Problem class 06
Portfolio Optimization
Multi-period with Transaction Costs & Short Selling
Portfolio instances add transaction costs, short selling, borrowing costs, and time coupling to a familiar financial optimization model.
32
Instances
267
Model files
35
Solution files
2
Result rows
Why benchmark these instances
Portfolio
A finance benchmark for balancing risk, returns, transaction costs, and time-linked binary decisions.
Contribute results
Submit a Portfolio result
Have a better bound, a new feasible solution, a quantum run, or a useful negative result? QOBLIB accepts benchmark submissions by pull request using the canonical summary CSV template.
Submission sets
Top-level community submission directories for this problem class.
| Problem | Submission set | Submitter | Date key | Instances | Rows | Source |
|---|---|---|---|---|---|---|
| Portfolio Optimization | 20260308_Arvak_Hinderink | Daniel Hinderink (hiq-lab) | 2026-03-08 | 2 | 2 | Directory |
| Portfolio Optimization | 20250822_Abs2_Schicker | 2025-08-22 | 0 | 0 | Directory | |
| Portfolio Optimization | 20250819_Gurobi_Schicker | 2025-08-19 | 0 | 0 | Directory |
Result rows
Parsed instance-level summary CSV rows for this problem class.
| Problem | Instance | Submission | Submitter | Date | Objective | Model | Algorithm | Total runtime | Source |
|---|---|---|---|---|---|---|---|---|---|
| Portfolio Optimization | po_a010_t15_orig | 20260308_Arvak_Hinderink | Daniel Hinderink (hiq-lab) | 8. Mar. 2026 | -0.007064 | QUBO | Stochastic | 0.17 | CSV |
| Portfolio Optimization | po_a010_t10_orig | 20260308_Arvak_Hinderink | Daniel Hinderink (hiq-lab) | 8. Mar. 2026 | -0.030604 | QUBO | Stochastic | 0.24 | CSV |