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a pension fund has $30 million to invest


fastreloader

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a pension fund has $30 million to invest. the money is to be divided among treasury notes, bonds and stocks. the rules for administration of the fund require that at least $3 million be invested in each type of investment, at least half the money be invested in treasury notes and bonds and the amount invested in bonds not exceed twice the amount invested in treasury notes. the annual yields for the various investments are 7% for treasury notes, 8% for bonds and 9% for stocks. how should the money be allocated among the various investments to produce the largest return
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fastreloader said:

a pension fund has $30 million to invest. the money is to be divided among treasury notes, bonds and stocks. the rules for administration of the fund require that at least $3 million be invested in each type of investment, at least half the money be invested in treasury notes and bonds and the amount invested in bonds not exceed twice the amount invested in treasury notes. the annual yields for the various investments are 7% for treasury notes, 8% for bonds and 9% for stocks. how should the money be allocated among the various investments to produce the largest return


LP(linear programming) model

max
z = 0.07a + 0.08b + 0.09c
a,b,c >= 3
b <= 2a
a+b >= 15
a+b+c = 30

cnin en fazla olmasını istiyoruz en fazla geliri getiricegi icin,
ondan sonra b en fazla 2. olucak ve a da en az.
b ve a nin toplami 15 olacagina ve hepsi en az 3 olacagina gore, b ye 12 ve a ya 3 derdik ama b en fazla 2a kadar olabilecegi icin b nin alabilcegi en yuksek deger 10, a da 5 oluyo.
geriye 15imiz kalıyo, bunun hepsini c ye yatirmamak icin bi constraintimiz yok, vuruyoruz c ye 15i, senelik gelirimiz de
5x0.07+10x0.08+15x0.09=2.5m oluyo

a=5 b=10 c=15 tabi bukadar kasmaya da gerek yok
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