Penalty Algorithm Based on Conjugate Gradient Method for Solving Portfolio Management Problem

Journal of Inequalities and Applications

Table 2 Optimal solutions of the ten problems.

	the optimal solution
Problem 1
	other components of are zeros
Problem 2
	other components of are zeros
Problem 3
	other components of are zeros
Problem 4
	other components of are zeros
Problem 5
	other components of are zeros
Problem 6
	other components of are zeros
Problem 7
	other components of are zeros
Problem 8
	other components of are zeros
Problem 9
	other components of are zeros
Problem 10
	other components of are zeros