Mulvey/finan512
Portfolio optim, 512 scenarios, Ed Rothberg, SGI, John Mulvey,Princeton
| Name |
finan512 |
| Group |
Mulvey |
| Matrix ID |
752 |
|
Num Rows
|
74,752 |
|
Num Cols
|
74,752 |
|
Nonzeros
|
596,992 |
|
Pattern Entries
|
596,992 |
|
Kind
|
Economic Problem |
|
Symmetric
|
Yes |
|
Date
|
1997 |
|
Author
|
A. Berger, J. Mulvey, E. Rothberg, R. Vanderbei |
|
Editor
|
E. Rothberg |
| Structural Rank |
74,752 |
| Structural Rank Full |
true |
|
Num Dmperm Blocks
|
1 |
|
Strongly Connect Components
|
1 |
|
Num Explicit Zeros
|
0 |
|
Pattern Symmetry
|
100% |
|
Numeric Symmetry
|
100% |
|
Cholesky Candidate
|
yes |
|
Positive Definite
|
yes |
|
Type
|
real |
