Fund optimization using solver with different minimum investment threshold for funds

You probably will get a better solution if you uploaded a file showing how the result should look. Nevertheless I set up a solver model using a binary grid to select a given
number of different stocks.

Solver is not to happy with this setup as the cells C9 and C11 are not considered linear by solver. A better setup would be to split up the sumproduct formula in these cells.
Will probably have a go at it tomorrow.

Alf

Hi Francesco

Again you come to the rescue

Thanks for your help in rebuilding my model to a proper linear one. I tried to do so but did not succeed but your model works like charm!

Alf

Hi again Francesco

Looking at your model I see that you did not cut away the unneeded parts in my original model so I used your trick to make the model linear and cut away
the "fat parts" just leaving "the bear necessities" to quote the movie Mowgli.

Can you see any more possible improvements?

Alf