065: Optimal Financial Portfolio Design

Proposed by Pierre Flener and Jean-Noël Monette

An OPD $(v, b, r)$ problem is to find a binary matrix of $v$ rows and $b$ columns such that each row sums to $r$, and the dot product beween any pair of distinct rows is minimal.

This problem appears in finance. Full details can be found in [Flener_CONS07_CDO2].