Portfolio Optimization on FF100
0Avg Running Time (s)S3
Evaluation results
| Method | Links | |
|---|---|---|
| S3Period=One period2024.10 | 0 | |
| S2Period=One period2024.10 | 0 | |
| S1Period=One period2024.10 | 0.0001 | |
| PLCTPeriod=One period2024.10 | 0.0052 | |
| IPSRM-DPeriod=One period2024.10 | 0.0132 | |
| SPOLCPeriod=One period2024.10 | 0.0306 | |
| SSMPPeriod=One period2024.10 | 0.0451 | |
| MAXERPeriod=One period2024.10 | 0.0458 | |
| mSSRM-PGAPeriod=One period2024.10 | 0.0713 | |
| SSPOPeriod=One period2024.10 | 0.0854 | |
| SDP RelaxationPeriod=One period2024.10 | 24.5852 |