* Three-stage investment problem from Birge and Louveaux (p.24)
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NAME          Invest
ROWS
 N  WEALTH
 E  BUDGET
 E  BAL1
 E  BAL2
 E  BAL3
COLUMNS
    STOCK1    BUDGET          1.00     BAL1        -1.15
    BONDS1    BUDGET          1.00     BAL1        -1.13
    STOCK2    BAL1            1.00     BAL2        -1.15
    BONDS2    BAL1            1.00     BAL2        -1.13
    STOCK3    BAL2            1.00     BAL3        -1.15
    BONDS3    BAL2            1.00     BAL3        -1.13
    SHORT     BAL3           -1.00     WEALTH       1.00
    OVER      BAL3            1.00     WEALTH      -1.00
RHS
    RHS       BUDGET         55.00     BAL3        80.00
ENDATA