Multiperiod
The Multiperiod command accepts data similar to the
capital budgeting problem and creates a model that describes
the cash flow in each period explicitly. In this way projects
with a non-uniform net profit can be easily represented. Each
period has a specified cash flow requirement and a feasible
solution must generate sufficient cash to meet these requirements.
Capacity
The model created by this command represents a production
or service system with stations. Product is withdrawn from the
system in the forms of sales from the stations. The stations
are interrelated in that each product generates flow through
one or more of the stations. The problem is to choose the capacities
for the stations. The goal is to minimize the congestion in
the system subject to constraints on the minimum net periodic
profit and the maximum initial investment.
Markowitz
The Markowitz command creates a model for the Markowitz investment
portfolio problem. In this problem, a set of alternative financial
securities is available for inclusion in a portfolio. Each is
characterized by a return and a risk measured by the variance
of the return. The total risk for the portfolio depends on the
covariance matrix that describes the relative risks between
investments. The solution specifies the proportion of the portfolio
devoted to each investment.
The Relink Buttons command is necessary when working
with a worksheet created by another computer. It creates new
buttons that are linked to the active add-in.
All options in this add-in construct mathematical programming
models using the Math Programming add-in, so that add-in
must be installed. Most of the models are solved with the Excel
Solver add-in. Be sure that add-in is installed. Open and
close the Solver dialog before choosing any commands from the
Portfolio menu. Linear models may be solved with the Jensen
LP/IP Solver add-in. |
