GAMS World Forum

It seems that your model is unbounded. You might want to set proper lower bounds on variables d1,d2,d3,d4. I hope this helps. Fred Many thanks for your interest and reply Actually these are positve and negative deviations that need to be minimized, hence an upper bound is needed. However i tried to...

Dear Sir
Please, I am working on a goal programming model for optimal index tracking portfolio selection problem with GAMS.
the model stops and says ( Integer infeasible)
any help in this context
attached the gms file and data files
Many thanks in advance