* AMPL Model by Hande Y. Benson * * Copyright (C) 2001 Princeton University * All Rights Reserved * * Permission to use, copy, modify, and distribute this software and * its documentation for any purpose and without fee is hereby * granted, provided that the above copyright notice appear in all * copies and that the copyright notice and this * permission notice appear in all supporting documentation. * Source: * DATASTREAM Period: 15.1.91 to 15.3.96 (62 observations), * collected by D. Baudoux, July 1996. * SIF input: Ph. Toint, July 1996. * classification SLR2-MN-12-1 $Set NS 12 $Set NR 62 Set I /i1*i%NS%/; Set J /j1*j%NR%/; Parameter F[i,j] / i1.j1 0.02802144 , i1.j2 -0.000237 , i1.j3 0.01635846 , i1.j4 0.01119664 , i1.j5 -0.0063052 , i1.j6 0.00162501 , i1.j7 0.01506489 , i1.j8 0.01248192 , i1.j9 0.00819364 , i1.j10 0.00469729 , i1.j11 0.0141744 , i1.j12 0.02114737 , i1.j13 0.00566105 , i1.j14 -0.0045603 , i1.j15 0.01052255 , i1.j16 0.00701282 , i1.j17 0.00499437 , i1.j18 0.0 , i1.j19 0.00524953 , i1.j20 0.02764239 , i1.j21 0.0328613 , i1.j22 0.01121753 , i1.j23 0.01998054 , i1.j24 0.01507346 , i1.j25 0.00545113 , i1.j26 0.01265034 , i1.j27 0.00086154 , i1.j28 0.01629365 , i1.j29 0.02674088 , i1.j30 -0.0028283 , i1.j31 0.00608639 , i1.j32 -0.0120404 , i1.j33 0.0242554 , i1.j34 0.02048871 , i1.j35 0.02713002 , i1.j36 0.00382081 , i1.j37 -0.0174316 , i1.j38 -0.0057826 , i1.j39 -0.0075103 , i1.j40 -0.0137687 , i1.j41 0.00490366 , i1.j42 0.00430564 , i1.j43 -0.015834 , i1.j44 -0.0020909 , i1.j45 0.01344508 , i1.j46 0.01659775 , i1.j47 -0.0014688 , i1.j48 0.0115983 , i1.j49 0.01107383 , i1.j50 0.01687134 , i1.j51 0.01485068 , i1.j52 0.03430532 , i1.j53 -0.0043532 , i1.j54 0.0195711 , i1.j55 0.01179293 , i1.j56 0.00847671 , i1.j57 0.0146095 , i1.j58 0.01750579 , i1.j59 0.00833576 , i1.j60 0.02196482 , i1.j61 -0.0148144 , i1.j62 0.00907008 , i2.j1 0.06839808 , i2.j2 0.11464542 , i2.j3 0.02391108 , i2.j4 0.01730916 , i2.j5 0.03985465 , i2.j6 -0.0284541 , i2.j7 0.03014387 , i2.j8 -0.0043781 , i2.j9 0.04352908 , i2.j10 -0.0313116 , i2.j11 -0.0604625 , i2.j12 0.03727582 , i2.j13 0.01361736 , i2.j14 -0.0138246 , i2.j15 0.00565259 , i2.j16 -0.004328 , i2.j17 -0.0246133 , i2.j18 0.02714435 , i2.j19 -0.0513326 , i2.j20 -0.0578522 , i2.j21 0.11776573 , i2.j22 -0.0294416 , i2.j23 0.04846583 , i2.j24 0.0021062 , i2.j25 0.07112832 , i2.j26 -0.0261799 , i2.j27 -0.0217402 , i2.j28 0.01046127 , i2.j29 0.08218002 , i2.j30 0.06404283 , i2.j31 -0.0309792 , i2.j32 -0.03096 , i2.j33 0.06890906 , i2.j34 -0.0099322 , i2.j35 0.02470467 , i2.j36 0.01070497 , i2.j37 -0.0648169 , i2.j38 -0.0867818 , i2.j39 -0.0118189 , i2.j40 -0.0292303 , i2.j41 -0.0474585 , i2.j42 0.01299229 , i2.j43 0.02902949 , i2.j44 0.00934787 , i2.j45 -0.0394707 , i2.j46 0.02680211 , i2.j47 -0.0302386 , i2.j48 -0.0227665 , i2.j49 0.02188145 , i2.j50 -0.0726653 , i2.j51 0.06472895 , i2.j52 0.04080201 , i2.j53 -0.0176916 , i2.j54 -0.0174385 , i2.j55 0.11707885 , i2.j56 -0.0196384 , i2.j57 0.00977683 , i2.j58 0.04120185 , i2.j59 -0.0051549 , i2.j60 0.04551689 , i2.j61 -0.0252174 , i2.j62 0.01001894 , i3.j1 0.03009985 , i3.j2 0.00113202 , i3.j3 0.02014134 , i3.j4 0.00609629 , i3.j5 0.00041314 , i3.j6 -0.0022713 , i3.j7 0.01628035 , i3.j8 0.01568015 , i3.j9 0.00915592 , i3.j10 -0.0006622 , i3.j11 0.01722995 , i3.j12 0.01700326 , i3.j13 0.00634168 , i3.j14 -0.0091024 , i3.j15 0.0141967 , i3.j16 0.01805168 , i3.j17 -0.0075903 , i3.j18 -0.0169895 , i3.j19 -0.0010204 , i3.j20 0.0119382 , i3.j21 0.04706328 , i3.j22 -0.0065674 , i3.j23 0.00533721 , i3.j24 0.0316723 , i3.j25 -0.0015788 , i3.j26 0.04234509 , i3.j27 0.02123953 , i3.j28 0.02167813 , i3.j29 0.02929614 , i3.j30 -0.0015172 , i3.j31 -0.0125235 , i3.j32 0.03889626 , i3.j33 0.02053325 , i3.j34 -0.0012012 , i3.j35 0.01257767 , i3.j36 0.00841293 , i3.j37 -0.0258624 , i3.j38 -0.0102267 , i3.j39 -0.004479 , i3.j40 -0.0310854 , i3.j41 -0.0043269 , i3.j42 0.0192379 , i3.j43 -0.030522 , i3.j44 0.00311075 , i3.j45 0.0101588 , i3.j46 0.02429471 , i3.j47 -0.0176725 , i3.j48 0.01294056 , i3.j49 0.00420648 , i3.j50 0.00449915 , i3.j51 0.0 , i3.j52 0.06800865 , i3.j53 -0.0112316 , i3.j54 0.02515601 , i3.j55 0.02306449 , i3.j56 0.0073444 , i3.j57 0.01564303 , i3.j58 0.03084961 , i3.j59 0.01560227 , i3.j60 0.01436445 , i3.j61 -0.0139043 , i3.j62 0.01262528 , i4.j1 0.02765259 , i4.j2 0.00825095 , i4.j3 0.02300206 , i4.j4 -0.0109541 , i4.j5 0.0075051 , i4.j6 -0.0013018 , i4.j7 0.02042146 , i4.j8 0.01036122 , i4.j9 0.00786683 , i4.j10 -0.0013241 , i4.j11 0.02267969 , i4.j12 0.01487547 , i4.j13 0.00531164 , i4.j14 -0.0015382 , i4.j15 0.01232501 , i4.j16 0.021637 , i4.j17 -0.0068652 , i4.j18 -0.0156514 , i4.j19 -0.0011925 , i4.j20 0.03608384 , i4.j21 0.03060179 , i4.j22 -0.0001242 , i4.j23 0.01261183 , i4.j24 0.01822198 , i4.j25 0.0208484 , i4.j26 0.02921733 , i4.j27 0.01559901 , i4.j28 0.00265402 , i4.j29 0.03300293 , i4.j30 0.01390252 , i4.j31 0.02618702 , i4.j32 0.02305596 , i4.j33 0.00676091 , i4.j34 -0.0050875 , i4.j35 0.02495398 , i4.j36 -0.0082318 , i4.j37 -0.0199205 , i4.j38 -0.0122157 , i4.j39 -0.0138737 , i4.j40 -0.0156497 , i4.j41 -0.0069589 , i4.j42 0.01854347 , i4.j43 -0.0196348 , i4.j44 -0.0026452 , i4.j45 -0.0041136 , i4.j46 0.02315343 , i4.j47 -0.0198672 , i4.j48 0.01392878 , i4.j49 -0.0044366 , i4.j50 0.00977181 , i4.j51 0.00212687 , i4.j52 0.0311986 , i4.j53 0.00308721 , i4.j54 0.03221339 , i4.j55 0.01610098 , i4.j56 -0.0060155 , i4.j57 0.01156268 , i4.j58 0.03117856 , i4.j59 0.02853774 , i4.j60 0.01889475 , i4.j61 -0.0084619 , i4.j62 0.01389078 , i5.j1 0.01934344 , i5.j2 -0.0001824 , i5.j3 0.01368738 , i5.j4 -0.0011702 , i5.j5 0.0063987 , i5.j6 -0.0012536 , i5.j7 0.01631848 , i5.j8 0.00855757 , i5.j9 0.00629811 , i5.j10 0.00756259 , i5.j11 0.01708222 , i5.j12 0.01891594 , i5.j13 0.00524476 , i5.j14 -0.0021532 , i5.j15 0.00431571 , i5.j16 0.0098339 , i5.j17 0.00196399 , i5.j18 0.00236851 , i5.j19 0.01417746 , i5.j20 0.02771752 , i5.j21 0.01993433 , i5.j22 0.00774124 , i5.j23 0.01201704 , i5.j24 0.01525628 , i5.j25 0.02701902 , i5.j26 0.00641488 , i5.j27 -0.0007161 , i5.j28 0.00121838 , i5.j29 0.01281317 , i5.j30 0.03569157 , i5.j31 0.03316501 , i5.j32 0.02476882 , i5.j33 0.01933613 , i5.j34 -0.0151122 , i5.j35 -0.0032742 , i5.j36 -0.0117874 , i5.j37 -0.0197497 , i5.j38 0.00079793 , i5.j39 -0.0090359 , i5.j40 -0.0077774 , i5.j41 0.0058112 , i5.j42 0.0069869 , i5.j43 -0.0068717 , i5.j44 -0.0115544 , i5.j45 0.00686421 , i5.j46 0.0161998 , i5.j47 -0.009432 , i5.j48 0.02105545 , i5.j49 0.00866881 , i5.j50 0.0170584 , i5.j51 0.01658024 , i5.j52 0.02052897 , i5.j53 -0.0102431 , i5.j54 0.01558603 , i5.j55 0.01086556 , i5.j56 0.01153823 , i5.j57 0.01518881 , i5.j58 0.02004731 , i5.j59 0.01107311 , i5.j60 0.01026376 , i5.j61 -0.0163459 , i5.j62 0.00490451 , i6.j1 0.02026545 , i6.j2 0.02412925 , i6.j3 0.02670218 , i6.j4 0.00685114 , i6.j5 0.00436018 , i6.j6 -0.0003288 , i6.j7 0.01644953 , i6.j8 0.01831952 , i6.j9 0.01716356 , i6.j10 -0.0061246 , i6.j11 0.01024964 , i6.j12 0.02626665 , i6.j13 0.00958273 , i6.j14 -0.001622 , i6.j15 0.0159456 , i6.j16 0.00527126 , i6.j17 -0.0166735 , i6.j18 -0.025704 , i6.j19 0.00830207 , i6.j20 -0.1286899 , i6.j21 0.06852863 , i6.j22 -0.0098919 , i6.j23 -0.0326849 , i6.j24 0.01682627 , i6.j25 -0.0275797 , i6.j26 -0.0260791 , i6.j27 0.08026138 , i6.j28 0.04569663 , i6.j29 0.06344316 , i6.j30 0.02979956 , i6.j31 0.04064994 , i6.j32 0.01009655 , i6.j33 0.01584007 , i6.j34 -0.0668351 , i6.j35 0.0445981 , i6.j36 0.00965304 , i6.j37 -0.0387893 , i6.j38 0.04251449 , i6.j39 0.00283502 , i6.j40 -0.0290312 , i6.j41 -0.0475923 , i6.j42 -0.0070546 , i6.j43 -0.0179988 , i6.j44 0.01344507 , i6.j45 -0.0137426 , i6.j46 0.00554952 , i6.j47 -0.0219556 , i6.j48 0.00705348 , i6.j49 -0.0832572 , i6.j50 -0.0902205 , i6.j51 0.04980283 , i6.j52 0.07888147 , i6.j53 -0.0188265 , i6.j54 0.05618347 , i6.j55 0.06146955 , i6.j56 -0.0185803 , i6.j57 0.01385571 , i6.j58 0.04288407 , i6.j59 0.0279033 , i6.j60 0.07149137 , i6.j61 0.00892353 , i6.j62 -0.0082346 , i7.j1 0.02575342 , i7.j2 0.04711538 , i7.j3 0.04213856 , i7.j4 0.00156648 , i7.j5 0.04701857 , i7.j6 -0.0128839 , i7.j7 0.02269933 , i7.j8 0.00268196 , i7.j9 0.02979155 , i7.j10 -0.0151365 , i7.j11 0.00081848 , i7.j12 0.06069968 , i7.j13 -0.0102801 , i7.j14 -0.0141954 , i7.j15 -0.0088682 , i7.j16 0.02879164 , i7.j17 -0.0216998 , i7.j18 -0.0183082 , i7.j19 -0.0087868 , i7.j20 0.04911805 , i7.j21 0.06639076 , i7.j22 0.03177555 , i7.j23 0.02006112 , i7.j24 0.00975647 , i7.j25 0.10423007 , i7.j26 -0.010197 , i7.j27 0.01517472 , i7.j28 0.040661 , i7.j29 0.09204718 , i7.j30 0.075359 , i7.j31 -0.0047691 , i7.j32 -0.0071033 , i7.j33 0.02237111 , i7.j34 0.01449517 , i7.j35 -0.0150544 , i7.j36 -0.0181191 , i7.j37 0.01805729 , i7.j38 -0.0015568 , i7.j39 0.0053461 , i7.j40 -0.0277516 , i7.j41 0.00586828 , i7.j42 -0.0188615 , i7.j43 -0.0192241 , i7.j44 0.009359 , i7.j45 -0.0105551 , i7.j46 0.02764189 , i7.j47 -0.0143381 , i7.j48 -0.0082625 , i7.j49 0.00481108 , i7.j50 0.08875394 , i7.j51 0.05749222 , i7.j52 0.05203367 , i7.j53 -0.0166313 , i7.j54 -0.0419138 , i7.j55 -0.0565902 , i7.j56 -0.0079726 , i7.j57 -0.0460882 , i7.j58 0.04327144 , i7.j59 -0.0362028 , i7.j60 -0.0009689 , i7.j61 -0.0056484 , i7.j62 0.00556576 , i8.j1 0.01944241 , i8.j2 -0.0001799 , i8.j3 0.01340651 , i8.j4 -0.0015981 , i8.j5 0.0084482 , i8.j6 -0.0003527 , i8.j7 0.01270289 , i8.j8 0.00749129 , i8.j9 0.00717621 , i8.j10 0.00429221 , i8.j11 0.01931789 , i8.j12 0.0208805 , i8.j13 0.0122392 , i8.j14 -0.0060861 , i8.j15 0.01232854 , i8.j16 0.00701669 , i8.j17 0.00448502 , i8.j18 0.00039866 , i8.j19 0.01235355 , i8.j20 0.0371595 , i8.j21 0.0224685 , i8.j22 0.00853749 , i8.j23 0.02164152 , i8.j24 0.01433821 , i8.j25 0.03395369 , i8.j26 0.0005496 , i8.j27 0.00205987 , i8.j28 0.00356311 , i8.j29 0.02239519 , i8.j30 0.02758114 , i8.j31 0.04185351 , i8.j32 0.02545069 , i8.j33 0.0194659 , i8.j34 -0.014977 , i8.j35 0.00411921 , i8.j36 -0.0118846 , i8.j37 -0.0260699 , i8.j38 -0.0097793 , i8.j39 -0.0127247 , i8.j40 -0.0138505 , i8.j41 0.00429157 , i8.j42 0.01786986 , i8.j43 -0.0171108 , i8.j44 -0.0081542 , i8.j45 0.00593762 , i8.j46 0.01381592 , i8.j47 -0.0106845 , i8.j48 0.01985384 , i8.j49 0.01020926 , i8.j50 0.01952169 , i8.j51 0.02056397 , i8.j52 0.02473456 , i8.j53 -0.0103614 , i8.j54 0.01671624 , i8.j55 0.01351589 , i8.j56 0.00889043 , i8.j57 0.01487755 , i8.j58 0.02683807 , i8.j59 0.01081704 , i8.j60 0.01298278 , i8.j61 -0.022308 , i8.j62 0.00526547 , i9.j1 0.03257355 , i9.j2 0.11882583 , i9.j3 0.0200098 , i9.j4 0.00994581 , i9.j5 0.04788101 , i9.j6 -0.023203 , i9.j7 0.02328976 , i9.j8 -0.0285306 , i9.j9 0.01515152 , i9.j10 -0.0187389 , i9.j11 -0.0351782 , i9.j12 0.04382249 , i9.j13 0.01976048 , i9.j14 0.0000652 , i9.j15 0.00978601 , i9.j16 -0.0084636 , i9.j17 -0.0374014 , i9.j18 -0.0066337 , i9.j19 -0.0414991 , i9.j20 0.02509598 , i9.j21 0.06727235 , i9.j22 0.03385535 , i9.j23 0.0318039 , i9.j24 0.01803119 , i9.j25 0.04092867 , i9.j26 -0.0186249 , i9.j27 -0.0076148 , i9.j28 -0.0016527 , i9.j29 0.09317725 , i9.j30 0.04970254 , i9.j31 -0.0021639 , i9.j32 -0.0077451 , i9.j33 0.03382422 , i9.j34 -0.0108723 , i9.j35 -0.0003053 , i9.j36 0.00463222 , i9.j37 -0.0396736 , i9.j38 -0.0400464 , i9.j39 -0.016379 , i9.j40 -0.0098904 , i9.j41 -0.0321688 , i9.j42 0.01481136 , i9.j43 -0.005114 , i9.j44 -0.0292249 , i9.j45 -0.0286768 , i9.j46 0.03834375 , i9.j47 -0.0092614 , i9.j48 -0.0008335 , i9.j49 -0.014421 , i9.j50 -0.0623375 , i9.j51 0.02637348 , i9.j52 0.05629201 , i9.j53 -0.0117171 , i9.j54 -0.0052961 , i9.j55 0.07478219 , i9.j56 -0.0229678 , i9.j57 0.00530076 , i9.j58 0.03977533 , i9.j59 0.00440966 , i9.j60 0.04653715 , i9.j61 -0.0302045 , i9.j62 -0.0035146 , i10.j1 0.02936247 , i10.j2 0.02728753 , i10.j3 0.01895524 , i10.j4 0.02426429 , i10.j5 -0.0079572 , i10.j6 -0.0007959 , i10.j7 0.03278387 , i10.j8 -0.0042126 , i10.j9 0.01608771 , i10.j10 -0.0134287 , i10.j11 0.01224441 , i10.j12 0.0277158 , i10.j13 0.01154154 , i10.j14 -0.0000565 , i10.j15 0.01739818 , i10.j16 0.01421354 , i10.j17 -0.0241966 , i10.j18 -0.0285554 , i10.j19 -0.0282975 , i10.j20 -0.083264 , i10.j21 0.03474878 , i10.j22 -0.0091473 , i10.j23 0.02921277 , i10.j24 0.03329852 , i10.j25 0.00214044 , i10.j26 0.02699496 , i10.j27 -0.021606 , i10.j28 -0.0312352 , i10.j29 0.07112818 , i10.j30 -0.0417093 , i10.j31 0.09619381 , i10.j32 0.00996696 , i10.j33 0.04349692 , i10.j34 -0.0438425 , i10.j35 0.00419287 , i10.j36 0.02622986 , i10.j37 -0.0362526 , i10.j38 -0.003085 , i10.j39 -0.0045062 , i10.j40 -0.0205606 , i10.j41 -0.0288991 , i10.j42 0.02540138 , i10.j43 -0.0243807 , i10.j44 0.0041841 , i10.j45 0.00393836 , i10.j46 0.01091591 , i10.j47 -0.0323941 , i10.j48 -0.0103458 , i10.j49 0.00099841 , i10.j50 -0.0562074 , i10.j51 0.0586224 , i10.j52 0.03905103 , i10.j53 -0.0012433 , i10.j54 0.04589181 , i10.j55 0.02250717 , i10.j56 -0.0007407 , i10.j57 0.0114906 , i10.j58 0.0482672 , i10.j59 0.02911506 , i10.j60 0.02470034 , i10.j61 0.00525668 , i10.j62 0.00579451 , i11.j1 0.0142632 , i11.j2 0.02913527 , i11.j3 0.00045297 , i11.j4 -0.0110172 , i11.j5 0.00610407 , i11.j6 0.02745336 , i11.j7 0.01660762 , i11.j8 0.01974878 , i11.j9 0.0011392 , i11.j10 -0.0152905 , i11.j11 0.00137224 , i11.j12 0.04046159 , i11.j13 0.01122972 , i11.j14 -0.0300932 , i11.j15 0.07110043 , i11.j16 0.02401848 , i11.j17 -0.0161092 , i11.j18 -0.0216779 , i11.j19 -0.0265765 , i11.j20 -0.0605873 , i11.j21 0.00856515 , i11.j22 -0.0087101 , i11.j23 0.03675771 , i11.j24 -0.0057913 , i11.j25 0.00028415 , i11.j26 0.04552234 , i11.j27 0.0116832 , i11.j28 -0.002417 , i11.j29 0.06218872 , i11.j30 0.0644405 , i11.j31 0.01547711 , i11.j32 -0.0056861 , i11.j33 0.03572692 , i11.j34 0.01895492 , i11.j35 0.02731691 , i11.j36 0.00391517 , i11.j37 -0.0623984 , i11.j38 -0.0530907 , i11.j39 0.00024404 , i11.j40 -0.0496492 , i11.j41 -0.0034015 , i11.j42 0.00772798 , i11.j43 0.00134202 , i11.j44 -0.0003191 , i11.j45 0.01589632 , i11.j46 0.02193175 , i11.j47 -0.0211536 , i11.j48 0.00986305 , i11.j49 -0.0356454 , i11.j50 -0.0262546 , i11.j51 0.01305068 , i11.j52 0.04276746 , i11.j53 -0.04001 , i11.j54 0.02436634 , i11.j55 0.04495887 , i11.j56 -0.0062248 , i11.j57 0.00411447 , i11.j58 0.02287322 , i11.j59 0.0187145 , i11.j60 0.01414485 , i11.j61 -0.0208345 , i11.j62 -0.0014776 , i12.j1 0.04961332 , i12.j2 0.10977209 , i12.j3 0.04399932 , i12.j4 -0.0011856 , i12.j5 0.04759078 , i12.j6 -0.0030388 , i12.j7 0.02769167 , i12.j8 -0.0027146 , i12.j9 0.02207884 , i12.j10 -0.0142039 , i12.j11 -0.0637882 , i12.j12 0.01581788 , i12.j13 0.0276185 , i12.j14 0.03916249 , i12.j15 0.01596138 , i12.j16 -0.006546 , i12.j17 -0.0384127 , i12.j18 0.00045683 , i12.j19 -0.121106 , i12.j20 0.01876118 , i12.j21 0.06550317 , i12.j22 0.01441183 , i12.j23 0.04188729 , i12.j24 0.00322029 , i12.j25 0.08396028 , i12.j26 0.00564501 , i12.j27 0.00358885 , i12.j28 -0.041766 , i12.j29 0.07382422 , i12.j30 0.10782392 , i12.j31 -0.0317326 , i12.j32 -0.055244 , i12.j33 0.08599692 , i12.j34 -0.0217804 , i12.j35 0.03927492 , i12.j36 0.05519274 , i12.j37 -0.0400785 , i12.j38 -0.0666771 , i12.j39 -0.005139 , i12.j40 0.0202388 , i12.j41 -0.0702606 , i12.j42 0.02115788 , i12.j43 0.01612974 , i12.j44 -0.0542889 , i12.j45 -0.0285207 , i12.j46 0.08278316 , i12.j47 0.01565405 , i12.j48 -0.0458125 , i12.j49 -0.0263263 , i12.j50 -0.0636084 , i12.j51 0.02148485 , i12.j52 0.05500192 , i12.j53 -0.0387375 , i12.j54 0.03604668 , i12.j55 0.1128135 , i12.j56 -0.0066382 , i12.j57 -0.0038363 , i12.j58 0.03565365 , i12.j59 -0.0019992 , i12.j60 0.05372596 , i12.j61 -0.0050188 , i12.j62 0.02036761 /; Parameter R[j] / j1 0.012902 , j2 0.02191627 , j3 0.02529557 , j4 0.01689461 , j5 0.01766878 , j6 0.00898333 , j7 -0.0095882 , j8 0.01011323 , j9 0.01608763 , j10 -0.0054741 , j11 -0.0157507 , j12 -0.0107545 , j13 0.03731084 , j14 0.01240882 , j15 0.01225673 , j16 -0.0025362 , j17 -0.0103346 , j18 -0.0232057 , j19 -0.0133208 , j20 0.00670737 , j21 -0.0440761 , j22 0.05370387 , j23 -0.0092435 , j24 0.01189763 , j25 0.0304517 , j26 0.02651453 , j27 -0.0029588 , j28 0.02141482 , j29 0.02622693 , j30 0.03818196 , j31 0.03508255 , j32 -0.012888 , j33 0.03195557 , j34 0.0095065 , j35 0.00443152 , j36 0.03302082 , j37 -0.0122789 , j38 -0.0318221 , j39 0.00174459 , j40 -0.0280738 , j41 -0.0258027 , j42 -0.0279576 , j43 -0.0085528 , j44 -0.0051912 , j45 0.01035991 , j46 0.0225581 , j47 -0.0040109 , j48 -0.0211052 , j49 0.004952 , j50 -0.057615 , j51 0.01198616 , j52 0.06502385 , j53 -0.0087326 , j54 0.01490852 , j55 0.04636842 , j56 0.03240216 , j57 -0.0259597 , j58 0.00359585 , j59 0.03484614 , j60 0.03204345 , j61 0.00328904 , j62 0.00321269 /; Variable S[i] , f_obj ; Equation cons1 , Def_obj ; cons1.. sum{i,s[i] } - 1 =e= 0; Def_obj.. f_obj =e= sum{j, sqr(sum {i,(s[i]*F[i,j])} - R[j]) }; S.lo[i] = 0.0 ; S.up[i] = 1.0 ; S.l[i] = 1/%NS% ; Model portfl6 /all/; Solve portfl6 using nlp minimazing f_obj ; display f_obj.l; display s.l;