<?xml version="1.0" encoding="UTF-8"?>
<osil xmlns="os.optimizationservices.org" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
    xsi:schemaLocation="os.optimizationservices.org http://www.optimizationservices.org/schemas/2.0/OSiL.xsd">
    <instanceHeader>
        <source>From Optimization Services modeling Language</source>
        <description>Markowitz Portfolio Optimization X[MSFT] = 0.714286
            X[PG] = 0.285714, X[ge] = 0, optimal value = 14.2857</description>
    </instanceHeader>
    <instanceData>
        <variables numberOfVariables="3">
            <var name="X[msft]"/>
            <var name="X[pg]"/>
            <var name="X[ge]"/>
        </variables>
        <objectives numberOfObjectives="1">
            <obj maxOrMin="min" name="Min_Variance" numberOfObjCoef="0"></obj>
        </objectives>
        <constraints numberOfConstraints="5">
            <con lb="0.0" name="unity" ub="0.0"/>
            <con lb="0.0" name="return"/>
            <con name="inv_limit_msft" ub="0.0"/>
            <con name="inv_limit_pg" ub="0.0"/>
            <con name="inv_limit_ge" ub="0.0"/>
        </constraints>
        <nonlinearExpressions numberOfNonlinearExpressions="6">
            <nl idx="-1">
                <sum>
                    <times>
                        <variable coef="24.0" idx="0"/>
                        <variable coef="1.0" idx="0"/>
                    </times>
                    <times>
                        <negate>
                            <variable coef="10.0" idx="0"/>
                        </negate>
                        <variable coef="1.0" idx="1"/>
                    </times>
                    <times>
                        <variable coef="25.0" idx="0"/>
                        <variable coef="1.0" idx="2"/>
                    </times>
                    <times>
                        <negate>
                            <variable coef="10.0" idx="1"/>
                        </negate>
                        <variable coef="1.0" idx="0"/>
                    </times>
                    <times>
                        <variable coef="75.0" idx="1"/>
                        <variable coef="1.0" idx="1"/>
                    </times>
                    <times>
                        <variable coef="37.0" idx="1"/>
                        <variable coef="1.0" idx="2"/>
                    </times>
                    <times>
                        <variable coef="25.0" idx="2"/>
                        <variable coef="1.0" idx="0"/>
                    </times>
                    <times>
                        <variable coef="37.0" idx="2"/>
                        <variable coef="1.0" idx="1"/>
                    </times>
                    <times>
                        <variable coef="19.0" idx="2"/>
                        <variable coef="1.0" idx="2"/>
                    </times>
                </sum>
            </nl>
            <nl idx="0">
                <minus>
                    <sum>
                        <variable coef="1.0" idx="0"/>
                        <variable coef="1.0" idx="1"/>
                        <variable coef="1.0" idx="2"/>
                    </sum>
                    <number value="1.0"/>
                </minus>
            </nl>
            <nl idx="1">
                <minus>
                    <sum>
                        <variable coef="0.07" idx="0"/>
                        <variable coef="0.09" idx="1"/>
                        <variable coef="0.03" idx="2"/>
                    </sum>
                    <number value=".05"/>
                </minus>
            </nl>
   
            <nl idx="2">
                <minus>
                    <variable coef="1.0" idx="0"/>
                    <number value=".75"/>
                </minus>
            </nl>
            <nl idx="3">
                <minus>
                    <variable coef="1.0" idx="1"/>
                    <number value=".75"/>
                </minus>
            </nl>
            <nl idx="4">
                <minus>
                    <variable coef="1.0" idx="2"/>
                    <number value=".75"/>
                </minus>
            </nl>
        </nonlinearExpressions>
    </instanceData>
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