TP-recherche-operationnelle/exo3/bourse.sol

56 lines
2.2 KiB
Solidity
Raw Normal View History

2021-11-18 16:49:43 +00:00
Problem:
Rows: 10
Columns: 6
Non-zeros: 22
Status: OPTIMAL
Objective: Interets = 0.2825384615 (MAXimum)
No. Row name St Activity Lower bound Upper bound Marginal
------ ------------ -- ------------- ------------- ------------- -------------
1 SommeP NS 1 1 = -0.00923077
2 InvestissementProduit1
B 0.2 0.25
3 InvestissementProduit2
NU 0.25 0.25 0.0569231
4 InvestissementProduit3
B 0.107692 0.25
5 InvestissementProduit4
B 0.192308 0.25
6 InvestissementProduit5
NU 0.25 0.25 0.701538
7 InvestissementProduit6
B 0 0.25
8 Risque NU 2 2 0.0538462
9 MetauxPrecieuxMin
B 0.3 0.3
10 CreditsMin NL 0.45 0.45 -0.0123077
No. Column name St Activity Lower bound Upper bound Marginal
------ ------------ -- ------------- ------------- ------------- -------------
1 p1 B 0.2 0
2 p2 B 0.25 0
3 p3 B 0.107692 0
4 p4 B 0.192308 0
5 p5 B 0.25 0
6 p6 NL 0 0 -0.00692308
Karush-Kuhn-Tucker optimality conditions:
KKT.PE: max.abs.err = 2.22e-16 on row 8
max.rel.err = 4.44e-17 on row 8
High quality
KKT.PB: max.abs.err = 5.55e-17 on row 9
max.rel.err = 4.27e-17 on row 9
High quality
KKT.DE: max.abs.err = 2.78e-17 on column 3
max.rel.err = 1.98e-17 on column 3
High quality
KKT.DB: max.abs.err = 0.00e+00 on row 0
max.rel.err = 0.00e+00 on row 0
High quality
End of output