Data

A B C D
Risk 10 3.5 4 3.2
Total fund 100 50 80 40 = 200,000
Return 12 4 4.8 4 >= 18000
A max 100 <= 100000
B max 50 <= 100000
C max 80 <= 100000
D max 40 <= 100000

Decision variables
shares of 333.33 0 833.33 2500

Objective function
min 14666.67

Constraints
Label LHS Type RHS
Total fund 200000 = 200,000
Return 18000 >= 18,000
A max 33333.33 <= 100,000
B max 0 <= 100,000
C max 66666.67 <= 100,000
D max 100000 <= 100,000
Data
A B C D
Risk 10 3.5 4 3.2
Total fund 100 50 80 40 = 200,000
Return 3 -0.5 -2.4 0.4 >= 0
A max 50 -25 -40 -20 <= 0
B max -50 25 -40 -20 <= 0
C max -50 -25 40 -20 <= 0
D max -50 -25 -40 20 <= 0

Decision variables
shares of 333.33 0 833.33 2500

Objective function
min 14666.67

Constraints
Label LHS Type RHS
Total fund 200000 = 200,000
Return 0 >= 0
A max -66666.67 <= 0
B max -100000 <= 0
C max -33333.33 <= 0
D max 0 <= 0
Data
A B C D
Risk 0.1 0.07 0.05 0.08
Total 1 1 1 1= 200000
Return 0.12 0.08 0.06 0.1 >= 18000
A max 1 <= 100000
B max 1 <= 100000
C max 1 <= 100000
D max 1 <= 100000

Decision variables
$ in 33333.33 0 66666.67 100000

Objective function
min 14666.67

Constraints
Label LHS Type RHS
Total 200000 = 200000
Return 18000 >= 18000
A max 33333.33 <= 100000
B max 0 <= 100000
C max 66666.67 <= 100000
D max 100000 <= 100000
Data
A B C D
Return 0.12 0.08 0.06 0.1
Total 1 1 1 1= 200000
Return 0.12 0.08 0.06 0.1 >= 18000
A max 1 <= 100000
B max 1 <= 100000
C max 1 <= 100000
D max 1 <= 100000

Decision variables
$ in 100000 0 0 100000

Objective function
Max 22000

Constraints
Label LHS Type RHS
Total 200000 = 200000
Return 22000 >= 18000
A max 100000 <= 100000
B max 0 <= 100000
C max 0 <= 100000
D max 100000 <= 100000
Data
Benson Johnson Lakeside
Cost 2.45 2.5 2.75
Acceptable 0.9 0.99 1 >= 75000
B vs. J 1 -0.1 >= 0
B max 1 <= 30000
J max 1 <= 50000
L max 1 <= 50000
L min 1 >= 30000

Decision variables
# assigned 4180.56 41805.56 30000

Objective function
min 197256.25

Constraints
Label LHS Type RHS
Acceptable 75000 >= 75000
B vs. J 0 >= 0
B max 4180.56 <= 30000
J max 41805.56 <= 50000
L max 30000 <= 50000
L min 30000 >= 30000
Problem data
A B C
Cost 0.1 0.03 0.09
Total min 1 1 1 >= 10
Total max 1 1 1 <= 15
A vs. B 1 -1 >= 0
A vs. C -0.5 1 >= 0

Decision variables
Ounces 4 4 2

Objective function
min 0.7

Constraints
Label LHS Type RHS
Total min 10 >= 10
Total max 10 <= 15
A vs. B 0 >= 0
A vs. C 0 >= 0