Table 1 Numerical performance of Algorithm 1.
From: Penalty Algorithm Based on Conjugate Gradient Method for Solving Portfolio Management Problem
Problem |
| CPU of HS | CPU of FR |
|
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|
|---|---|---|---|---|---|---|
1 |
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2 |
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3 |
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4 |
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5 |
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6 |
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7 |
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8 |
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9 |
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10 |
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