Re: [Help-glpk] How I include a table of 1000 records

[Meketon, Marc]

Hi Luis.

 

You need to make a change to the data so that each entry for "r" has the appropriate "i" and "j".  Below is an example using your data:

 

set I;

/* Las i muestras */

set J;

/* los j instrumentos */

 

param r{i in I, j in J};

/* cada una de las muestras de los retornos */

 

var x {j in J};

/* el portafolio */

 

minimize obj: sum{i in I, j in J} r[i,j]*x[j];

/* La funcion objetivo */

 

s.t. porc_total: sum {j in J} x[j] = 1;

 

data;

 

set I := 1 2 3 4 5 6;

 

set J := 1 2 3;

 

param : r :=

     1 1 0.04300620

     1 2 0.06094491

     1 3 0.8793238

     2 1 0.08306441

     2 2 0.05640739

     2 3 0.6835024

     3 1 0.05271815

     3 2 0.08390957

     3 3 1.2346929

     4 1 0.09064139

     4 2 0.08094768

     4 3 1.1428601

     5 1 0.09523738

     5 2 0.05262512

     5 3 0.6908464

     6 1 0.02364452

     6 2 0.06848395

     6 3 1.3471945

;

 

end;

 

-----Original Message-----
From: help-glpk-bounces+address@hidden [mailto:help-glpk-bounces+address@hidden On Behalf Of luisjaime
Sent: Wednesday, October 14, 2015 7:59 PM
To: address@hidden
Subject: [Help-glpk] How I include a table of 1000 records

 

Good day for all people in this list:

 

I've the next model:

 

 

set I;

/* Las i muestras */

set J;

/* los j instrumentos */

 

param r{i in I, j in J};

/* cada una de las muestras de los retornos */

 

var x {j in J};

/* el portafolio */

 

minimize obj: sum{i in I, j in J} r[i,j]*x[j];

/* La función objetivo */

 

s.t. porc_total: sum {j in J} x[j] = 1;

 

data;

 

set I := 1 2 3 4 5 6;

 

set J := 1 2 3;

 

param r: 1 2 3:=

         1 0.04300620 0.06094491 0.8793238

         2 0.08306441 0.05640739 0.6835024

         3 0.05271815 0.08390957 1.2346929

         4 0.09064139 0.08094768 1.1428601

         5 0.09523738 0.05262512 0.6908464

         6 0.02364452 0.06848395 1.3471945 ;

 

end;

 

this run ok, but, how I do for include 1000 records?  It's imposible write set I:= 1 2 3 .... 999 1000; there are a short form?  I tried with

"set I:=1..1000;" form, but glpsol don't understand.   And, if I will

like read from a csv file, How I can do it?  Of course I've ready a file with the records.

 

I have readed the gmpl.pdf but if there are examples, all are related for the specific item in the guide but haven't examples complete showing situations like mine, exception the tsp problem.

 

Thanks a lot!

 

 

luis jaime

 

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