3.review.45

3.review.45 - subject to number_of_stocks{j in P}: 0...

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Sheet1 Page 1 3.review.45 data set P:= 1 2 3 4 5 6 7 8 9 10 param: purchase current oneyear := 1 20 30 36 2 25 34 39 3 30 43 42 4 35 47 45 5 40 49 51 6 45 53 55 7 50 60 63 8 55 62 64 9 60 64 66 10 65 66 70 param stock:= 100 param tax:= .3 param transactionfee:= .01 param money:= 30000 model set P param purchase{j in P} param current{j in P} param oneyear{j in P} param stocks param tax param transaction param money var sell{j in P} maximize profit: sum{j in P} oneyear[j] * (100-sell[j]) subject to moneyleft: sum{j in P} (current[j]*sell[j] - tax*sell[j]*(current[j]-purchase[j]) - transactionfee*sell[j]*current[j]) = money
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Unformatted text preview: subject to number_of_stocks{j in P}: 0 <= sell[j] <= stock sw: ampl ampl: model model3.R.45.mod ampl: data Data.3.R.45.dat ampl: solve MINOS 5.5: optimal solution found. 13 iterations, objective 20893.70881 ampl: display sell Sheet1 Page 2 sell [*] := 1 2 3 100 4 100 5 6 63.7507 7 8 100 9 100 10 100 Sheet1 Page 3 Sheet1 Page 4...
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3.review.45 - subject to number_of_stocks{j in P}: 0...

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