Portfolio Optimization on FRENCH32 (Runtime)
0Average Runtime (s)S2
Evaluation Results
| Method | Links | |
|---|---|---|
| S2Period=One period2024.10 | 0 | |
| S1Period=One period2024.10 | 0 | |
| S3Period=One period2024.10 | 0 | |
| IPSRM-DPeriod=One period2024.10 | 0.0012 | |
| PLCTPeriod=One period2024.10 | 0.0021 | |
| SSMPPeriod=One period2024.10 | 0.0075 | |
| mSSRM-PGAPeriod=One period2024.10 | 0.0075 | |
| SPOLCPeriod=One period2024.10 | 0.0239 | |
| SSPOPeriod=One period2024.10 | 0.025 | |
| MAXERPeriod=One period2024.10 | 0.0392 | |
| SDP RelaxationPeriod=One period2024.10 | 1.2862 |