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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