index":20,"scalar_term":{"coefficient":0.02687983977801015,"variable":"x[2]"}},{"output_index":20,"scalar_term":{"coefficient":0.004676257259634821,"variable":"x[3]"}},{"output_index":20,"scalar_term":{"coefficient":-0.0026305350475012562,"variable":"x[4]"}},{"output_index":20,"scalar_term":{"coefficient":-0.005142337920506434,"variable":"x[5]"}},{"output_index":20,"scalar_term":{"coefficient":0.025927700017583256,"variable":"x[6]"}},{"output_index":20,"scalar_term":{"coefficient":0.018238743145260857,"variable":"x[7]"}},{"output_index":20,"scalar_term":{"coefficient":-0.020448963074109632,"variable":"x[8]"}},{"output_index":20,"scalar_term":{"coefficient":0.0013941377716565392,"variable":"x[9]"}},{"output_index":20,"scalar_term":{"coefficient":0.02572328611556675,"variable":"x[10]"}},{"output_index":20,"scalar_term":{"coefficient":0.013661693674024245,"variable":"x[11]"}},{"output_index":20,"scalar_term":{"coefficient":-0.007587874977988218,"variable":"x[12]"}},{"output_index":20,"scalar_term":{"coefficient":0.0017726748915877799,"variable":"x[13]"}},{"output_index":20,"scalar_term":{"coefficient":0.0035913956263406883,"variable":"x[14]"}},{"output_index":20,"scalar_term":{"coefficient":-0.00016305279979401626,"variable":"x[15]"}},{"output_index":20,"scalar_term":{"coefficient":0.014778606853514968,"variable":"x[16]"}},{"output_index":20,"scalar_term":{"coefficient":-0.013210921848727443,"variable":"x[17]"}},{"output_index":20,"scalar_term":{"coefficient":0.029901184698810063,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.008268886282721852,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.10500202330772071,"variable":"x[1]"}},{"output_index":21,"scalar_term":{"coefficient":0.019230892554084177,"variable":"x[2]"}},{"output_index":21,"scalar_term":{"coefficient":0.004409613081152538,"variable":"x[3]"}},{"output_index":21,"scalar_term":{"coefficient":-0.015387310674736317,"variable":"x[4]"}},{"output_index":21,"scalar_term":{"coefficient":0.00979275960523163,"variable":"x[5]"}},{"output_index":21,"scalar_term":{"coefficient":-0.01068040249640853,"variable":"x[6]"}},{"output_index":21,"scalar_term":{"coefficient":0.012679679466247849,"variable":"x[7]"}},{"output_index":21,"scalar_term":{"coefficient":0.011210782022731682,"variable":"x[8]"}},{"output_index":21,"scalar_term":{"coefficient":-0.013176915863040956,"variable":"x[9]"}},{"output_index":21,"scalar_term":{"coefficient":0.00017563685592727015,"variable":"x[10]"}},{"output_index":21,"scalar_term":{"coefficient":-0.014252322896375437,"variable":"x[11]"}},{"output_index":21,"scalar_term":{"coefficient":0.00844841543032425,"variable":"x[12]"}},{"output_index":21,"scalar_term":{"coefficient":-0.004481797624978411,"variable":"x[13]"}},{"output_index":21,"scalar_term":{"coefficient":0.011453541123874639,"variable":"x[14]"}},{"output_index":21,"scalar_term":{"coefficient":-0.0036554760429068456,"variable":"x[15]"}},{"output_index":21,"scalar_term":{"coefficient":0.021040524070622738,"variable":"x[16]"}},{"output_index":21,"scalar_term":{"coefficient":-0.0017077148261424183,"variable":"x[17]"}},{"output_index":21,"scalar_term":{"coefficient":0.015926676450731606,"variable":"x[18]"}},{"output_index":21,"scalar_term":{"coefficient":-0.009054395842444198,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.008025045111782106,"variable":"x[20]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":21}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[11]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[12]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[13]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[14]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[15]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[16]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[17]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[18]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[19]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[20]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_2_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:5a031f174b71fb40076e8b1756df463d4ea7f735497a13f66f35fe5a08fbfebb
+size 11616864

Markowitz/STD/RANDOM_SEED_2_NUM_ASSETS_5_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.14994028019171735,"variable":"x[1]"},{"coefficient":0.07196012524010484,"variable":"x[2]"},{"coefficient":0.07696165262688348,"variable":"x[3]"},{"coefficient":0.053459604006749956,"variable":"x[4]"},{"coefficient":0.10601674382314635,"variable":"x[5]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.04784613400850491,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.02190820582325481,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.009721316994771743,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.03182719914325541,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.008483333951320357,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.030551217666878856,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.03477917415103625,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.019202673926459263,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.002137498575375017,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.03103741762790754,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.03563316675818748,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.019424314237240246,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.040639671054076,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.02069891687710237,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.0050476573680429,"variable":"x[5]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":6}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_3_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:191628b2efd7a38a505193fcb29563db0355945e501540a70056d9d1c62572e4
+size 46343950

Markowitz/STD/RANDOM_SEED_3_NUM_ASSETS_10_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.07564378762072516,"variable":"x[1]"},{"coefficient":0.09543211530400846,"variable":"x[2]"},{"coefficient":0.12951448282922956,"variable":"x[3]"},{"coefficient":0.09645212486500562,"variable":"x[4]"},{"coefficient":0.13573071109129853,"variable":"x[5]"},{"coefficient":0.07454380852604198,"variable":"x[6]"},{"coefficient":0.0918662601657208,"variable":"x[7]"},{"coefficient":0.1227804804054134,"variable":"x[8]"},{"coefficient":0.09072765968641675,"variable":"x[9]"},{"coefficient":0.1152336112022772,"variable":"x[10]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.08555050817175709,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.07974173809195309,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.04671533271657629,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.08799024063821012,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.010177440495590325,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.033122237774142096,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.0764893367720415,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":-0.0040669697779140345,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.02457849092123451,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.04325382682652093,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.08270090834164918,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.015340053796985019,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.016077702839630816,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.02072611171717206,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.02614753133373777,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.07075051192509495,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.025368281923486596,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.00809769792631245,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":0.013533547016908752,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":-0.011935574069222554,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.041018091857379715,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.055730989910512355,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.018624324662291195,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":-0.003931864324997594,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":-0.009620587386565774,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":-0.003393479448080888,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":0.02215030252986227,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.019118784940981664,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.05157471723112836,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.014095560956570012,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":0.02888296502539837,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.005496766567366923,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":0.006246939944021009,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":0.008014603410598148,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":0.015285430585213424,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.04079435341711542,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.07441576457783722,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.006556793246526305,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":0.029649388239690686,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":-0.006596591587417834,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":-0.02488043156386589,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":0.0028614355733641073,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":0.024519750752249846,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.026860452732040747,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.008473403621406183,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.06786393074145454,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.0014042813800550834,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.01735134482219936,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":0.012625326406188485,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":0.009255180142081995,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":0.0005679702412417152,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.012678930028085027,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":-0.006205486207671515,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":0.01791574327422432,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.01361465486560696,"variable":"x[10]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":11}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_3_NUM_ASSETS_20_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"x[11]"},{"name":"x[12]"},{"name":"x[13]"},{"name":"x[14]"},{"name":"x[15]"},{"name":"x[16]"},{"name":"x[17]"},{"name":"x[18]"},{"name":"x[19]"},{"name":"x[20]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.14333676933852524,"variable":"x[1]"},{"coefficient":0.1115743963053895,"variable":"x[2]"},{"coefficient":0.10471639788074705,"variable":"x[3]"},{"coefficient":0.09464410209724183,"variable":"x[4]"},{"coefficient":0.05627204172671435,"variable":"x[5]"},{"coefficient":0.10353735279952586,"variable":"x[6]"},{"coefficient":0.14872307788286443,"variable":"x[7]"},{"coefficient":0.10198599768647686,"variable":"x[8]"},{"coefficient":0.1337233842637222,"variable":"x[9]"},{"coefficient":0.053381810387952304,"variable":"x[10]"},{"coefficient":0.1074339272219748,"variable":"x[11]"},{"coefficient":0.09126697412869562,"variable":"x[12]"},{"coefficient":0.08220213833399706,"variable":"x[13]"},{"coefficient":0.08923303281584867,"variable":"x[14]"},{"coefficient":0.07468877937863541,"variable":"x[15]"},{"coefficient":0.1252336077757045,"variable":"x[16]"},{"coefficient":0.07925054639915474,"variable":"x[17]"},{"coefficient":0.14669023838531386,"variable":"x[18]"},{"coefficient":0.13557953320543792,"variable":"x[19]"},{"coefficient":0.0663310004223389,"variable":"x[20]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"},{"coefficient":1.0,"variable":"x[11]"},{"coefficient":1.0,"variable":"x[12]"},{"coefficient":1.0,"variable":"x[13]"},{"coefficient":1.0,"variable":"x[14]"},{"coefficient":1.0,"variable":"x[15]"},{"coefficient":1.0,"variable":"x[16]"},{"coefficient":1.0,"variable":"x[17]"},{"coefficient":1.0,"variable":"x[18]"},{"coefficient":1.0,"variable":"x[19]"},{"coefficient":1.0,"variable":"x[20]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.13578050689825266,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.10446202333190939,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.059598238324043255,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.07611356106419732,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.006847160394227629,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.05924877594995307,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.07318020556719504,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.020532128066940814,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.012944289144079258,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.055146595037108725,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.0869488623771413,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.004023757053546573,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.004631410963150171,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":-0.000128823772383866,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.0696085437386641,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.11080801599312416,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":-0.007812376285074401,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.011676600221313787,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":-0.003226347513876794,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":0.014453851979612325,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.040062862551235735,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.0830096684014733,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.012705123066100268,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":0.014896790201727392,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.028463950766888124,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":0.0078124743506122005,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":-0.0061658462914604304,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.05978091295706788,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.07428394991072042,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.009265947785705818,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":0.017875914016614227,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.021738884899096925,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":0.02083555578241704,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":0.018055127523734362,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":0.01228642175378229,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.06023769706003993,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.08328012102945243,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.021642299315331247,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":-0.006209242138882426,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":0.0007351586654088004,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":0.0051194502480926656,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":0.007684381333762199,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":0.028285334067905978,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.009928295687732536,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.04809317763862496,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.11699864944542386,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.012692552855032202,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.02224421282023065,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":0.008531376937693031,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":0.012272863460980239,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":0.014910064663805714,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.02074329125096059,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":0.02830543600117728,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":0.0030943364538805335,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.04719337054589634,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.09396377316915323,"variable":"x[1]"}},{"output_index":12,"scalar_term":{"coefficient":0.03567016336041422,"variable":"x[2]"}},{"output_index":12,"scalar_term":{"coefficient":0.02219187238432963,"variable":"x[3]"}},{"output_index":12,"scalar_term":{"coefficient":-0.002509650769853099,"variable":"x[4]"}},{"output_index":12,"scalar_term":{"coefficient":0.04194643510243454,"variable":"x[5]"}},{"output_index":12,"scalar_term":{"coefficient":-0.002837246716362433,"variable":"x[6]"}},{"output_index":12,"scalar_term":{"coefficient":0.0103907500598473,"variable":"x[7]"}},{"output_index":12,"scalar_term":{"coefficient":0.011541962947439597,"variable":"x[8]"}},{"output_index":12,"scalar_term":{"coefficient":0.012975784996692889,"variable":"x[9]"}},{"output_index":12,"scalar_term":{"coefficient":0.02248270967429706,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.02922369671082076,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.07180914706976649,"variable":"x[1]"}},{"output_index":13,"scalar_term":{"coefficient":0.008612218846709782,"variable":"x[2]"}},{"output_index":13,"scalar_term":{"coefficient":0.02176612024637986,"variable":"x[3]"}},{"output_index":13,"scalar_term":{"coefficient":0.028350018656935577,"variable":"x[4]"}},{"output_index":13,"scalar_term":{"coefficient":0.01582784597608331,"variable":"x[5]"}},{"output_index":13,"scalar_term":{"coefficient":-0.002248709817498439,"variable":"x[6]"}},{"output_index":13,"scalar_term":{"coefficient":-0.00845806500520874,"variable":"x[7]"}},{"output_index":13,"scalar_term":{"coefficient":0.005562701040408034,"variable":"x[8]"}},{"output_index":13,"scalar_term":{"coefficient":0.014191800775009169,"variable":"x[9]"}},{"output_index":13,"scalar_term":{"coefficient":0.02029504767484515,"variable":"x[10]"}},{"output_index":13,"scalar_term":{"coefficient":0.016573084897854022,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.04407200218207269,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.07225182347897569,"variable":"x[1]"}},{"output_index":14,"scalar_term":{"coefficient":0.01683106672186013,"variable":"x[2]"}},{"output_index":14,"scalar_term":{"coefficient":0.021299852541939716,"variable":"x[3]"}},{"output_index":14,"scalar_term":{"coefficient":0.026832005875339366,"variable":"x[4]"}},{"output_index":14,"scalar_term":{"coefficient":0.029671345084839932,"variable":"x[5]"}},{"output_index":14,"scalar_term":{"coefficient":-0.004058147071676172,"variable":"x[6]"}},{"output_index":14,"scalar_term":{"coefficient":0.007252009722661612,"variable":"x[7]"}},{"output_index":14,"scalar_term":{"coefficient":-0.006440664138038414,"variable":"x[8]"}},{"output_index":14,"scalar_term":{"coefficient":0.007455902959108644,"variable":"x[9]"}},{"output_index":14,"scalar_term":{"coefficient":-0.02158551847787372,"variable":"x[10]"}},{"output_index":14,"scalar_term":{"coefficient":0.009046898130064759,"variable":"x[11]"}},{"output_index":14,"scalar_term":{"coefficient":0.0053794873223048925,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.05544266950515605,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.10077251841589593,"variable":"x[1]"}},{"output_index":15,"scalar_term":{"coefficient":0.02682011036506986,"variable":"x[2]"}},{"output_index":15,"scalar_term":{"coefficient":0.015519840795080755,"variable":"x[3]"}},{"output_index":15,"scalar_term":{"coefficient":0.037520987914548345,"variable":"x[4]"}},{"output_index":15,"scalar_term":{"coefficient":0.02840106936513719,"variable":"x[5]"}},{"output_index":15,"scalar_term":{"coefficient":-0.007185285383025662,"variable":"x[6]"}},{"output_index":15,"scalar_term":{"coefficient":0.019615690836504517,"variable":"x[7]"}},{"output_index":15,"scalar_term":{"coefficient":-0.01381869794535911,"variable":"x[8]"}},{"output_index":15,"scalar_term":{"coefficient":0.020263621768163674,"variable":"x[9]"}},{"output_index":15,"scalar_term":{"coefficient":0.016461973640242787,"variable":"x[10]"}},{"output_index":15,"scalar_term":{"coefficient":0.013166546127027782,"variable":"x[11]"}},{"output_index":15,"scalar_term":{"coefficient":0.0023860893119224615,"variable":"x[12]"}},{"output_index":15,"scalar_term":{"coefficient":-0.007893885543539333,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.01930561028721827,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.09887865118006478,"variable":"x[1]"}},{"output_index":16,"scalar_term":{"coefficient":0.00898809090637302,"variable":"x[2]"}},{"output_index":16,"scalar_term":{"coefficient":-0.023566587218422468,"variable":"x[3]"}},{"output_index":16,"scalar_term":{"coefficient":0.02611043443466151,"variable":"x[4]"}},{"output_index":16,"scalar_term":{"coefficient":0.010298471606866847,"variable":"x[5]"}},{"output_index":16,"scalar_term":{"coefficient":0.005272400725422836,"variable":"x[6]"}},{"output_index":16,"scalar_term":{"coefficient":0.021204845358971165,"variable":"x[7]"}},{"output_index":16,"scalar_term":{"coefficient":0.026454388379383787,"variable":"x[8]"}},{"output_index":16,"scalar_term":{"coefficient":-0.002385057421934291,"variable":"x[9]"}},{"output_index":16,"scalar_term":{"coefficient":-0.005536428797318615,"variable":"x[10]"}},{"output_index":16,"scalar_term":{"coefficient":-0.012498212192904765,"variable":"x[11]"}},{"output_index":16,"scalar_term":{"coefficient":-0.010388754686801711,"variable":"x[12]"}},{"output_index":16,"scalar_term":{"coefficient":-0.0029659339207406548,"variable":"x[13]"}},{"output_index":16,"scalar_term":{"coefficient":0.010011763470803674,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.012376753111010113,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.08374557159720468,"variable":"x[1]"}},{"output_index":17,"scalar_term":{"coefficient":0.025881253579276075,"variable":"x[2]"}},{"output_index":17,"scalar_term":{"coefficient":0.02472247011050281,"variable":"x[3]"}},{"output_index":17,"scalar_term":{"coefficient":0.030639645498149317,"variable":"x[4]"}},{"output_index":17,"scalar_term":{"coefficient":0.027386132455157294,"variable":"x[5]"}},{"output_index":17,"scalar_term":{"coefficient":-0.021026285123721757,"variable":"x[6]"}},{"output_index":17,"scalar_term":{"coefficient":-0.0015175648750753322,"variable":"x[7]"}},{"output_index":17,"scalar_term":{"coefficient":0.03399543794660981,"variable":"x[8]"}},{"output_index":17,"scalar_term":{"coefficient":-0.015253105301742042,"variable":"x[9]"}},{"output_index":17,"scalar_term":{"coefficient":0.004789625896896258,"variable":"x[10]"}},{"output_index":17,"scalar_term":{"coefficient":0.005375464978979469,"variable":"x[11]"}},{"output_index":17,"scalar_term":{"coefficient":0.02784555536407718,"variable":"x[12]"}},{"output_index":17,"scalar_term":{"coefficient":0.02124201661589526,"variable":"x[13]"}},{"output_index":17,"scalar_term":{"coefficient":-0.02270572598498118,"variable":"x[14]"}},{"output_index":17,"scalar_term":{"coefficient":-0.007153044849998558,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.010502628180476854,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.0917012240877573,"variable":"x[1]"}},{"output_index":18,"scalar_term":{"coefficient":0.010037461201637144,"variable":"x[2]"}},{"output_index":18,"scalar_term":{"coefficient":-0.0021695755070543533,"variable":"x[3]"}},{"output_index":18,"scalar_term":{"coefficient":-0.010402810326228354,"variable":"x[4]"}},{"output_index":18,"scalar_term":{"coefficient":0.017751912756014794,"variable":"x[5]"}},{"output_index":18,"scalar_term":{"coefficient":-0.01351890217513368,"variable":"x[6]"}},{"output_index":18,"scalar_term":{"coefficient":0.004730413319032351,"variable":"x[7]"}},{"output_index":18,"scalar_term":{"coefficient":0.002699676807135405,"variable":"x[8]"}},{"output_index":18,"scalar_term":{"coefficient":0.0014633389010640138,"variable":"x[9]"}},{"output_index":18,"scalar_term":{"coefficient":0.008005374445002076,"variable":"x[10]"}},{"output_index":18,"scalar_term":{"coefficient":0.010820308835320962,"variable":"x[11]"}},{"output_index":18,"scalar_term":{"coefficient":-0.009160136043044062,"variable":"x[12]"}},{"output_index":18,"scalar_term":{"coefficient":-0.012033966921419432,"variable":"x[13]"}},{"output_index":18,"scalar_term":{"coefficient":0.0027633429083022015,"variable":"x[14]"}},{"output_index":18,"scalar_term":{"coefficient":0.016616686207216475,"variable":"x[15]"}},{"output_index":18,"scalar_term":{"coefficient":0.005912548386404862,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.03334935407156158,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.07994245368637319,"variable":"x[1]"}},{"output_index":19,"scalar_term":{"coefficient":0.023612233749950612,"variable":"x[2]"}},{"output_index":19,"scalar_term":{"coefficient":-0.017798053642831803,"variable":"x[3]"}},{"output_index":19,"scalar_term":{"coefficient":0.007814219766534986,"variable":"x[4]"}},{"output_index":19,"scalar_term":{"coefficient":0.007266597754362999,"variable":"x[5]"}},{"output_index":19,"scalar_term":{"coefficient":-0.015141843093545038,"variable":"x[6]"}},{"output_index":19,"scalar_term":{"coefficient":0.016183200423124183,"variable":"x[7]"}},{"output_index":19,"scalar_term":{"coefficient":0.023547861424900146,"variable":"x[8]"}},{"output_index":19,"scalar_term":{"coefficient":0.02614425255436409,"variable":"x[9]"}},{"output_index":19,"scalar_term":{"coefficient":-0.008061550990875374,"variable":"x[10]"}},{"output_index":19,"scalar_term":{"coefficient":0.001990648328393475,"variable":"x[11]"}},{"output_index":19,"scalar_term":{"coefficient":-0.014816316772729807,"variable":"x[12]"}},{"output_index":19,"scalar_term":{"coefficient":0.005890230210183155,"variable":"x[13]"}},{"output_index":19,"scalar_term":{"coefficient":-0.008719610858587624,"variable":"x[14]"}},{"output_index":19,"scalar_term":{"coefficient":0.00540419526950667,"variable":"x[15]"}},{"output_index":19,"scalar_term":{"coefficient":-0.005533846879568941,"variable":"x[16]"}},{"output_index":19,"scalar_term":{"coefficient":-0.008892754235515051,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.0416405444863519,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.10920138691632679,"variable":"x[1]"}},{"output_index":20,"scalar_term":{"coefficient":0.03311349624817869,"variable":"x[2]"}},{"output_index":20,"scalar_term":{"coefficient":-0.004158286121133987,"variable":"x[3]"}},{"output_index":20,"scalar_term":{"coefficient":0.01287397504304495,"variable":"x[4]"}},{"output_index":20,"scalar_term":{"coefficient":0.013593000125358532,"variable":"x[5]"}},{"output_index":20,"scalar_term":{"coefficient":-0.002459476044023437,"variable":"x[6]"}},{"output_index":20,"scalar_term":{"coefficient":0.004431496695215357,"variable":"x[7]"}},{"output_index":20,"scalar_term":{"coefficient":0.020042757795818926,"variable":"x[8]"}},{"output_index":20,"scalar_term":{"coefficient":0.003927013277193126,"variable":"x[9]"}},{"output_index":20,"scalar_term":{"coefficient":0.025825488021768605,"variable":"x[10]"}},{"output_index":20,"scalar_term":{"coefficient":0.00773529093650063,"variable":"x[11]"}},{"output_index":20,"scalar_term":{"coefficient":-0.013457443140584398,"variable":"x[12]"}},{"output_index":20,"scalar_term":{"coefficient":0.012470722254877655,"variable":"x[13]"}},{"output_index":20,"scalar_term":{"coefficient":-0.017691400391082964,"variable":"x[14]"}},{"output_index":20,"scalar_term":{"coefficient":-0.001877919937946341,"variable":"x[15]"}},{"output_index":20,"scalar_term":{"coefficient":0.025077992120290587,"variable":"x[16]"}},{"output_index":20,"scalar_term":{"coefficient":0.021596338028198832,"variable":"x[17]"}},{"output_index":20,"scalar_term":{"coefficient":0.011427169074161723,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.021706221343994875,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.07705851965767803,"variable":"x[1]"}},{"output_index":21,"scalar_term":{"coefficient":0.01815032959983924,"variable":"x[2]"}},{"output_index":21,"scalar_term":{"coefficient":0.02294095239092067,"variable":"x[3]"}},{"output_index":21,"scalar_term":{"coefficient":0.0040268164311785,"variable":"x[4]"}},{"output_index":21,"scalar_term":{"coefficient":0.048677332282366266,"variable":"x[5]"}},{"output_index":21,"scalar_term":{"coefficient":-0.0035982327281218595,"variable":"x[6]"}},{"output_index":21,"scalar_term":{"coefficient":-0.0017958770296198391,"variable":"x[7]"}},{"output_index":21,"scalar_term":{"coefficient":0.006133067301564404,"variable":"x[8]"}},{"output_index":21,"scalar_term":{"coefficient":0.011027658665710647,"variable":"x[9]"}},{"output_index":21,"scalar_term":{"coefficient":0.0039199892468122,"variable":"x[10]"}},{"output_index":21,"scalar_term":{"coefficient":0.005959015161037986,"variable":"x[11]"}},{"output_index":21,"scalar_term":{"coefficient":-0.006616066826909052,"variable":"x[12]"}},{"output_index":21,"scalar_term":{"coefficient":0.039476425894674885,"variable":"x[13]"}},{"output_index":21,"scalar_term":{"coefficient":-0.00897229237751797,"variable":"x[14]"}},{"output_index":21,"scalar_term":{"coefficient":0.030460646145477867,"variable":"x[15]"}},{"output_index":21,"scalar_term":{"coefficient":0.007374777057664629,"variable":"x[16]"}},{"output_index":21,"scalar_term":{"coefficient":-0.010794935761478601,"variable":"x[17]"}},{"output_index":21,"scalar_term":{"coefficient":0.012628735587497724,"variable":"x[18]"}},{"output_index":21,"scalar_term":{"coefficient":0.01956459129434971,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.006106641822871644,"variable":"x[20]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":21}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[11]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[12]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[13]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[14]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[15]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[16]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[17]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[18]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[19]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[20]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_3_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:7a05018a01f88639dc5f173967d1f33579e31847cffc298f71b9b1a723878aca
+size 11617124

Markowitz/STD/RANDOM_SEED_3_NUM_ASSETS_5_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.1037297718450942,"variable":"x[1]"},{"coefficient":0.14191948374957258,"variable":"x[2]"},{"coefficient":0.1461987101090815,"variable":"x[3]"},{"coefficient":0.09065579750284014,"variable":"x[4]"},{"coefficient":0.08862449798363853,"variable":"x[5]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.04422653667772623,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.0529163018507744,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.03316116133728703,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.028234286286078315,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.0013085257575151728,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.015609158657356993,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.05416769132114697,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.012504748370512027,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.0039057832490612017,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.031373570582287416,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.045480172447216555,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.02206564445553704,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":-0.014235915785453452,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.0054448059985385076,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.03050677054780587,"variable":"x[5]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":6}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_4_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:151ac4c14d033f23fa18b74a53fa39733ffea4f68a381d8c0ff75b67797c2bf6
+size 46343640

Markowitz/STD/RANDOM_SEED_4_NUM_ASSETS_10_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.1056218309756129,"variable":"x[1]"},{"coefficient":0.14348366753232122,"variable":"x[2]"},{"coefficient":0.058184218374633445,"variable":"x[3]"},{"coefficient":0.05480782296052598,"variable":"x[4]"},{"coefficient":0.10165146375653612,"variable":"x[5]"},{"coefficient":0.1245827151418708,"variable":"x[6]"},{"coefficient":0.10106420027735712,"variable":"x[7]"},{"coefficient":0.10886884845224881,"variable":"x[8]"},{"coefficient":0.09694024512105148,"variable":"x[9]"},{"coefficient":0.08580910658829607,"variable":"x[10]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.08646905638979588,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.08392697136262411,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.05094800119202969,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.06994639001508501,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.02072095101363024,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.05032245366755416,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.06340279039622934,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.013260354622782782,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.014242344702700204,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.029497520653356927,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.05539514190223109,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.036227597308813475,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":-0.007843762903555967,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":-0.012831253930898888,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.02758710683831826,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.03470234863311414,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.04329370895149518,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.004262142919437342,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":0.01971536350540524,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":0.008179686403131095,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.0209342744016153,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.07352653589461806,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.04265871786781253,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":0.02236757709275395,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.01536504769161694,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":-0.0005559299344778582,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":0.011555276411314775,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.025997142264033154,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.053950475746871715,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.009655847353984745,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":0.018388558701061722,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.0008523765922046696,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":0.01222836357673663,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":-0.0021942789127119846,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":0.013497747238371417,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.027805772713284625,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.08635601198337094,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.036256269438471524,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":0.002766391265020383,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":-0.009135434756317952,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":0.009047827861721541,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":0.015898711140268727,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":0.02981790738955236,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.0034157190589169323,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.009114665588858848,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.04116930231825687,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.015386157317807209,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.025836456329209983,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":0.025913006741710744,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":0.017969879344297952,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":0.008170988908518426,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.01013698906099829,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":0.012297936038704455,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":0.02674760404578787,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.01738283371731647,"variable":"x[10]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":11}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_4_NUM_ASSETS_20_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"x[11]"},{"name":"x[12]"},{"name":"x[13]"},{"name":"x[14]"},{"name":"x[15]"},{"name":"x[16]"},{"name":"x[17]"},{"name":"x[18]"},{"name":"x[19]"},{"name":"x[20]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.11674471397575917,"variable":"x[1]"},{"coefficient":0.08558170313867765,"variable":"x[2]"},{"coefficient":0.10260044972309902,"variable":"x[3]"},{"coefficient":0.09420182728460214,"variable":"x[4]"},{"coefficient":0.10556786558860962,"variable":"x[5]"},{"coefficient":0.052850008562904574,"variable":"x[6]"},{"coefficient":0.13638334278798997,"variable":"x[7]"},{"coefficient":0.1309500090478512,"variable":"x[8]"},{"coefficient":0.0832942236540645,"variable":"x[9]"},{"coefficient":0.09961268027034126,"variable":"x[10]"},{"coefficient":0.11748066541767739,"variable":"x[11]"},{"coefficient":0.14104247992720376,"variable":"x[12]"},{"coefficient":0.08322955491254835,"variable":"x[13]"},{"coefficient":0.08433456979623183,"variable":"x[14]"},{"coefficient":0.08552955778825667,"variable":"x[15]"},{"coefficient":0.09732312192505778,"variable":"x[16]"},{"coefficient":0.1354171948863978,"variable":"x[17]"},{"coefficient":0.11972339782670036,"variable":"x[18]"},{"coefficient":0.12400235233528553,"variable":"x[19]"},{"coefficient":0.08291446528094921,"variable":"x[20]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"},{"coefficient":1.0,"variable":"x[11]"},{"coefficient":1.0,"variable":"x[12]"},{"coefficient":1.0,"variable":"x[13]"},{"coefficient":1.0,"variable":"x[14]"},{"coefficient":1.0,"variable":"x[15]"},{"coefficient":1.0,"variable":"x[16]"},{"coefficient":1.0,"variable":"x[17]"},{"coefficient":1.0,"variable":"x[18]"},{"coefficient":1.0,"variable":"x[19]"},{"coefficient":1.0,"variable":"x[20]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.11377681332612803,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.09712991440553274,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.07721767324892871,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.09775305818154219,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.03920214379724554,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.062044420130682114,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.07909296560603879,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.023539612455199265,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.01807762736048554,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.07653717967437763,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.09098120487193499,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.04468482072735582,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.030479987910381007,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.028140302421278553,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.0490969243757428,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.08593953536987214,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.03241710851692202,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.003483348486044371,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":-0.0002926048923285309,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":-0.02866158465668934,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.054691385440266006,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.06451734361551668,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.029590166713307275,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":0.02314632723120081,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.019330169288085158,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":0.017261979553573566,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":0.019397517605744104,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.050348630001793425,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.09587259533803728,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.03692117854293274,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":0.027691717261600406,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.031269176892925805,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":0.022708338910186383,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":0.03693871016249075,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":0.008928056538312022,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.04729770535558069,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.08297803153759044,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.02859024503180653,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":-0.014468301326802364,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":0.03128727136777983,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":-0.005553343396491658,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":0.031373354834300024,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":0.0012407095584667366,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.004718750358052518,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.040489242892137366,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.09017413040788365,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.04312678314846677,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.013285843360158868,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":-0.007049298185999976,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":0.0021373115238849227,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":0.035924317182631706,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.028883282068900836,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":-0.0007919455230626827,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":-0.020792991157137754,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.049084870227515,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.08310962504948459,"variable":"x[1]"}},{"output_index":12,"scalar_term":{"coefficient":0.02357648722567104,"variable":"x[2]"}},{"output_index":12,"scalar_term":{"coefficient":0.015125870635176014,"variable":"x[3]"}},{"output_index":12,"scalar_term":{"coefficient":0.017073152739081707,"variable":"x[4]"}},{"output_index":12,"scalar_term":{"coefficient":-0.030139205792464943,"variable":"x[5]"}},{"output_index":12,"scalar_term":{"coefficient":0.02384691643816824,"variable":"x[6]"}},{"output_index":12,"scalar_term":{"coefficient":-0.011344640147143035,"variable":"x[7]"}},{"output_index":12,"scalar_term":{"coefficient":0.021386188084548403,"variable":"x[8]"}},{"output_index":12,"scalar_term":{"coefficient":-0.002375245501310375,"variable":"x[9]"}},{"output_index":12,"scalar_term":{"coefficient":0.012851168539606344,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.03992886108510799,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.08667460601240458,"variable":"x[1]"}},{"output_index":13,"scalar_term":{"coefficient":0.011950212700328377,"variable":"x[2]"}},{"output_index":13,"scalar_term":{"coefficient":0.014925658738930831,"variable":"x[3]"}},{"output_index":13,"scalar_term":{"coefficient":0.029538960785496615,"variable":"x[4]"}},{"output_index":13,"scalar_term":{"coefficient":-0.017941404309889,"variable":"x[5]"}},{"output_index":13,"scalar_term":{"coefficient":0.03167532344947615,"variable":"x[6]"}},{"output_index":13,"scalar_term":{"coefficient":0.013337642412706487,"variable":"x[7]"}},{"output_index":13,"scalar_term":{"coefficient":0.015076851609193637,"variable":"x[8]"}},{"output_index":13,"scalar_term":{"coefficient":-0.005721196812064493,"variable":"x[9]"}},{"output_index":13,"scalar_term":{"coefficient":-0.006653044248034022,"variable":"x[10]"}},{"output_index":13,"scalar_term":{"coefficient":0.0069379354720763686,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.039459112900041816,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.08472089747617165,"variable":"x[1]"}},{"output_index":14,"scalar_term":{"coefficient":0.04545900871325089,"variable":"x[2]"}},{"output_index":14,"scalar_term":{"coefficient":0.03948641674429252,"variable":"x[3]"}},{"output_index":14,"scalar_term":{"coefficient":0.013019982317491508,"variable":"x[4]"}},{"output_index":14,"scalar_term":{"coefficient":-0.003179235307006109,"variable":"x[5]"}},{"output_index":14,"scalar_term":{"coefficient":0.014419289878801795,"variable":"x[6]"}},{"output_index":14,"scalar_term":{"coefficient":0.0037247303173758156,"variable":"x[7]"}},{"output_index":14,"scalar_term":{"coefficient":0.028684601173692936,"variable":"x[8]"}},{"output_index":14,"scalar_term":{"coefficient":-0.00435990337055604,"variable":"x[9]"}},{"output_index":14,"scalar_term":{"coefficient":-0.021612890128186426,"variable":"x[10]"}},{"output_index":14,"scalar_term":{"coefficient":-0.0132301119061152,"variable":"x[11]"}},{"output_index":14,"scalar_term":{"coefficient":0.009751982510910622,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.02464800424573165,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.08011620367180514,"variable":"x[1]"}},{"output_index":15,"scalar_term":{"coefficient":0.04415442763175499,"variable":"x[2]"}},{"output_index":15,"scalar_term":{"coefficient":0.0029952489687655897,"variable":"x[3]"}},{"output_index":15,"scalar_term":{"coefficient":0.013332001277981311,"variable":"x[4]"}},{"output_index":15,"scalar_term":{"coefficient":-0.01883613514461166,"variable":"x[5]"}},{"output_index":15,"scalar_term":{"coefficient":0.026523137797123855,"variable":"x[6]"}},{"output_index":15,"scalar_term":{"coefficient":0.018554550122283003,"variable":"x[7]"}},{"output_index":15,"scalar_term":{"coefficient":0.004644982461920807,"variable":"x[8]"}},{"output_index":15,"scalar_term":{"coefficient":-0.0040294576633811904,"variable":"x[9]"}},{"output_index":15,"scalar_term":{"coefficient":0.01909603927704075,"variable":"x[10]"}},{"output_index":15,"scalar_term":{"coefficient":0.002912584959008052,"variable":"x[11]"}},{"output_index":15,"scalar_term":{"coefficient":0.01975032495386013,"variable":"x[12]"}},{"output_index":15,"scalar_term":{"coefficient":6.364252912538745e-5,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.03233332910265794,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.08493446916630049,"variable":"x[1]"}},{"output_index":16,"scalar_term":{"coefficient":0.011431628594605801,"variable":"x[2]"}},{"output_index":16,"scalar_term":{"coefficient":0.030907133137240115,"variable":"x[3]"}},{"output_index":16,"scalar_term":{"coefficient":-0.008988829644961931,"variable":"x[4]"}},{"output_index":16,"scalar_term":{"coefficient":-0.00707132372341283,"variable":"x[5]"}},{"output_index":16,"scalar_term":{"coefficient":0.022437218679697078,"variable":"x[6]"}},{"output_index":16,"scalar_term":{"coefficient":0.007380585533077336,"variable":"x[7]"}},{"output_index":16,"scalar_term":{"coefficient":0.011743007403194538,"variable":"x[8]"}},{"output_index":16,"scalar_term":{"coefficient":0.031909162362693394,"variable":"x[9]"}},{"output_index":16,"scalar_term":{"coefficient":-0.004855149421667261,"variable":"x[10]"}},{"output_index":16,"scalar_term":{"coefficient":0.011000476864908817,"variable":"x[11]"}},{"output_index":16,"scalar_term":{"coefficient":0.01769194083572377,"variable":"x[12]"}},{"output_index":16,"scalar_term":{"coefficient":-0.0005666861204677265,"variable":"x[13]"}},{"output_index":16,"scalar_term":{"coefficient":0.011201850831905169,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.018327451794182933,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.0765309108022496,"variable":"x[1]"}},{"output_index":17,"scalar_term":{"coefficient":0.009420874422078835,"variable":"x[2]"}},{"output_index":17,"scalar_term":{"coefficient":0.024699991258201864,"variable":"x[3]"}},{"output_index":17,"scalar_term":{"coefficient":0.001363654069182513,"variable":"x[4]"}},{"output_index":17,"scalar_term":{"coefficient":-0.006620820717090333,"variable":"x[5]"}},{"output_index":17,"scalar_term":{"coefficient":0.02883554815374892,"variable":"x[6]"}},{"output_index":17,"scalar_term":{"coefficient":0.010059853184084061,"variable":"x[7]"}},{"output_index":17,"scalar_term":{"coefficient":0.006578070166343142,"variable":"x[8]"}},{"output_index":17,"scalar_term":{"coefficient":-0.0055262809264791405,"variable":"x[9]"}},{"output_index":17,"scalar_term":{"coefficient":0.027428412438014995,"variable":"x[10]"}},{"output_index":17,"scalar_term":{"coefficient":-0.019312076986572186,"variable":"x[11]"}},{"output_index":17,"scalar_term":{"coefficient":0.010814049930193794,"variable":"x[12]"}},{"output_index":17,"scalar_term":{"coefficient":-0.011797421149478298,"variable":"x[13]"}},{"output_index":17,"scalar_term":{"coefficient":0.015076999968992153,"variable":"x[14]"}},{"output_index":17,"scalar_term":{"coefficient":0.013674158839989195,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.039739673848368545,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.10414519066570652,"variable":"x[1]"}},{"output_index":18,"scalar_term":{"coefficient":0.012856589387710882,"variable":"x[2]"}},{"output_index":18,"scalar_term":{"coefficient":0.009719084115344005,"variable":"x[3]"}},{"output_index":18,"scalar_term":{"coefficient":0.028821001350645845,"variable":"x[4]"}},{"output_index":18,"scalar_term":{"coefficient":-0.00011078392231384533,"variable":"x[5]"}},{"output_index":18,"scalar_term":{"coefficient":0.010666839634847988,"variable":"x[6]"}},{"output_index":18,"scalar_term":{"coefficient":0.010178135549278638,"variable":"x[7]"}},{"output_index":18,"scalar_term":{"coefficient":0.007285519093390355,"variable":"x[8]"}},{"output_index":18,"scalar_term":{"coefficient":-0.007667804638259986,"variable":"x[9]"}},{"output_index":18,"scalar_term":{"coefficient":0.010392169529896706,"variable":"x[10]"}},{"output_index":18,"scalar_term":{"coefficient":0.0042755909378461784,"variable":"x[11]"}},{"output_index":18,"scalar_term":{"coefficient":0.005652822406636025,"variable":"x[12]"}},{"output_index":18,"scalar_term":{"coefficient":-0.012568179504542445,"variable":"x[13]"}},{"output_index":18,"scalar_term":{"coefficient":0.0021231044855678574,"variable":"x[14]"}},{"output_index":18,"scalar_term":{"coefficient":-0.001194361193033499,"variable":"x[15]"}},{"output_index":18,"scalar_term":{"coefficient":-0.007959270022576199,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.020710362794574805,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.08950995978587267,"variable":"x[1]"}},{"output_index":19,"scalar_term":{"coefficient":0.04402005264214266,"variable":"x[2]"}},{"output_index":19,"scalar_term":{"coefficient":0.01351075701846543,"variable":"x[3]"}},{"output_index":19,"scalar_term":{"coefficient":0.006657431820636141,"variable":"x[4]"}},{"output_index":19,"scalar_term":{"coefficient":-0.009666197515955112,"variable":"x[5]"}},{"output_index":19,"scalar_term":{"coefficient":0.003752787464934539,"variable":"x[6]"}},{"output_index":19,"scalar_term":{"coefficient":0.008476211990799232,"variable":"x[7]"}},{"output_index":19,"scalar_term":{"coefficient":0.041625647994116485,"variable":"x[8]"}},{"output_index":19,"scalar_term":{"coefficient":-0.01041181388156457,"variable":"x[9]"}},{"output_index":19,"scalar_term":{"coefficient":0.021971454676386688,"variable":"x[10]"}},{"output_index":19,"scalar_term":{"coefficient":0.015348228339822141,"variable":"x[11]"}},{"output_index":19,"scalar_term":{"coefficient":0.005853726642656165,"variable":"x[12]"}},{"output_index":19,"scalar_term":{"coefficient":-0.007992536542451202,"variable":"x[13]"}},{"output_index":19,"scalar_term":{"coefficient":-0.018071162320303712,"variable":"x[14]"}},{"output_index":19,"scalar_term":{"coefficient":0.008129757499061311,"variable":"x[15]"}},{"output_index":19,"scalar_term":{"coefficient":-0.010242112050013822,"variable":"x[16]"}},{"output_index":19,"scalar_term":{"coefficient":-0.0184997348327542,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.004287284815295654,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.08322695202841736,"variable":"x[1]"}},{"output_index":20,"scalar_term":{"coefficient":0.03694668526139227,"variable":"x[2]"}},{"output_index":20,"scalar_term":{"coefficient":0.0035402871119230178,"variable":"x[3]"}},{"output_index":20,"scalar_term":{"coefficient":0.033447781490902884,"variable":"x[4]"}},{"output_index":20,"scalar_term":{"coefficient":0.013086490884521362,"variable":"x[5]"}},{"output_index":20,"scalar_term":{"coefficient":0.008804570202188024,"variable":"x[6]"}},{"output_index":20,"scalar_term":{"coefficient":0.008420452085748983,"variable":"x[7]"}},{"output_index":20,"scalar_term":{"coefficient":0.02276204666385129,"variable":"x[8]"}},{"output_index":20,"scalar_term":{"coefficient":-0.027974119001278667,"variable":"x[9]"}},{"output_index":20,"scalar_term":{"coefficient":-0.0042249725123253545,"variable":"x[10]"}},{"output_index":20,"scalar_term":{"coefficient":-6.861734077065461e-5,"variable":"x[11]"}},{"output_index":20,"scalar_term":{"coefficient":-0.00867800893762493,"variable":"x[12]"}},{"output_index":20,"scalar_term":{"coefficient":0.016786038216997704,"variable":"x[13]"}},{"output_index":20,"scalar_term":{"coefficient":0.02190077787525643,"variable":"x[14]"}},{"output_index":20,"scalar_term":{"coefficient":-0.008561444623052918,"variable":"x[15]"}},{"output_index":20,"scalar_term":{"coefficient":0.005610687317587692,"variable":"x[16]"}},{"output_index":20,"scalar_term":{"coefficient":-0.012634383057452412,"variable":"x[17]"}},{"output_index":20,"scalar_term":{"coefficient":-0.018363787120570758,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.0067430257601803585,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.09994553713984343,"variable":"x[1]"}},{"output_index":21,"scalar_term":{"coefficient":0.01970642843741068,"variable":"x[2]"}},{"output_index":21,"scalar_term":{"coefficient":0.03691916711553822,"variable":"x[3]"}},{"output_index":21,"scalar_term":{"coefficient":-0.007576853908511568,"variable":"x[4]"}},{"output_index":21,"scalar_term":{"coefficient":0.008163873341544092,"variable":"x[5]"}},{"output_index":21,"scalar_term":{"coefficient":-0.0030906976067376123,"variable":"x[6]"}},{"output_index":21,"scalar_term":{"coefficient":0.01508844117934667,"variable":"x[7]"}},{"output_index":21,"scalar_term":{"coefficient":0.007560638476114883,"variable":"x[8]"}},{"output_index":21,"scalar_term":{"coefficient":0.0045687257936214785,"variable":"x[9]"}},{"output_index":21,"scalar_term":{"coefficient":0.004509755125084665,"variable":"x[10]"}},{"output_index":21,"scalar_term":{"coefficient":-0.007218186646126904,"variable":"x[11]"}},{"output_index":21,"scalar_term":{"coefficient":0.00873658682132566,"variable":"x[12]"}},{"output_index":21,"scalar_term":{"coefficient":-0.0014577043433035028,"variable":"x[13]"}},{"output_index":21,"scalar_term":{"coefficient":0.010631169686077632,"variable":"x[14]"}},{"output_index":21,"scalar_term":{"coefficient":0.004476672967077477,"variable":"x[15]"}},{"output_index":21,"scalar_term":{"coefficient":-0.007532994965154813,"variable":"x[16]"}},{"output_index":21,"scalar_term":{"coefficient":-0.023644844105685826,"variable":"x[17]"}},{"output_index":21,"scalar_term":{"coefficient":0.018253422564467006,"variable":"x[18]"}},{"output_index":21,"scalar_term":{"coefficient":0.01273475240567897,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.020791809905955076,"variable":"x[20]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":21}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[11]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[12]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[13]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[14]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[15]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[16]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[17]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[18]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[19]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[20]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_4_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:9282830ea278892cf27094609c8a7702ba3cb28967c38090d0c2c6503a411e2d
+size 11616217

Markowitz/STD/RANDOM_SEED_4_NUM_ASSETS_5_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.08912284739163678,"variable":"x[1]"},{"coefficient":0.11101188640172396,"variable":"x[2]"},{"coefficient":0.09791958225487708,"variable":"x[3]"},{"coefficient":0.06999784482541486,"variable":"x[4]"},{"coefficient":0.09735892760231801,"variable":"x[5]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.05320921448072215,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.03129824127355026,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.02805963723708604,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.033686667492104444,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.023310564391244366,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.03162834608826902,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.042380131381301395,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.0055681803408016255,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.04234513952264629,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.04157881402895155,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.023186827769114078,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.02136853222295884,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.001007079542498888,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.01410772910676354,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.010267130217295655,"variable":"x[5]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":6}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_5_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:ebf39de1d99636c939f643ad58f39530854a678d74b5cc1e1f64f6b847a0ee9a
+size 46343915

Markowitz/STD/RANDOM_SEED_5_NUM_ASSETS_10_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.07380206925561424,"variable":"x[1]"},{"coefficient":0.12220335078460583,"variable":"x[2]"},{"coefficient":0.06646860992556924,"variable":"x[3]"},{"coefficient":0.1393739368611825,"variable":"x[4]"},{"coefficient":0.14357339210254155,"variable":"x[5]"},{"coefficient":0.12144787363795467,"variable":"x[6]"},{"coefficient":0.06534853307322841,"variable":"x[7]"},{"coefficient":0.1394437052958672,"variable":"x[8]"},{"coefficient":0.1123851527198409,"variable":"x[9]"},{"coefficient":0.06230861431836421,"variable":"x[10]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.06907565077775543,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.04886578527351952,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.03810838955053578,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.06629419035463574,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.00578729355747203,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.028700512828504554,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.07259413421945125,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.0206974859032029,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.01800779842379224,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.02945864684208831,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.06840523259440962,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.014568729230055942,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.0030568641205237497,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":-0.01972402089623356,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.02563996305801666,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.07071043824990969,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.009307461823123817,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.033997720914665956,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":0.021451346988824272,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":-0.0038541097178103026,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.02071610925418756,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.04314351415242282,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.009646560565206843,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":-0.0018781215948134242,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.004136301282828143,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":0.025966696712688413,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":-0.0055332880186332685,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.04242230592810084,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.0779406394547634,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.011768382550876798,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":0.015948944460192533,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.014345250867363527,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":0.0007365762085373061,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":-0.00045323089298822454,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":0.029455478943592534,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.03816053886128364,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.059972487424516815,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.020150523748849684,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":0.03065749020942452,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":0.013891272398169546,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":-0.003605237247659426,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":0.01447808958709255,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":0.013362569643369775,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":-0.022554743235238518,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.006031929204583886,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.06504983360492679,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.02250323991358845,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.004954088873202139,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":0.028451210347079026,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":0.008452769963005388,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":0.019379464319789284,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.025787008374800177,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":-0.005297585503197099,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":0.013713073811478809,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.0055352219803889375,"variable":"x[10]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":11}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_5_NUM_ASSETS_20_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"x[6]"},{"name":"x[7]"},{"name":"x[8]"},{"name":"x[9]"},{"name":"x[10]"},{"name":"x[11]"},{"name":"x[12]"},{"name":"x[13]"},{"name":"x[14]"},{"name":"x[15]"},{"name":"x[16]"},{"name":"x[17]"},{"name":"x[18]"},{"name":"x[19]"},{"name":"x[20]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.054223209944561174,"variable":"x[1]"},{"coefficient":0.1361064886239482,"variable":"x[2]"},{"coefficient":0.13052585226782037,"variable":"x[3]"},{"coefficient":0.0643849346804821,"variable":"x[4]"},{"coefficient":0.12018282864804355,"variable":"x[5]"},{"coefficient":0.08808486980358272,"variable":"x[6]"},{"coefficient":0.10071325454985532,"variable":"x[7]"},{"coefficient":0.10840291673969166,"variable":"x[8]"},{"coefficient":0.1270427288481455,"variable":"x[9]"},{"coefficient":0.13818066244234897,"variable":"x[10]"},{"coefficient":0.1072063104128176,"variable":"x[11]"},{"coefficient":0.12405019858519228,"variable":"x[12]"},{"coefficient":0.09454133002463505,"variable":"x[13]"},{"coefficient":0.11918696727363197,"variable":"x[14]"},{"coefficient":0.08004338275684562,"variable":"x[15]"},{"coefficient":0.0864262678641464,"variable":"x[16]"},{"coefficient":0.0920370086704512,"variable":"x[17]"},{"coefficient":0.11154707709987191,"variable":"x[18]"},{"coefficient":0.14202016265741824,"variable":"x[19]"},{"coefficient":0.055091315010530884,"variable":"x[20]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"},{"coefficient":1.0,"variable":"x[6]"},{"coefficient":1.0,"variable":"x[7]"},{"coefficient":1.0,"variable":"x[8]"},{"coefficient":1.0,"variable":"x[9]"},{"coefficient":1.0,"variable":"x[10]"},{"coefficient":1.0,"variable":"x[11]"},{"coefficient":1.0,"variable":"x[12]"},{"coefficient":1.0,"variable":"x[13]"},{"coefficient":1.0,"variable":"x[14]"},{"coefficient":1.0,"variable":"x[15]"},{"coefficient":1.0,"variable":"x[16]"},{"coefficient":1.0,"variable":"x[17]"},{"coefficient":1.0,"variable":"x[18]"},{"coefficient":1.0,"variable":"x[19]"},{"coefficient":1.0,"variable":"x[20]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.11146923391034101,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.08364351555714526,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.06539848838602348,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.07801245874851064,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.030054048836953746,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.07664640591799717,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.08744471862473688,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.03903068409764733,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.05951485548819051,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.052243076517220925,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.06726550058403816,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.025988468806535305,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.04335940313323253,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":-0.004011921627513841,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.05225831206873878,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.10001565775794159,"variable":"x[1]"}},{"output_index":7,"scalar_term":{"coefficient":0.03166352629282295,"variable":"x[2]"}},{"output_index":7,"scalar_term":{"coefficient":0.03218522566206099,"variable":"x[3]"}},{"output_index":7,"scalar_term":{"coefficient":0.016515717514631694,"variable":"x[4]"}},{"output_index":7,"scalar_term":{"coefficient":-0.00383892074668282,"variable":"x[5]"}},{"output_index":7,"scalar_term":{"coefficient":0.04815274590008069,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.09752732655585905,"variable":"x[1]"}},{"output_index":8,"scalar_term":{"coefficient":0.04675587294735566,"variable":"x[2]"}},{"output_index":8,"scalar_term":{"coefficient":0.022511853780807247,"variable":"x[3]"}},{"output_index":8,"scalar_term":{"coefficient":0.015353583637524858,"variable":"x[4]"}},{"output_index":8,"scalar_term":{"coefficient":0.014710940259960453,"variable":"x[5]"}},{"output_index":8,"scalar_term":{"coefficient":-0.013229245220242823,"variable":"x[6]"}},{"output_index":8,"scalar_term":{"coefficient":0.04221209795921929,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.0821392079953914,"variable":"x[1]"}},{"output_index":9,"scalar_term":{"coefficient":0.01396347758283505,"variable":"x[2]"}},{"output_index":9,"scalar_term":{"coefficient":0.05534085519362463,"variable":"x[3]"}},{"output_index":9,"scalar_term":{"coefficient":0.002413479568334041,"variable":"x[4]"}},{"output_index":9,"scalar_term":{"coefficient":-0.0023912143332407406,"variable":"x[5]"}},{"output_index":9,"scalar_term":{"coefficient":0.020136990126947474,"variable":"x[6]"}},{"output_index":9,"scalar_term":{"coefficient":0.024321333805150946,"variable":"x[7]"}},{"output_index":9,"scalar_term":{"coefficient":0.0555375887923522,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.0889025530322786,"variable":"x[1]"}},{"output_index":10,"scalar_term":{"coefficient":0.019988042034434324,"variable":"x[2]"}},{"output_index":10,"scalar_term":{"coefficient":0.050035651791573356,"variable":"x[3]"}},{"output_index":10,"scalar_term":{"coefficient":0.03481168131848884,"variable":"x[4]"}},{"output_index":10,"scalar_term":{"coefficient":0.00016632517121762937,"variable":"x[5]"}},{"output_index":10,"scalar_term":{"coefficient":0.014494477516989597,"variable":"x[6]"}},{"output_index":10,"scalar_term":{"coefficient":-0.005422564357573681,"variable":"x[7]"}},{"output_index":10,"scalar_term":{"coefficient":0.011770159779903363,"variable":"x[8]"}},{"output_index":10,"scalar_term":{"coefficient":0.05250153952718297,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.08680544861604086,"variable":"x[1]"}},{"output_index":11,"scalar_term":{"coefficient":0.004823853254985647,"variable":"x[2]"}},{"output_index":11,"scalar_term":{"coefficient":0.038645857592592786,"variable":"x[3]"}},{"output_index":11,"scalar_term":{"coefficient":0.0012688967259270139,"variable":"x[4]"}},{"output_index":11,"scalar_term":{"coefficient":0.010514751932545951,"variable":"x[5]"}},{"output_index":11,"scalar_term":{"coefficient":0.013977334732342058,"variable":"x[6]"}},{"output_index":11,"scalar_term":{"coefficient":0.006263895466703375,"variable":"x[7]"}},{"output_index":11,"scalar_term":{"coefficient":0.019791405257801892,"variable":"x[8]"}},{"output_index":11,"scalar_term":{"coefficient":0.018111513973881024,"variable":"x[9]"}},{"output_index":11,"scalar_term":{"coefficient":0.057817804037833744,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.07630741366040365,"variable":"x[1]"}},{"output_index":12,"scalar_term":{"coefficient":0.010211244303270448,"variable":"x[2]"}},{"output_index":12,"scalar_term":{"coefficient":0.022389382701993525,"variable":"x[3]"}},{"output_index":12,"scalar_term":{"coefficient":0.018351930066830443,"variable":"x[4]"}},{"output_index":12,"scalar_term":{"coefficient":0.013813844097942757,"variable":"x[5]"}},{"output_index":12,"scalar_term":{"coefficient":0.002568461519276692,"variable":"x[6]"}},{"output_index":12,"scalar_term":{"coefficient":0.010382118499331598,"variable":"x[7]"}},{"output_index":12,"scalar_term":{"coefficient":0.022526456918046108,"variable":"x[8]"}},{"output_index":12,"scalar_term":{"coefficient":0.01954661551161087,"variable":"x[9]"}},{"output_index":12,"scalar_term":{"coefficient":0.01272108731216814,"variable":"x[10]"}},{"output_index":12,"scalar_term":{"coefficient":0.0526748177875398,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.09153210210037034,"variable":"x[1]"}},{"output_index":13,"scalar_term":{"coefficient":0.052039549710204795,"variable":"x[2]"}},{"output_index":13,"scalar_term":{"coefficient":0.022386542361175918,"variable":"x[3]"}},{"output_index":13,"scalar_term":{"coefficient":-0.0013705531443123369,"variable":"x[4]"}},{"output_index":13,"scalar_term":{"coefficient":-0.01649082977835022,"variable":"x[5]"}},{"output_index":13,"scalar_term":{"coefficient":-0.003040629341677531,"variable":"x[6]"}},{"output_index":13,"scalar_term":{"coefficient":0.029307188240974193,"variable":"x[7]"}},{"output_index":13,"scalar_term":{"coefficient":0.026922919633082767,"variable":"x[8]"}},{"output_index":13,"scalar_term":{"coefficient":0.013981518068500011,"variable":"x[9]"}},{"output_index":13,"scalar_term":{"coefficient":0.02433305506590197,"variable":"x[10]"}},{"output_index":13,"scalar_term":{"coefficient":-0.014619898010234994,"variable":"x[11]"}},{"output_index":13,"scalar_term":{"coefficient":0.032326375574846695,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.11909994699102645,"variable":"x[1]"}},{"output_index":14,"scalar_term":{"coefficient":0.02924577226539387,"variable":"x[2]"}},{"output_index":14,"scalar_term":{"coefficient":0.03123174800728269,"variable":"x[3]"}},{"output_index":14,"scalar_term":{"coefficient":0.030642951897937497,"variable":"x[4]"}},{"output_index":14,"scalar_term":{"coefficient":0.004297945698753545,"variable":"x[5]"}},{"output_index":14,"scalar_term":{"coefficient":0.005634967204632407,"variable":"x[6]"}},{"output_index":14,"scalar_term":{"coefficient":0.006075981142347281,"variable":"x[7]"}},{"output_index":14,"scalar_term":{"coefficient":0.021469908588111777,"variable":"x[8]"}},{"output_index":14,"scalar_term":{"coefficient":0.007034869915086727,"variable":"x[9]"}},{"output_index":14,"scalar_term":{"coefficient":0.025682577573559427,"variable":"x[10]"}},{"output_index":14,"scalar_term":{"coefficient":-0.0184526157906581,"variable":"x[11]"}},{"output_index":14,"scalar_term":{"coefficient":-0.02135540524952304,"variable":"x[12]"}},{"output_index":14,"scalar_term":{"coefficient":0.03845936708855457,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.08125224693542231,"variable":"x[1]"}},{"output_index":15,"scalar_term":{"coefficient":0.03132800229493392,"variable":"x[2]"}},{"output_index":15,"scalar_term":{"coefficient":0.05589357025808593,"variable":"x[3]"}},{"output_index":15,"scalar_term":{"coefficient":0.0131458744624911,"variable":"x[4]"}},{"output_index":15,"scalar_term":{"coefficient":-0.004621998406852333,"variable":"x[5]"}},{"output_index":15,"scalar_term":{"coefficient":0.02080110011450793,"variable":"x[6]"}},{"output_index":15,"scalar_term":{"coefficient":-0.006213962887487699,"variable":"x[7]"}},{"output_index":15,"scalar_term":{"coefficient":-0.0025633111313503616,"variable":"x[8]"}},{"output_index":15,"scalar_term":{"coefficient":-0.005974558222886375,"variable":"x[9]"}},{"output_index":15,"scalar_term":{"coefficient":-0.0028843755973269464,"variable":"x[10]"}},{"output_index":15,"scalar_term":{"coefficient":0.0004497604254340802,"variable":"x[11]"}},{"output_index":15,"scalar_term":{"coefficient":0.015430923525533585,"variable":"x[12]"}},{"output_index":15,"scalar_term":{"coefficient":0.00295974257868472,"variable":"x[13]"}},{"output_index":15,"scalar_term":{"coefficient":0.03339237703327057,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.06756467748575695,"variable":"x[1]"}},{"output_index":16,"scalar_term":{"coefficient":0.0005547703789260167,"variable":"x[2]"}},{"output_index":16,"scalar_term":{"coefficient":0.04858662775843824,"variable":"x[3]"}},{"output_index":16,"scalar_term":{"coefficient":-0.00905829177873329,"variable":"x[4]"}},{"output_index":16,"scalar_term":{"coefficient":0.00421206969426529,"variable":"x[5]"}},{"output_index":16,"scalar_term":{"coefficient":-0.024474430011429675,"variable":"x[6]"}},{"output_index":16,"scalar_term":{"coefficient":-0.011387419909216817,"variable":"x[7]"}},{"output_index":16,"scalar_term":{"coefficient":-0.00742012672852411,"variable":"x[8]"}},{"output_index":16,"scalar_term":{"coefficient":0.014578373724051316,"variable":"x[9]"}},{"output_index":16,"scalar_term":{"coefficient":0.02135923495626326,"variable":"x[10]"}},{"output_index":16,"scalar_term":{"coefficient":-0.0026916620419671195,"variable":"x[11]"}},{"output_index":16,"scalar_term":{"coefficient":-0.016345877048000765,"variable":"x[12]"}},{"output_index":16,"scalar_term":{"coefficient":-0.010438188037685316,"variable":"x[13]"}},{"output_index":16,"scalar_term":{"coefficient":0.008860231360412052,"variable":"x[14]"}},{"output_index":16,"scalar_term":{"coefficient":0.027022339334531787,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.07928482501819144,"variable":"x[1]"}},{"output_index":17,"scalar_term":{"coefficient":0.035004247215220094,"variable":"x[2]"}},{"output_index":17,"scalar_term":{"coefficient":0.030081872115539462,"variable":"x[3]"}},{"output_index":17,"scalar_term":{"coefficient":0.0010032394810031338,"variable":"x[4]"}},{"output_index":17,"scalar_term":{"coefficient":0.010595884318457103,"variable":"x[5]"}},{"output_index":17,"scalar_term":{"coefficient":0.005004334508806088,"variable":"x[6]"}},{"output_index":17,"scalar_term":{"coefficient":-0.017273290195737645,"variable":"x[7]"}},{"output_index":17,"scalar_term":{"coefficient":0.005187657100051642,"variable":"x[8]"}},{"output_index":17,"scalar_term":{"coefficient":0.005681167078369388,"variable":"x[9]"}},{"output_index":17,"scalar_term":{"coefficient":0.01399636623432725,"variable":"x[10]"}},{"output_index":17,"scalar_term":{"coefficient":0.007941284375259327,"variable":"x[11]"}},{"output_index":17,"scalar_term":{"coefficient":-0.015489520096963154,"variable":"x[12]"}},{"output_index":17,"scalar_term":{"coefficient":0.008466649421953507,"variable":"x[13]"}},{"output_index":17,"scalar_term":{"coefficient":0.028359184259762128,"variable":"x[14]"}},{"output_index":17,"scalar_term":{"coefficient":0.0003471492364440222,"variable":"x[15]"}},{"output_index":17,"scalar_term":{"coefficient":0.035835269670077455,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.1051960186765369,"variable":"x[1]"}},{"output_index":18,"scalar_term":{"coefficient":0.03976089780471177,"variable":"x[2]"}},{"output_index":18,"scalar_term":{"coefficient":0.02094180345857985,"variable":"x[3]"}},{"output_index":18,"scalar_term":{"coefficient":0.01964334144777805,"variable":"x[4]"}},{"output_index":18,"scalar_term":{"coefficient":-0.0025335269722214352,"variable":"x[5]"}},{"output_index":18,"scalar_term":{"coefficient":-0.007787692606486851,"variable":"x[6]"}},{"output_index":18,"scalar_term":{"coefficient":-0.019548029330900805,"variable":"x[7]"}},{"output_index":18,"scalar_term":{"coefficient":-0.004098538925463693,"variable":"x[8]"}},{"output_index":18,"scalar_term":{"coefficient":-0.008104770084488759,"variable":"x[9]"}},{"output_index":18,"scalar_term":{"coefficient":0.015897897591430687,"variable":"x[10]"}},{"output_index":18,"scalar_term":{"coefficient":-0.02596711095379788,"variable":"x[11]"}},{"output_index":18,"scalar_term":{"coefficient":-0.003103613379631459,"variable":"x[12]"}},{"output_index":18,"scalar_term":{"coefficient":0.0008066632172825449,"variable":"x[13]"}},{"output_index":18,"scalar_term":{"coefficient":0.007036764952181931,"variable":"x[14]"}},{"output_index":18,"scalar_term":{"coefficient":-0.013695917907989859,"variable":"x[15]"}},{"output_index":18,"scalar_term":{"coefficient":0.021832864841879407,"variable":"x[16]"}},{"output_index":18,"scalar_term":{"coefficient":0.019000477247443248,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.10511818416872713,"variable":"x[1]"}},{"output_index":19,"scalar_term":{"coefficient":0.025907371715269672,"variable":"x[2]"}},{"output_index":19,"scalar_term":{"coefficient":0.028095396076770432,"variable":"x[3]"}},{"output_index":19,"scalar_term":{"coefficient":-0.0018885188298161791,"variable":"x[4]"}},{"output_index":19,"scalar_term":{"coefficient":-0.0015102555682645173,"variable":"x[5]"}},{"output_index":19,"scalar_term":{"coefficient":0.019475477584455943,"variable":"x[6]"}},{"output_index":19,"scalar_term":{"coefficient":-0.0023929036969802847,"variable":"x[7]"}},{"output_index":19,"scalar_term":{"coefficient":0.03731833736388573,"variable":"x[8]"}},{"output_index":19,"scalar_term":{"coefficient":-0.008040657860798706,"variable":"x[9]"}},{"output_index":19,"scalar_term":{"coefficient":-0.010555000599213098,"variable":"x[10]"}},{"output_index":19,"scalar_term":{"coefficient":0.026845347242987413,"variable":"x[11]"}},{"output_index":19,"scalar_term":{"coefficient":0.005002768241394417,"variable":"x[12]"}},{"output_index":19,"scalar_term":{"coefficient":0.0030213038685522587,"variable":"x[13]"}},{"output_index":19,"scalar_term":{"coefficient":-0.0002006458992363973,"variable":"x[14]"}},{"output_index":19,"scalar_term":{"coefficient":0.002348449534506981,"variable":"x[15]"}},{"output_index":19,"scalar_term":{"coefficient":-0.008357468903069067,"variable":"x[16]"}},{"output_index":19,"scalar_term":{"coefficient":0.02099398538347589,"variable":"x[17]"}},{"output_index":19,"scalar_term":{"coefficient":0.025702267734610363,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.07759916372687045,"variable":"x[1]"}},{"output_index":20,"scalar_term":{"coefficient":0.014660543214120513,"variable":"x[2]"}},{"output_index":20,"scalar_term":{"coefficient":0.028652009996218728,"variable":"x[3]"}},{"output_index":20,"scalar_term":{"coefficient":0.03858916349629581,"variable":"x[4]"}},{"output_index":20,"scalar_term":{"coefficient":0.014354158317398126,"variable":"x[5]"}},{"output_index":20,"scalar_term":{"coefficient":0.012694128035885526,"variable":"x[6]"}},{"output_index":20,"scalar_term":{"coefficient":0.001642232182968286,"variable":"x[7]"}},{"output_index":20,"scalar_term":{"coefficient":0.027764601459822742,"variable":"x[8]"}},{"output_index":20,"scalar_term":{"coefficient":0.01476328013918422,"variable":"x[9]"}},{"output_index":20,"scalar_term":{"coefficient":-0.003270179349499568,"variable":"x[10]"}},{"output_index":20,"scalar_term":{"coefficient":0.01969347098849197,"variable":"x[11]"}},{"output_index":20,"scalar_term":{"coefficient":0.013395677247326855,"variable":"x[12]"}},{"output_index":20,"scalar_term":{"coefficient":0.00896630257070975,"variable":"x[13]"}},{"output_index":20,"scalar_term":{"coefficient":0.014202236928439799,"variable":"x[14]"}},{"output_index":20,"scalar_term":{"coefficient":0.006963849440347297,"variable":"x[15]"}},{"output_index":20,"scalar_term":{"coefficient":-0.0008361915775337532,"variable":"x[16]"}},{"output_index":20,"scalar_term":{"coefficient":0.006562420995954066,"variable":"x[17]"}},{"output_index":20,"scalar_term":{"coefficient":0.008939983823362611,"variable":"x[18]"}},{"output_index":20,"scalar_term":{"coefficient":0.0062707646907627515,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.07868908210231693,"variable":"x[1]"}},{"output_index":21,"scalar_term":{"coefficient":0.045968914905811356,"variable":"x[2]"}},{"output_index":21,"scalar_term":{"coefficient":0.013106729603156599,"variable":"x[3]"}},{"output_index":21,"scalar_term":{"coefficient":0.010784609902306895,"variable":"x[4]"}},{"output_index":21,"scalar_term":{"coefficient":-0.004739283203998004,"variable":"x[5]"}},{"output_index":21,"scalar_term":{"coefficient":-0.010160506903579544,"variable":"x[6]"}},{"output_index":21,"scalar_term":{"coefficient":0.009779023437675411,"variable":"x[7]"}},{"output_index":21,"scalar_term":{"coefficient":0.023694877807693894,"variable":"x[8]"}},{"output_index":21,"scalar_term":{"coefficient":-0.010564234225162217,"variable":"x[9]"}},{"output_index":21,"scalar_term":{"coefficient":0.0014291238579022946,"variable":"x[10]"}},{"output_index":21,"scalar_term":{"coefficient":-0.017857439953357646,"variable":"x[11]"}},{"output_index":21,"scalar_term":{"coefficient":0.007058785868067166,"variable":"x[12]"}},{"output_index":21,"scalar_term":{"coefficient":0.022635884610699555,"variable":"x[13]"}},{"output_index":21,"scalar_term":{"coefficient":-0.009356732948232048,"variable":"x[14]"}},{"output_index":21,"scalar_term":{"coefficient":0.009214669981917866,"variable":"x[15]"}},{"output_index":21,"scalar_term":{"coefficient":-0.018865645688239674,"variable":"x[16]"}},{"output_index":21,"scalar_term":{"coefficient":0.0005421243751730087,"variable":"x[17]"}},{"output_index":21,"scalar_term":{"coefficient":-0.0054405798256739165,"variable":"x[18]"}},{"output_index":21,"scalar_term":{"coefficient":0.006369725350958222,"variable":"x[19]"}},{"output_index":21,"scalar_term":{"coefficient":0.004880703859542971,"variable":"x[20]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":21}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[6]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[7]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[8]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[9]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[10]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[11]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[12]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[13]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[14]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[15]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[16]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[17]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[18]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[19]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[20]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_5_NUM_ASSETS_500_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:c6fc2099df17a0c6596b045f87975fd49c66a6c68344bdfb02f858f44741a924
+size 11617940

Markowitz/STD/RANDOM_SEED_5_NUM_ASSETS_5_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1 @@
+{"name":"MathOptFormat Model","version":{"major":1,"minor":7},"variables":[{"name":"σ_max"},{"name":"x[1]"},{"name":"x[2]"},{"name":"x[3]"},{"name":"x[4]"},{"name":"x[5]"},{"name":"t"}],"objective":{"sense":"max","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":0.11384381835851555,"variable":"x[1]"},{"coefficient":0.05391185614188936,"variable":"x[2]"},{"coefficient":0.09502696248516271,"variable":"x[3]"},{"coefficient":0.13973929808005142,"variable":"x[4]"},{"coefficient":0.05461805461113505,"variable":"x[5]"}],"constant":0.0}},"constraints":[{"name":"c1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":1.0,"variable":"x[1]"},{"coefficient":1.0,"variable":"x[2]"},{"coefficient":1.0,"variable":"x[3]"},{"coefficient":1.0,"variable":"x[4]"},{"coefficient":1.0,"variable":"x[5]"}],"constant":0.0},"set":{"type":"EqualTo","value":1.0}},{"name":"c1_1","function":{"type":"ScalarAffineFunction","terms":[{"coefficient":-1.0,"variable":"σ_max"},{"coefficient":1.0,"variable":"t"}],"constant":0.0},"set":{"type":"LessThan","upper":0.0}},{"name":"c1_2","function":{"type":"VectorAffineFunction","terms":[{"output_index":1,"scalar_term":{"coefficient":1.0,"variable":"t"}},{"output_index":2,"scalar_term":{"coefficient":0.07382294978053003,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.047425649815881,"variable":"x[1]"}},{"output_index":3,"scalar_term":{"coefficient":0.034163436048301445,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.04398198074119039,"variable":"x[1]"}},{"output_index":4,"scalar_term":{"coefficient":0.031703322594683996,"variable":"x[2]"}},{"output_index":4,"scalar_term":{"coefficient":0.035477810789974265,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.05301937889739852,"variable":"x[1]"}},{"output_index":5,"scalar_term":{"coefficient":0.024337487567461857,"variable":"x[2]"}},{"output_index":5,"scalar_term":{"coefficient":0.029443706268910956,"variable":"x[3]"}},{"output_index":5,"scalar_term":{"coefficient":0.021199043333720663,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.057675305116081814,"variable":"x[1]"}},{"output_index":6,"scalar_term":{"coefficient":0.019748575619262763,"variable":"x[2]"}},{"output_index":6,"scalar_term":{"coefficient":0.017420742134625973,"variable":"x[3]"}},{"output_index":6,"scalar_term":{"coefficient":0.017980077205338056,"variable":"x[4]"}},{"output_index":6,"scalar_term":{"coefficient":0.018195811120696837,"variable":"x[5]"}}],"constants":[0.0,0.0,0.0,0.0,0.0,0.0]},"set":{"type":"SecondOrderCone","dimension":6}},{"function":{"type":"Variable","name":"x[1]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[2]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[3]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[4]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"x[5]"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"t"},"set":{"type":"GreaterThan","lower":0.0}},{"function":{"type":"Variable","name":"σ_max"},"set":{"type":"Parameter","value":0.04}}]}

Markowitz/STD/RANDOM_SEED_6_NUM_ASSETS_1000_MARKOWITZ_POI_STD_LIMIT.mof.json.mof.json

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:75f5021c39327b1192ac716ab771b4131a8f2db24d6a6b6f9619b1d1aae725ad
+size 46344807