# 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 param NS := 12; param NR := 62; param F{1..NS,1..NR}; param R{1..NR}; var s{1..NS} >= 0.0, <= 1.0, := 1/NS; minimize f: sum {i in 1..NR} (sum {j in 1..NS} s[j]*F[j,i] - R[i])^2; subject to cons1: sum {i in 1..NS} s[i] - 1= 0; data; param F:= 1 1 0.02802144 1 2 -0.000237 1 3 0.01635846 1 4 0.01119664 1 5 -0.0063052 1 6 0.00162501 1 7 0.01506489 1 8 0.01248192 1 9 0.00819364 1 10 0.00469729 1 11 0.0141744 1 12 0.02114737 1 13 0.00566105 1 14 -0.0045603 1 15 0.01052255 1 16 0.00701282 1 17 0.00499437 1 18 0.0 1 19 0.00524953 1 20 0.02764239 1 21 0.0328613 1 22 0.01121753 1 23 0.01998054 1 24 0.01507346 1 25 0.00545113 1 26 0.01265034 1 27 0.00086154 1 28 0.01629365 1 29 0.02674088 1 30 -0.0028283 1 31 0.00608639 1 32 -0.0120404 1 33 0.0242554 1 34 0.02048871 1 35 0.02713002 1 36 0.00382081 1 37 -0.0174316 1 38 -0.0057826 1 39 -0.0075103 1 40 -0.0137687 1 41 0.00490366 1 42 0.00430564 1 43 -0.015834 1 44 -0.0020909 1 45 0.01344508 1 46 0.01659775 1 47 -0.0014688 1 48 0.0115983 1 49 0.01107383 1 50 0.01687134 1 51 0.01485068 1 52 0.03430532 1 53 -0.0043532 1 54 0.0195711 1 55 0.01179293 1 56 0.00847671 1 57 0.0146095 1 58 0.01750579 1 59 0.00833576 1 60 0.02196482 1 61 -0.0148144 1 62 0.00907008 2 1 0.06839808 2 2 0.11464542 2 3 0.02391108 2 4 0.01730916 2 5 0.03985465 2 6 -0.0284541 2 7 0.03014387 2 8 -0.0043781 2 9 0.04352908 2 10 -0.0313116 2 11 -0.0604625 2 12 0.03727582 2 13 0.01361736 2 14 -0.0138246 2 15 0.00565259 2 16 -0.004328 2 17 -0.0246133 2 18 0.02714435 2 19 -0.0513326 2 20 -0.0578522 2 21 0.11776573 2 22 -0.0294416 2 23 0.04846583 2 24 0.0021062 2 25 0.07112832 2 26 -0.0261799 2 27 -0.0217402 2 28 0.01046127 2 29 0.08218002 2 30 0.06404283 2 31 -0.0309792 2 32 -0.03096 2 33 0.06890906 2 34 -0.0099322 2 35 0.02470467 2 36 0.01070497 2 37 -0.0648169 2 38 -0.0867818 2 39 -0.0118189 2 40 -0.0292303 2 41 -0.0474585 2 42 0.01299229 2 43 0.02902949 2 44 0.00934787 2 45 -0.0394707 2 46 0.02680211 2 47 -0.0302386 2 48 -0.0227665 2 49 0.02188145 2 50 -0.0726653 2 51 0.06472895 2 52 0.04080201 2 53 -0.0176916 2 54 -0.0174385 2 55 0.11707885 2 56 -0.0196384 2 57 0.00977683 2 58 0.04120185 2 59 -0.0051549 2 60 0.04551689 2 61 -0.0252174 2 62 0.01001894 3 1 0.03009985 3 2 0.00113202 3 3 0.02014134 3 4 0.00609629 3 5 0.00041314 3 6 -0.0022713 3 7 0.01628035 3 8 0.01568015 3 9 0.00915592 3 10 -0.0006622 3 11 0.01722995 3 12 0.01700326 3 13 0.00634168 3 14 -0.0091024 3 15 0.0141967 3 16 0.01805168 3 17 -0.0075903 3 18 -0.0169895 3 19 -0.0010204 3 20 0.0119382 3 21 0.04706328 3 22 -0.0065674 3 23 0.00533721 3 24 0.0316723 3 25 -0.0015788 3 26 0.04234509 3 27 0.02123953 3 28 0.02167813 3 29 0.02929614 3 30 -0.0015172 3 31 -0.0125235 3 32 0.03889626 3 33 0.02053325 3 34 -0.0012012 3 35 0.01257767 3 36 0.00841293 3 37 -0.0258624 3 38 -0.0102267 3 39 -0.004479 3 40 -0.0310854 3 41 -0.0043269 3 42 0.0192379 3 43 -0.030522 3 44 0.00311075 3 45 0.0101588 3 46 0.02429471 3 47 -0.0176725 3 48 0.01294056 3 49 0.00420648 3 50 0.00449915 3 51 0.0 3 52 0.06800865 3 53 -0.0112316 3 54 0.02515601 3 55 0.02306449 3 56 0.0073444 3 57 0.01564303 3 58 0.03084961 3 59 0.01560227 3 60 0.01436445 3 61 -0.0139043 3 62 0.01262528 4 1 0.02765259 4 2 0.00825095 4 3 0.02300206 4 4 -0.0109541 4 5 0.0075051 4 6 -0.0013018 4 7 0.02042146 4 8 0.01036122 4 9 0.00786683 4 10 -0.0013241 4 11 0.02267969 4 12 0.01487547 4 13 0.00531164 4 14 -0.0015382 4 15 0.01232501 4 16 0.021637 4 17 -0.0068652 4 18 -0.0156514 4 19 -0.0011925 4 20 0.03608384 4 21 0.03060179 4 22 -0.0001242 4 23 0.01261183 4 24 0.01822198 4 25 0.0208484 4 26 0.02921733 4 27 0.01559901 4 28 0.00265402 4 29 0.03300293 4 30 0.01390252 4 31 0.02618702 4 32 0.02305596 4 33 0.00676091 4 34 -0.0050875 4 35 0.02495398 4 36 -0.0082318 4 37 -0.0199205 4 38 -0.0122157 4 39 -0.0138737 4 40 -0.0156497 4 41 -0.0069589 4 42 0.01854347 4 43 -0.0196348 4 44 -0.0026452 4 45 -0.0041136 4 46 0.02315343 4 47 -0.0198672 4 48 0.01392878 4 49 -0.0044366 4 50 0.00977181 4 51 0.00212687 4 52 0.0311986 4 53 0.00308721 4 54 0.03221339 4 55 0.01610098 4 56 -0.0060155 4 57 0.01156268 4 58 0.03117856 4 59 0.02853774 4 60 0.01889475 4 61 -0.0084619 4 62 0.01389078 5 1 0.01934344 5 2 -0.0001824 5 3 0.01368738 5 4 -0.0011702 5 5 0.0063987 5 6 -0.0012536 5 7 0.01631848 5 8 0.00855757 5 9 0.00629811 5 10 0.00756259 5 11 0.01708222 5 12 0.01891594 5 13 0.00524476 5 14 -0.0021532 5 15 0.00431571 5 16 0.0098339 5 17 0.00196399 5 18 0.00236851 5 19 0.01417746 5 20 0.02771752 5 21 0.01993433 5 22 0.00774124 5 23 0.01201704 5 24 0.01525628 5 25 0.02701902 5 26 0.00641488 5 27 -0.0007161 5 28 0.00121838 5 29 0.01281317 5 30 0.03569157 5 31 0.03316501 5 32 0.02476882 5 33 0.01933613 5 34 -0.0151122 5 35 -0.0032742 5 36 -0.0117874 5 37 -0.0197497 5 38 0.00079793 5 39 -0.0090359 5 40 -0.0077774 5 41 0.0058112 5 42 0.0069869 5 43 -0.0068717 5 44 -0.0115544 5 45 0.00686421 5 46 0.0161998 5 47 -0.009432 5 48 0.02105545 5 49 0.00866881 5 50 0.0170584 5 51 0.01658024 5 52 0.02052897 5 53 -0.0102431 5 54 0.01558603 5 55 0.01086556 5 56 0.01153823 5 57 0.01518881 5 58 0.02004731 5 59 0.01107311 5 60 0.01026376 5 61 -0.0163459 5 62 0.00490451 6 1 0.02026545 6 2 0.02412925 6 3 0.02670218 6 4 0.00685114 6 5 0.00436018 6 6 -0.0003288 6 7 0.01644953 6 8 0.01831952 6 9 0.01716356 6 10 -0.0061246 6 11 0.01024964 6 12 0.02626665 6 13 0.00958273 6 14 -0.001622 6 15 0.0159456 6 16 0.00527126 6 17 -0.0166735 6 18 -0.025704 6 19 0.00830207 6 20 -0.1286899 6 21 0.06852863 6 22 -0.0098919 6 23 -0.0326849 6 24 0.01682627 6 25 -0.0275797 6 26 -0.0260791 6 27 0.08026138 6 28 0.04569663 6 29 0.06344316 6 30 0.02979956 6 31 0.04064994 6 32 0.01009655 6 33 0.01584007 6 34 -0.0668351 6 35 0.0445981 6 36 0.00965304 6 37 -0.0387893 6 38 0.04251449 6 39 0.00283502 6 40 -0.0290312 6 41 -0.0475923 6 42 -0.0070546 6 43 -0.0179988 6 44 0.01344507 6 45 -0.0137426 6 46 0.00554952 6 47 -0.0219556 6 48 0.00705348 6 49 -0.0832572 6 50 -0.0902205 6 51 0.04980283 6 52 0.07888147 6 53 -0.0188265 6 54 0.05618347 6 55 0.06146955 6 56 -0.0185803 6 57 0.01385571 6 58 0.04288407 6 59 0.0279033 6 60 0.07149137 6 61 0.00892353 6 62 -0.0082346 7 1 0.02575342 7 2 0.04711538 7 3 0.04213856 7 4 0.00156648 7 5 0.04701857 7 6 -0.0128839 7 7 0.02269933 7 8 0.00268196 7 9 0.02979155 7 10 -0.0151365 7 11 0.00081848 7 12 0.06069968 7 13 -0.0102801 7 14 -0.0141954 7 15 -0.0088682 7 16 0.02879164 7 17 -0.0216998 7 18 -0.0183082 7 19 -0.0087868 7 20 0.04911805 7 21 0.06639076 7 22 0.03177555 7 23 0.02006112 7 24 0.00975647 7 25 0.10423007 7 26 -0.010197 7 27 0.01517472 7 28 0.040661 7 29 0.09204718 7 30 0.075359 7 31 -0.0047691 7 32 -0.0071033 7 33 0.02237111 7 34 0.01449517 7 35 -0.0150544 7 36 -0.0181191 7 37 0.01805729 7 38 -0.0015568 7 39 0.0053461 7 40 -0.0277516 7 41 0.00586828 7 42 -0.0188615 7 43 -0.0192241 7 44 0.009359 7 45 -0.0105551 7 46 0.02764189 7 47 -0.0143381 7 48 -0.0082625 7 49 0.00481108 7 50 0.08875394 7 51 0.05749222 7 52 0.05203367 7 53 -0.0166313 7 54 -0.0419138 7 55 -0.0565902 7 56 -0.0079726 7 57 -0.0460882 7 58 0.04327144 7 59 -0.0362028 7 60 -0.0009689 7 61 -0.0056484 7 62 0.00556576 8 1 0.01944241 8 2 -0.0001799 8 3 0.01340651 8 4 -0.0015981 8 5 0.0084482 8 6 -0.0003527 8 7 0.01270289 8 8 0.00749129 8 9 0.00717621 8 10 0.00429221 8 11 0.01931789 8 12 0.0208805 8 13 0.0122392 8 14 -0.0060861 8 15 0.01232854 8 16 0.00701669 8 17 0.00448502 8 18 0.00039866 8 19 0.01235355 8 20 0.0371595 8 21 0.0224685 8 22 0.00853749 8 23 0.02164152 8 24 0.01433821 8 25 0.03395369 8 26 0.0005496 8 27 0.00205987 8 28 0.00356311 8 29 0.02239519 8 30 0.02758114 8 31 0.04185351 8 32 0.02545069 8 33 0.0194659 8 34 -0.014977 8 35 0.00411921 8 36 -0.0118846 8 37 -0.0260699 8 38 -0.0097793 8 39 -0.0127247 8 40 -0.0138505 8 41 0.00429157 8 42 0.01786986 8 43 -0.0171108 8 44 -0.0081542 8 45 0.00593762 8 46 0.01381592 8 47 -0.0106845 8 48 0.01985384 8 49 0.01020926 8 50 0.01952169 8 51 0.02056397 8 52 0.02473456 8 53 -0.0103614 8 54 0.01671624 8 55 0.01351589 8 56 0.00889043 8 57 0.01487755 8 58 0.02683807 8 59 0.01081704 8 60 0.01298278 8 61 -0.022308 8 62 0.00526547 9 1 0.03257355 9 2 0.11882583 9 3 0.0200098 9 4 0.00994581 9 5 0.04788101 9 6 -0.023203 9 7 0.02328976 9 8 -0.0285306 9 9 0.01515152 9 10 -0.0187389 9 11 -0.0351782 9 12 0.04382249 9 13 0.01976048 9 14 0.0000652 9 15 0.00978601 9 16 -0.0084636 9 17 -0.0374014 9 18 -0.0066337 9 19 -0.0414991 9 20 0.02509598 9 21 0.06727235 9 22 0.03385535 9 23 0.0318039 9 24 0.01803119 9 25 0.04092867 9 26 -0.0186249 9 27 -0.0076148 9 28 -0.0016527 9 29 0.09317725 9 30 0.04970254 9 31 -0.0021639 9 32 -0.0077451 9 33 0.03382422 9 34 -0.0108723 9 35 -0.0003053 9 36 0.00463222 9 37 -0.0396736 9 38 -0.0400464 9 39 -0.016379 9 40 -0.0098904 9 41 -0.0321688 9 42 0.01481136 9 43 -0.005114 9 44 -0.0292249 9 45 -0.0286768 9 46 0.03834375 9 47 -0.0092614 9 48 -0.0008335 9 49 -0.014421 9 50 -0.0623375 9 51 0.02637348 9 52 0.05629201 9 53 -0.0117171 9 54 -0.0052961 9 55 0.07478219 9 56 -0.0229678 9 57 0.00530076 9 58 0.03977533 9 59 0.00440966 9 60 0.04653715 9 61 -0.0302045 9 62 -0.0035146 10 1 0.02936247 10 2 0.02728753 10 3 0.01895524 10 4 0.02426429 10 5 -0.0079572 10 6 -0.0007959 10 7 0.03278387 10 8 -0.0042126 10 9 0.01608771 10 10 -0.0134287 10 11 0.01224441 10 12 0.0277158 10 13 0.01154154 10 14 -0.0000565 10 15 0.01739818 10 16 0.01421354 10 17 -0.0241966 10 18 -0.0285554 10 19 -0.0282975 10 20 -0.083264 10 21 0.03474878 10 22 -0.0091473 10 23 0.02921277 10 24 0.03329852 10 25 0.00214044 10 26 0.02699496 10 27 -0.021606 10 28 -0.0312352 10 29 0.07112818 10 30 -0.0417093 10 31 0.09619381 10 32 0.00996696 10 33 0.04349692 10 34 -0.0438425 10 35 0.00419287 10 36 0.02622986 10 37 -0.0362526 10 38 -0.003085 10 39 -0.0045062 10 40 -0.0205606 10 41 -0.0288991 10 42 0.02540138 10 43 -0.0243807 10 44 0.0041841 10 45 0.00393836 10 46 0.01091591 10 47 -0.0323941 10 48 -0.0103458 10 49 0.00099841 10 50 -0.0562074 10 51 0.0586224 10 52 0.03905103 10 53 -0.0012433 10 54 0.04589181 10 55 0.02250717 10 56 -0.0007407 10 57 0.0114906 10 58 0.0482672 10 59 0.02911506 10 60 0.02470034 10 61 0.00525668 10 62 0.00579451 11 1 0.0142632 11 2 0.02913527 11 3 0.00045297 11 4 -0.0110172 11 5 0.00610407 11 6 0.02745336 11 7 0.01660762 11 8 0.01974878 11 9 0.0011392 11 10 -0.0152905 11 11 0.00137224 11 12 0.04046159 11 13 0.01122972 11 14 -0.0300932 11 15 0.07110043 11 16 0.02401848 11 17 -0.0161092 11 18 -0.0216779 11 19 -0.0265765 11 20 -0.0605873 11 21 0.00856515 11 22 -0.0087101 11 23 0.03675771 11 24 -0.0057913 11 25 0.00028415 11 26 0.04552234 11 27 0.0116832 11 28 -0.002417 11 29 0.06218872 11 30 0.0644405 11 31 0.01547711 11 32 -0.0056861 11 33 0.03572692 11 34 0.01895492 11 35 0.02731691 11 36 0.00391517 11 37 -0.0623984 11 38 -0.0530907 11 39 0.00024404 11 40 -0.0496492 11 41 -0.0034015 11 42 0.00772798 11 43 0.00134202 11 44 -0.0003191 11 45 0.01589632 11 46 0.02193175 11 47 -0.0211536 11 48 0.00986305 11 49 -0.0356454 11 50 -0.0262546 11 51 0.01305068 11 52 0.04276746 11 53 -0.04001 11 54 0.02436634 11 55 0.04495887 11 56 -0.0062248 11 57 0.00411447 11 58 0.02287322 11 59 0.0187145 11 60 0.01414485 11 61 -0.0208345 11 62 -0.0014776 12 1 0.04961332 12 2 0.10977209 12 3 0.04399932 12 4 -0.0011856 12 5 0.04759078 12 6 -0.0030388 12 7 0.02769167 12 8 -0.0027146 12 9 0.02207884 12 10 -0.0142039 12 11 -0.0637882 12 12 0.01581788 12 13 0.0276185 12 14 0.03916249 12 15 0.01596138 12 16 -0.006546 12 17 -0.0384127 12 18 0.00045683 12 19 -0.121106 12 20 0.01876118 12 21 0.06550317 12 22 0.01441183 12 23 0.04188729 12 24 0.00322029 12 25 0.08396028 12 26 0.00564501 12 27 0.00358885 12 28 -0.041766 12 29 0.07382422 12 30 0.10782392 12 31 -0.0317326 12 32 -0.055244 12 33 0.08599692 12 34 -0.0217804 12 35 0.03927492 12 36 0.05519274 12 37 -0.0400785 12 38 -0.0666771 12 39 -0.005139 12 40 0.0202388 12 41 -0.0702606 12 42 0.02115788 12 43 0.01612974 12 44 -0.0542889 12 45 -0.0285207 12 46 0.08278316 12 47 0.01565405 12 48 -0.0458125 12 49 -0.0263263 12 50 -0.0636084 12 51 0.02148485 12 52 0.05500192 12 53 -0.0387375 12 54 0.03604668 12 55 0.1128135 12 56 -0.0066382 12 57 -0.0038363 12 58 0.03565365 12 59 -0.0019992 12 60 0.05372596 12 61 -0.0050188 12 62 0.02036761 ; param R:= 1 0.012902 2 0.02191627 3 0.02529557 4 0.01689461 5 0.01766878 6 0.00898333 7 -0.0095882 8 0.01011323 9 0.01608763 10 -0.0054741 11 -0.0157507 12 -0.0107545 13 0.03731084 14 0.01240882 15 0.01225673 16 -0.0025362 17 -0.0103346 18 -0.0232057 19 -0.0133208 20 0.00670737 21 -0.0440761 22 0.05370387 23 -0.0092435 24 0.01189763 25 0.0304517 26 0.02651453 27 -0.0029588 28 0.02141482 29 0.02622693 30 0.03818196 31 0.03508255 32 -0.012888 33 0.03195557 34 0.0095065 35 0.00443152 36 0.03302082 37 -0.0122789 38 -0.0318221 39 0.00174459 40 -0.0280738 41 -0.0258027 42 -0.0279576 43 -0.0085528 44 -0.0051912 45 0.01035991 46 0.0225581 47 -0.0040109 48 -0.0211052 49 0.004952 50 -0.057615 51 0.01198616 52 0.06502385 53 -0.0087326 54 0.01490852 55 0.04636842 56 0.03240216 57 -0.0259597 58 0.00359585 59 0.03484614 60 0.03204345 61 0.00328904 62 0.00321269 ; solve; display f; display s;