Mathematical LP model for the investment problem solution. For the development of this .md file, this solution has been used: https://gist.github.com/a-rodin/fef3f543412d6e1ec5b6cf55bf197d7b
| Indices | Description |
|---|---|
| Index used for investment project |
| Parameters | Description |
|---|---|
| Return rate per investment project i | |
| Maximum total amount available to invest | |
| Maximum amount to invest in the Oil Industry | |
| Maximum amount to invest in the Steel Industry |
| Decision variables | Description |
|---|---|
| Positive continous variable, takes the value of the amount invested in each project. |
| Cosntraints | Numbering |
|---|---|
| 1 | |
| 2 | |
| 3 | |
| 4 | |
| 5 |
| Objective function | Numbering |
|---|---|
| 6 |
** This is the answer to question A. Answers to B & C provided when Python script is run **