This software was developed a long time ago to solve improved Markowitz financial portfolio problems using Simulated Annealing approaches.
Its only goal was to get results for the scientific paper:
Schyns Michael and Crama Yves, "Simulated annealing for complex portfolio selection problems", European Journal of Operational Research (2003), 150(3), 546-571

It was NOT developed for any other goal and is provided freely without any warranty.

To use it, you need first to create a file with your data.  Four examples are provided (*.cov).

M. Schyns
