Hello Andrew,

in his article Jeffrey remarks the missing possibility to
set the random number seed in GMPL.

This question has been discussed before:
http://lists.gnu.org/archive/html/help-glpk/2008-12/msg00129.html

Best regards

Xypron
-------- Original-Nachricht --------
> Datum: Thu, 8 Jul 2010 17:04:33 -0400
> Betreff: [Help-glpk] Portfolio Optimization Example

> For what it is worth, I put up a portfolio optimization example on the
> wikibook page under GMPL examples. I'd appreciate any thoughts or feedback
> on this.
> 
> Jeff
> 
> http://en.wikibooks.org/wiki/GLPK/Portfolio_Optimization

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