Case 2 - Integer Programming
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Case 2: The International Monetary System 1. A. Formulate an integer programming model of this situation Variable descriptions: Let USC = amount of US $ invested in checking account after 180 days USM = amount of US $ invested in market account after 180 days CA = amount of Canadian $ invested after 180 days ME = amount of Mexican Peso invested after 180 days JP = amount of Japan Yen invested after 180 days GE = amount of German DM invested after 180 days SW = amount of Swiss Franc invested after 180 days BR = amount of Britain Pounds invested after 180 days FR = amount of French Franc invested after 180 days T 0 = total amount at time period now = 1600 million T 1 = total amount after 30 days T 2 = total amount after 90 days T 3 = total amount after 180 days G 0 = total gains at time period now = 0 G 1 = total gains after 30 days G 2 = total gains after 90 days G 3 = total gains after 180 days *I think you missed the variables of amount invested today, after 30 days after 90 days. ^^ Objective function: **can’t decide on what is the correct Obj. Function: Is it this one? <<< This would work since your description includes the gains already. Maximize T n (US$) = USC + USM + Spot(180)*CA + Spot(180)*ME + Spot(180)*JP + Spot(180)*GE + Spot(180)*SW + Spot(180)*BR + Spot(180)*FR
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Transcript of Case 2 - Integer Programming
Case 2: The International Monetary System1. A. Formulate an integer programming model of this situationVariable descriptions:LetUSC = amount of US $ invested in checking account after 180 daysUSM = amount of US $ invested in market account after 180 daysCA = amount of Canadian $ invested after 180 daysME = amount of Mexican Peso invested after 180 daysJP = amount of Japan Yen invested after 180 daysGE = amount of German DM invested after 180 daysSW = amount of Swiss Franc invested after 180 daysBR = amount of Britain Pounds invested after 180 daysFR = amount of French Franc invested after 180 daysT0 = total amount at time period now = 1600 millionT1 = total amount after 30 days T2 = total amount after 90 daysT3 = total amount after 180 daysG0 = total gains at time period now = 0G1 = total gains after 30 days G2 = total gains after 90 daysG3 = total gains after 180 days*I think you missed the variables of amount invested today, after 30 days after 90 days. ^^Objective function:**cant decide on what is the correct Obj. Function:Is it this one?
