|
dicopt |
muriqui |
shot |
baron |
aoa |
knitro |
alphaecp |
knitrobb |
scip |
bbb |
sbb |
mtaurbnb |
juniper |
lindo |
boa |
mtaurqg |
pavito |
antigone |
couenne |
bhyb |
virt. worst |
batchs101006m |
3.86 |
11.74 |
3.02 |
12.13 |
1.00 |
610.22 |
24.95 |
111.05 |
12.23 |
27.02 |
154.00 |
16.99 |
129.82 |
476.15 |
3.48 |
3.35 |
4.29 |
15.75 |
55.65 |
11.80 |
610.22 |
cvxnonsep_normcon20r |
2.71 |
3.53 |
3.35 |
10.18 |
1.18 |
4.79 |
86.65 |
1.00 |
2.41 |
2.24 |
5.24 |
1.78 |
774.67 |
6.65 |
2.12 |
1.26 |
3.52 |
1.35 |
1.38 |
15.85 |
774.67 |
cvxnonsep_normcon20 |
689.73 |
85.76 |
58.41 |
9.64 |
28.48 |
183.33 |
5845.48 |
1.00 |
31.67 |
2.21 |
5.09 |
1.01 |
872.35 |
6.09 |
161.15 |
21.61 |
124.24 |
1.21 |
1.67 |
3348.64 |
5845.48 |
cvxnonsep_normcon30r |
6.70 |
5.00 |
4.71 |
29.22 |
1.00 |
5.72 |
87.90 |
2.00 |
5.70 |
5.16 |
4.76 |
3.02 |
706.56 |
11.26 |
1.92 |
1.99 |
6.96 |
1.38 |
3.70 |
6.36 |
706.56 |
cvxnonsep_normcon30 |
13846.15 |
223.54 |
1570.78 |
24.22 |
230.00 |
12645.46 |
13846.15 |
1.80 |
353.89 |
4.03 |
3.26 |
2.81 |
563.04 |
8.12 |
13846.15 |
384.71 |
581.97 |
1.00 |
3.43 |
13846.15 |
13846.15 |
cvxnonsep_normcon40r |
1.10 |
2.54 |
4.86 |
52.86 |
1.69 |
9.46 |
89.87 |
9.11 |
1.28 |
17.30 |
7.08 |
5.22 |
560.79 |
18.54 |
1.00 |
5.67 |
2.60 |
1.03 |
4.93 |
3.97 |
560.79 |
cvxnonsep_nsig20r |
5.12 |
14.58 |
7.00 |
7.13 |
3.33 |
3.79 |
135.92 |
1.00 |
3.33 |
4.54 |
8.04 |
2.98 |
1082.76 |
27.83 |
2.50 |
2.42 |
5.64 |
11.38 |
6.46 |
16.92 |
1082.76 |
cvxnonsep_nsig30r |
6.83 |
24.17 |
16.89 |
7.63 |
4.17 |
21.96 |
295.21 |
1.00 |
8.17 |
19.75 |
9.08 |
50.53 |
1839.74 |
84.42 |
3.50 |
12.83 |
5.88 |
8.21 |
14.37 |
37500.00 |
37500.00 |
cvxnonsep_nsig40r |
3.65 |
7.96 |
8.49 |
14.43 |
3.88 |
3.98 |
135.12 |
1.00 |
3.20 |
8.16 |
6.78 |
13.35 |
1049.29 |
56.98 |
2.14 |
5.64 |
11.68 |
2.39 |
2.63 |
18367.35 |
18367.35 |
cvxnonsep_nsig40 |
18000.00 |
514.80 |
12508.37 |
9.80 |
1092.40 |
18000.00 |
18000.00 |
1.00 |
18000.00 |
5.98 |
5.44 |
3.93 |
999.72 |
25.44 |
4059.98 |
400.12 |
1137.20 |
18000.00 |
18000.00 |
18000.00 |
18000.00 |
cvxnonsep_pcon30r |
2.08 |
1.56 |
1.69 |
21.26 |
1.30 |
3.95 |
88.59 |
2.05 |
5.67 |
2.96 |
4.39 |
1.68 |
308.56 |
29.51 |
1.18 |
2.17 |
1.00 |
1.04 |
9.71 |
3.38 |
308.56 |
enpro56pb |
3.72 |
5.47 |
2.62 |
10.67 |
1.05 |
55.62 |
53.87 |
29.34 |
22.81 |
54.86 |
90.43 |
19.35 |
588.32 |
3610.77 |
1.00 |
1.75 |
36.68 |
3.45 |
54.33 |
6.92 |
3610.77 |
flay04h |
10.64 |
2.84 |
1.49 |
17.22 |
1.00 |
7.30 |
127.80 |
14.43 |
10.60 |
60.49 |
21.96 |
19.04 |
49.16 |
66.89 |
9.35 |
2.68 |
2.59 |
30.86 |
17.76 |
15.58 |
127.80 |
flay04m |
7.67 |
2.24 |
1.78 |
20.96 |
1.00 |
9.56 |
293.08 |
13.50 |
10.73 |
41.93 |
18.12 |
3.25 |
27.72 |
25.68 |
5.01 |
1.78 |
1.87 |
29.22 |
8.82 |
9.41 |
293.08 |
flay05m |
14.14 |
1.90 |
1.00 |
51.53 |
2.10 |
94.69 |
220.73 |
38.71 |
16.35 |
84.06 |
56.48 |
10.16 |
57.80 |
68.14 |
13.49 |
16.86 |
6.08 |
169.91 |
19.93 |
26.50 |
220.73 |
flay06h |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
netmod_dol1 |
1.67 |
1.67 |
1.00 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
1.67 |
portfol_classical050_1 |
12816.51 |
12816.51 |
10629.86 |
663.15 |
11996.97 |
12816.51 |
12816.51 |
11737.71 |
672.94 |
285.05 |
257.65 |
119.31 |
62.60 |
2265.73 |
12816.51 |
12816.51 |
1.00 |
73.68 |
219.13 |
12816.51 |
12816.51 |
portfol_classical200_2 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
19.33 |
1.00 |
19.33 |
19.33 |
19.32 |
19.33 |
ravempb |
5.42 |
7.20 |
4.41 |
8.24 |
1.00 |
14.90 |
28.44 |
16.08 |
38.70 |
15.42 |
6.42 |
3.73 |
70.54 |
940.38 |
4.38 |
1.32 |
67.73 |
3.06 |
29.32 |
6.56 |
940.38 |
rsyn0815m02h |
6.82 |
53.64 |
1.49 |
29.97 |
1.00 |
9.42 |
5.67 |
18.85 |
2.32 |
78.80 |
14.49 |
22.59 |
104.89 |
189.33 |
1.38 |
2.18 |
5.80 |
2727.27 |
2727.27 |
7.14 |
2727.27 |
slay04h |
10.16 |
9.29 |
2.40 |
13.05 |
1.62 |
9.70 |
230.86 |
8.69 |
37.65 |
8.20 |
16.52 |
1.65 |
35.88 |
39.95 |
3.74 |
1.00 |
2.80 |
4.28 |
41.61 |
9.72 |
230.86 |
slay08m |
42.01 |
12.81 |
1.00 |
3129.40 |
4.34 |
939.08 |
2603.01 |
140.95 |
34.06 |
29.87 |
11.18 |
1.88 |
81.43 |
313.87 |
19.66 |
29.15 |
9.35 |
6.77 |
32.52 |
47.16 |
3129.40 |
slay09m |
124.25 |
13.69 |
1.00 |
7245.74 |
11.19 |
7245.74 |
7245.74 |
309.96 |
82.11 |
42.57 |
458.95 |
4.16 |
61.76 |
1134.39 |
50.67 |
151.62 |
22.88 |
8.12 |
50.95 |
269.51 |
7245.74 |
slay10h |
75.30 |
13.21 |
1.00 |
75.30 |
15.65 |
75.30 |
75.30 |
39.37 |
19.93 |
15.40 |
75.30 |
2.93 |
42.19 |
75.30 |
75.30 |
75.30 |
25.40 |
1.00 |
75.30 |
75.30 |
75.30 |
slay10m |
1543.62 |
61.82 |
1.00 |
2618.13 |
71.04 |
2618.13 |
2618.13 |
620.49 |
119.49 |
166.94 |
555.37 |
20.81 |
231.41 |
2618.13 |
2618.13 |
2618.13 |
332.68 |
8.68 |
381.16 |
2197.79 |
2618.13 |
smallinvDAXr1b010-011 |
19.74 |
3.41 |
1.65 |
10.73 |
1.28 |
18.04 |
15.26 |
1.31 |
1.00 |
5.02 |
1.98 |
2.59 |
17.54 |
40.21 |
12.29 |
3.83 |
2.09 |
5027.72 |
138.92 |
5.46 |
5027.72 |
smallinvDAXr1b020-022 |
73.23 |
2.79 |
1.58 |
11.32 |
1.37 |
18.05 |
12.45 |
1.23 |
1.00 |
1.69 |
1.29 |
1.32 |
22.19 |
40.55 |
29.35 |
9.58 |
2.41 |
1703.14 |
526.24 |
99.04 |
1703.14 |
smallinvDAXr1b050-055 |
76.36 |
3.88 |
1.36 |
29.18 |
2.60 |
15.99 |
6.22 |
1.83 |
1.00 |
6.27 |
1.78 |
3.45 |
16.96 |
39.09 |
25.99 |
25.66 |
4.86 |
1309.36 |
2276.22 |
487.36 |
2276.22 |
smallinvDAXr1b100-110 |
365.78 |
15.48 |
3.43 |
128.99 |
4.52 |
82.75 |
20.11 |
4.05 |
1.00 |
17.71 |
4.53 |
6.16 |
81.20 |
107.67 |
90.04 |
54.89 |
15.85 |
10242.53 |
12328.77 |
10236.48 |
12328.77 |
smallinvDAXr1b150-165 |
198.91 |
13.75 |
3.05 |
28.76 |
4.66 |
47.39 |
40.64 |
6.19 |
1.00 |
12.07 |
8.86 |
3.86 |
51.87 |
102.65 |
63.65 |
33.74 |
15.88 |
6263.61 |
10227.27 |
3618.32 |
10227.27 |
smallinvDAXr1b200-220 |
168.69 |
19.17 |
3.47 |
16.81 |
4.03 |
25.88 |
17.74 |
2.94 |
1.00 |
18.12 |
5.32 |
2.20 |
51.28 |
129.06 |
61.92 |
137.06 |
14.02 |
2445.31 |
12500.00 |
2969.03 |
12500.00 |
smallinvDAXr2b010-011 |
26.71 |
3.45 |
1.31 |
10.53 |
1.36 |
19.40 |
12.68 |
1.45 |
1.00 |
5.07 |
1.97 |
2.54 |
18.26 |
39.81 |
14.01 |
4.77 |
2.82 |
3380.42 |
144.22 |
9.20 |
3380.42 |
smallinvDAXr2b100-110 |
659.46 |
15.06 |
3.06 |
154.24 |
5.06 |
63.15 |
22.23 |
3.42 |
1.00 |
16.41 |
4.18 |
5.70 |
68.48 |
98.34 |
83.68 |
54.54 |
12.38 |
3045.18 |
11392.41 |
472.09 |
11392.41 |
smallinvDAXr2b150-165 |
131.47 |
15.00 |
2.98 |
12.04 |
5.51 |
49.03 |
45.73 |
6.92 |
1.00 |
28.12 |
8.86 |
4.38 |
58.53 |
118.35 |
40.26 |
35.90 |
21.91 |
8367.32 |
11538.46 |
11538.46 |
11538.46 |
smallinvDAXr2b200-220 |
145.30 |
15.07 |
3.01 |
27.97 |
4.79 |
26.96 |
15.84 |
3.04 |
1.00 |
17.90 |
5.32 |
2.20 |
41.79 |
125.81 |
26.05 |
265.94 |
14.35 |
4589.32 |
12328.77 |
262.86 |
12328.77 |
smallinvDAXr3b010-011 |
22.66 |
2.85 |
1.25 |
10.12 |
1.06 |
10.93 |
5.47 |
1.32 |
1.00 |
5.00 |
1.95 |
2.52 |
17.36 |
41.53 |
13.09 |
5.52 |
2.51 |
3533.43 |
156.87 |
7.05 |
3533.43 |
smallinvDAXr3b020-022 |
83.44 |
2.92 |
1.18 |
16.46 |
1.64 |
13.28 |
14.56 |
1.00 |
1.06 |
1.75 |
1.37 |
1.43 |
26.22 |
43.15 |
27.70 |
8.63 |
3.50 |
3179.68 |
561.30 |
139.01 |
3179.68 |
smallinvDAXr3b050-055 |
75.78 |
4.27 |
1.00 |
24.66 |
1.59 |
24.11 |
5.03 |
1.49 |
1.32 |
5.35 |
1.43 |
2.82 |
13.40 |
32.38 |
26.98 |
16.14 |
3.87 |
1514.68 |
1853.83 |
3771.72 |
3771.72 |
smallinvDAXr3b100-110 |
273.33 |
13.33 |
3.82 |
144.85 |
6.03 |
41.33 |
50.54 |
3.67 |
1.00 |
16.40 |
4.23 |
5.86 |
66.02 |
99.81 |
54.51 |
34.32 |
11.48 |
3151.37 |
11538.46 |
181.50 |
11538.46 |
smallinvDAXr3b150-165 |
204.66 |
16.95 |
2.62 |
19.85 |
4.02 |
18.33 |
40.29 |
6.82 |
1.00 |
26.62 |
8.78 |
4.16 |
57.76 |
115.84 |
48.99 |
37.99 |
18.81 |
4298.73 |
10975.61 |
14.49 |
10975.61 |
smallinvDAXr3b200-220 |
127.97 |
14.66 |
3.59 |
19.67 |
6.16 |
39.07 |
20.15 |
2.96 |
1.00 |
17.82 |
5.12 |
2.18 |
42.07 |
125.38 |
64.77 |
236.90 |
17.36 |
7637.86 |
12328.77 |
12328.77 |
12328.77 |
smallinvDAXr4b010-011 |
23.65 |
2.36 |
1.47 |
15.51 |
1.36 |
11.03 |
6.72 |
1.36 |
1.00 |
4.85 |
1.85 |
2.37 |
19.48 |
33.03 |
12.21 |
5.00 |
2.40 |
4712.04 |
148.86 |
5.38 |
4712.04 |
smallinvDAXr4b100-110 |
484.80 |
13.70 |
3.63 |
114.91 |
4.57 |
39.06 |
56.37 |
3.25 |
1.00 |
15.89 |
4.05 |
5.55 |
87.27 |
96.75 |
85.42 |
27.74 |
10.22 |
2328.63 |
11111.11 |
1108.09 |
11111.11 |
smallinvDAXr4b150-165 |
121.30 |
15.80 |
3.35 |
28.77 |
5.80 |
29.63 |
44.73 |
6.35 |
1.00 |
27.01 |
8.57 |
4.23 |
56.23 |
108.23 |
31.47 |
33.51 |
18.56 |
3894.19 |
11111.11 |
3892.48 |
11111.11 |
smallinvDAXr4b200-220 |
73.21 |
13.95 |
3.18 |
16.09 |
4.87 |
29.24 |
16.07 |
3.05 |
1.00 |
17.03 |
5.08 |
2.16 |
48.56 |
120.43 |
67.17 |
117.29 |
15.76 |
9376.80 |
11842.11 |
307.71 |
11842.11 |
smallinvDAXr5b010-011 |
21.18 |
1.68 |
1.06 |
9.97 |
1.00 |
14.69 |
5.87 |
1.42 |
1.05 |
4.89 |
1.84 |
2.44 |
18.58 |
39.06 |
12.08 |
3.86 |
1.84 |
3288.11 |
135.71 |
8.88 |
3288.11 |
smallinvDAXr5b020-022 |
122.16 |
3.68 |
2.43 |
16.69 |
1.40 |
14.72 |
3.79 |
1.00 |
1.16 |
1.75 |
1.40 |
1.44 |
24.37 |
40.88 |
38.09 |
7.49 |
2.57 |
3498.95 |
557.23 |
37.55 |
3498.95 |
smallinvDAXr5b050-055 |
59.50 |
4.09 |
1.14 |
23.35 |
2.23 |
12.43 |
5.61 |
1.65 |
1.00 |
5.73 |
1.59 |
3.30 |
16.95 |
35.73 |
31.53 |
23.27 |
3.72 |
2341.23 |
2001.79 |
946.49 |
2341.23 |
smallinvDAXr5b100-110 |
579.15 |
12.88 |
2.75 |
18.32 |
3.12 |
65.25 |
58.98 |
3.43 |
1.00 |
16.35 |
4.09 |
5.71 |
59.14 |
96.33 |
131.70 |
49.96 |
12.51 |
3148.46 |
11250.00 |
11250.00 |
11250.00 |
smallinvDAXr5b150-165 |
72.63 |
14.15 |
2.91 |
10.90 |
5.00 |
53.15 |
46.50 |
6.50 |
1.00 |
26.94 |
8.49 |
4.13 |
55.19 |
107.72 |
43.34 |
51.47 |
18.92 |
5304.29 |
10975.61 |
320.01 |
10975.61 |
smallinvDAXr5b200-220 |
149.33 |
13.20 |
3.70 |
16.56 |
2.27 |
54.21 |
18.59 |
3.12 |
1.00 |
20.65 |
5.21 |
2.16 |
48.12 |
122.65 |
39.80 |
191.30 |
16.17 |
11647.52 |
12000.00 |
12000.00 |
12000.00 |
st_test1 |
17.50 |
4.00 |
3.73 |
4.60 |
1.00 |
2.90 |
24.60 |
1.90 |
1.00 |
3.10 |
15.20 |
1.00 |
1.00 |
1.00 |
4.60 |
1.00 |
2.06 |
1.00 |
1.00 |
1236.30 |
1236.30 |
syn05m03h |
5.40 |
18.00 |
6.60 |
8.70 |
1.00 |
3.20 |
121.20 |
3.30 |
3.80 |
8.00 |
14.90 |
3.21 |
91.98 |
1.20 |
1.30 |
2.19 |
25.43 |
90000.00 |
194.30 |
16.10 |
90000.00 |
syn05m04h |
4.33 |
16.00 |
5.07 |
12.60 |
1.33 |
2.60 |
72.47 |
2.53 |
3.40 |
6.13 |
10.40 |
2.90 |
20.53 |
1.13 |
1.00 |
1.76 |
18.20 |
60000.00 |
286.13 |
11.00 |
60000.00 |
syn10h |
3.20 |
20.00 |
4.31 |
6.40 |
1.00 |
2.50 |
10.80 |
1.90 |
4.30 |
10.10 |
14.20 |
1.19 |
6.95 |
4.30 |
1.40 |
1.18 |
6.47 |
90000.00 |
54.10 |
17.30 |
90000.00 |
syn15h |
2.89 |
14.44 |
4.45 |
10.03 |
1.44 |
2.09 |
18.99 |
2.09 |
3.54 |
6.21 |
10.83 |
1.06 |
18.76 |
2.89 |
1.59 |
1.00 |
5.06 |
64967.88 |
134.77 |
23.03 |
64967.88 |
unitcommit1 |
5.01 |
20.65 |
1.08 |
5.99 |
1.44 |
3237.41 |
3237.41 |
1345.90 |
5.22 |
3236.31 |
3237.41 |
270.68 |
3237.41 |
57.70 |
1.00 |
72.69 |
9.75 |
1.40 |
3237.41 |
42.61 |
3237.41 |