Default variable names x1, x2 ... being created. Default row names c1, c2 ... being created. Version identifier: 22.1.0.0 | 2022-03-09 | 1a383f8ce CPXPARAM_Simplex_Display 2 CPXPARAM_Read_DataCheck 1 CPXPARAM_TimeLimit 86400 Tried aggregator 1 time. LP Presolve eliminated 1 rows and 0 columns. Reduced LP has 77 rows, 952 columns, and 2563 nonzeros. Presolve time = 0.00 sec. (0.48 ticks) Iteration Dual Objective In Variable Out Variable 1 -1306728.889072 x318 c76 slack 2 -1035292.295032 x759 c75 slack 3 -1032020.539167 x555 c40 slack 4 -968200.947420 x887 c66 slack 5 -959294.655765 x113 c12 slack 6 -955483.328548 x768 c60 slack 7 -936610.781130 x895 c68 slack 8 -936051.676048 x801 c62 slack 9 -934523.905458 x565 c42 slack 10 -931653.103888 x331 c27 slack 11 -788923.989402 x217 c71 slack 12 -786716.517370 x769 x768 13 -753877.075520 x194 c16 slack 14 -753651.035650 x166 c15 slack 15 -736691.875666 x414 c31 slack 16 -730668.882810 x127 c13 slack 17 -669696.895548 x246 c74 slack 18 -559545.749736 x51 c73 slack 19 -559060.929754 x619 c45 slack 20 -557635.323241 x722 c55 slack 21 -502500.033033 x269 c72 slack 22 -466533.156976 x59 c10 slack 23 -466051.695808 x745 c57 slack 24 -464927.267240 x845 c64 slack 25 -458761.845944 x184 x194 26 -458062.560687 x474 c35 slack 27 -454398.458295 x947 c70 slack 28 -454347.518665 x384 c30 slack 29 -454287.150130 x602 c43 slack 30 -453901.886447 x837 c63 slack 31 -452647.346844 x82 c11 slack 32 -449811.142335 x303 c26 slack 33 -439041.341745 x700 c18 slack 34 -438997.836165 x157 x166 35 -425718.197175 x284 c25 slack 36 -420724.282136 x448 c33 slack 37 -419140.599444 x511 c38 slack 38 -417422.892138 x626 c46 slack 39 -416832.313123 x98 x113 40 -416625.485695 x328 x331 41 -414053.477298 x411 x414 42 -411808.781187 x472 c34 slack 43 -410414.416659 x496 c37 slack 44 -408114.428482 x933 c69 slack 45 -377718.174625 c37 slack c77 slack 46 -376493.487018 x663 c47 slack 47 -366895.620999 x257 c19 slack 48 -366601.287704 x839 x837 49 -360970.120688 x240 x246 50 -348660.484725 x289 c9 slack 51 -348602.146010 x331 x328 52 -347905.311881 x357 c28 slack 53 -347885.726416 x379 x384 54 -347217.560688 x406 x411 55 -346913.108816 x482 x474 56 -345321.096069 x519 x511 57 -345057.380368 x527 c39 slack 58 -335974.323027 x375 c52 slack 59 -335248.584458 x706 c54 slack 60 -327035.659058 x41 c58 slack 61 -325733.280474 x760 x759 62 -325038.961148 x28 c5 slack 63 -324865.172838 x105 x98 64 -324033.432113 x191 x184 65 -324009.991694 x603 x602 66 -323058.115828 x948 x947 67 -322955.527334 x676 c48 slack 68 -322457.958306 x684 c50 slack 69 -322306.899285 x732 c56 slack 70 -322295.363372 x531 x555 71 -322256.675494 x921 x895 72 -322069.198203 x490 c36 slack 73 -320255.521619 x463 c37 slack 74 -318311.811282 x504 x496 75 -317535.743544 x242 x240 76 -315359.241540 x150 c14 slack 77 -315169.524167 x87 x82 78 -315167.236757 x588 x565 79 -315166.716403 x604 x603 80 -315101.148651 x652 x663 81 -315098.053320 x725 x722 82 -314702.013645 x934 x933 83 -312428.234988 x1 c1 slack 84 -311016.333803 x15 c3 slack 85 -310980.338369 x21 c4 slack 86 -310843.342710 x35 c6 slack 87 -310840.224692 x261 c20 slack 88 -306607.038992 c71 slack c29 slack 89 -306274.705202 x702 c53 slack 90 -306169.222701 x731 x732 91 -304445.354271 c74 slack x284 92 -304206.938039 x405 x406 93 -298948.027219 x639 x463 94 -290350.597758 x453 x303 95 -290112.319009 x313 x318 96 -289276.033857 x266 c21 slack 97 -286950.718604 x237 x257 98 -279249.677099 x275 c24 slack 99 -279061.262502 x432 c32 slack 100 -279049.661788 x501 x504 101 -279035.634588 x85 x87 102 -279033.534786 x387 x379 103 -278448.413359 x414 x405 104 -278443.588018 x623 x619 105 -278050.398475 x709 x706 106 -277935.101256 x885 x887 107 -277890.006842 x918 x921 108 -277863.390283 x952 x948 109 -277278.661511 x152 x150 110 -275250.216310 c73 slack c8 slack 111 -272548.650352 x852 c71 slack 112 -272324.612748 x562 c41 slack 113 -271978.369688 x695 c51 slack 114 -269181.536775 x860 c65 slack 115 -268470.997782 c76 slack x639 116 -268470.034760 x99 x105 117 -268463.565079 x185 x191 118 -268455.195596 x553 x531 119 -268332.487243 x37 c7 slack 120 -268042.356875 x210 c17 slack 121 -268014.972102 x492 x490 122 -267995.360121 x679 x676 123 -267336.706536 x703 x702 124 -266141.811515 x765 c59 slack 125 -263546.318756 x798 c61 slack 126 -263050.180806 x892 c67 slack 127 -262102.352561 x12 x845 128 -262048.800511 x639 x626 129 -262048.800511 x763 x760 130 -261351.761569 x693 c22 slack 131 -261077.786148 x272 c23 slack 132 -260986.365383 x502 x501 133 -259814.885019 x13 x237 134 -259527.620596 x479 x693 135 -259427.328110 x2 x453 136 -259294.408617 x842 c2 slack 137 -259197.797765 x692 x12 138 -259191.683023 x105 x99 139 -259150.603519 x191 x185 140 -259038.207729 x264 x482 141 -259013.851041 x504 x502 142 -258976.883500 c72 slack x266 143 sI 0.000000 x764 x763 144 -250434.837986 x502 x692 Markowitz threshold set to 0.1 145 -250433.568308 x722 x504