Choice of Loans

    {  Exmpl13.1-1_LoanChoice.mpl  }

    {  Applications of Optimization with Xpress-MP  }

    {  Chapter 13.1, Choice of Loans,  Size: 6x9,  Page 265 }


TITLE
    LoanChoice;

OPTIONS
    Parsertype=Extended;

INDEX
    bank := 1..3;
    shop := (london,munich,rome);

DATA
    Dur := 8;
    Price[shop] := (2.5,1.0,1.7);
    Rate[bank,shop] := (  5%,6.5%,6.1%,
                        5.2%,6.2%,6.2%,
                        5.5%,5.8%,6.5%);
    Vmax := 3;
    DatS[bank,shop] := FORMULA(Rate/(1-(1+Rate)^(-Dur)));



VARIABLE
    Borrow[bank,shop];

MODEL

   MIN  Interest = SUM(bank,shop: Borrow * DatS);

SUBJECT TO

    FinanceAllProjects[shop] -> FSHP:
        SUM(bank: Borrow) = Price;

    KeepwithinCreditVolume[bank] -> KCV:
        SUM(shop: Borrow) <= Vmax;

END