Portfolio Optimization on FF100MEINV (Average Running Time)
0Average 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 | 0.0059 | |
| IPSRM-DPeriod=One period2024.10 | 0.0144 | |
| SSMPPeriod=One period2024.10 | 0.0145 | |
| MAXERPeriod=One period2024.10 | 0.0152 | |
| SPOLCPeriod=One period2024.10 | 0.0296 | |
| mSSRM-PGAPeriod=One period2024.10 | 0.0696 | |
| SSPOPeriod=One period2024.10 | 0.0864 | |
| SDP RelaxationPeriod=One period2024.10 | 23.9911 |