3.review.45

# 3.review.45 - subject to number_of_stocks{j in P 0<=...

This preview shows pages 1–4. Sign up to view the full content.

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

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

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...
View Full Document

## This note was uploaded on 01/25/2010 for the course IEOR 162 taught by Professor Zhang during the Fall '07 term at Berkeley.

### Page1 / 4

3.review.45 - subject to number_of_stocks{j in P 0<=...

This preview shows document pages 1 - 4. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online