Quadratic Portfolio Optimization on Quadratic Portfolio Optimization 2 Constraints 50 Assets (test)
2.026RegretLD
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| LDdifferentiation=IMLE, multiplier_type=static, norm=L2, ∞2026.06 | 2.026 | 282 | |
| LDdifferentiation=Exact, multiplier_type=static, norm=L2, ∞2026.06 | 2.04 | 14 | |
| IMLE2026.06 | 2.064 | 1,450 | |
| SPO+2026.06 | 2.095 | 58 | |
| LDdifferentiation=SPO+, multiplier_type=static, norm=L1, ∞2026.06 | 2.122 | 101 | |
| LDdifferentiation=Exact, multiplier_type=static, norm=L1, ∞2026.06 | 2.159 | 712 | |
| LDdifferentiation=IMLE, multiplier_type=static, norm=L1, ∞2026.06 | 2.285 | 67 | |
| MSE2026.06 | 2.325 | 12 |