C++ (Cpp) FileParser::parseDetModel Examples

Example #1

File: portfolio-opti.cpp Project: falcong/portfolio-opti

int main(void) {
	FileParser* fp = new FileParser();
	DetQuadProblem * dqp = fp->parseDetModel("benchmark/FTSE.txt",
			"benchmark/SIMPLE_FE.txt");
	LinearProblem lp = dqp->getSimpleLinearProblem();

#ifdef DEBUG
	dqp->print();
	lp.print();
#endif

	Algo * algo = new SimulatedAnnealing();
	Solver * s = new LpsolveAdaptator();

	Solution sol = algo->solve(*dqp, s);

	/*Solution sol = s->getAdmissibleSolution(&lp);
	 std::cout << "Risk = "<< dqp->objectiveFunction(sol) << " : "
	 << sol.toString() << std::endl;
	 sol = lp.getNeighbour(sol, 1);
	 lp = dqp->getFixedLP(sol);
	 sol = s->getAdmissibleSolution(&lp);
	 std::cout << "Risk = "<< dqp->objectiveFunction(sol) << " : "
	 << sol.toString() << std::endl;
	 sol = lp.getNeighbour(sol, 1);
	 lp = dqp->getFixedLP(sol);
	 sol = s->getAdmissibleSolution(&lp);
	 std::cout << "Risk = "<< dqp->objectiveFunction(sol) << " : "
	 << sol.toString() << std::endl;*/


	return EXIT_SUCCESS;
}