Research Article
An Accelerated Fixed-Point Algorithm Applied to Quadratic Convex Separable Knapsack Problems
Table 13
The optimal portfolio determined by our algorithm applied to problem (
29).
| Order | Prop | | |
| 1 | 1.2243 | 0.0029 | 4.8227 | 2 | 0.0000 | 0.0423 | 8.6283 | 3 | 0.0000 | 0.0050 | 7.8293 | 4 | 0.0000 | −0.0446 | 6.6740 | 5 | 0.0000 | −0.0352 | 7.0525 | 6 | 10.5258 | 0.0341 | 3.8142 | 7 | 0.0000 | 0.0765 | 9.3015 | 8 | 2.4055 | 0.1013 | 9.9341 | 9 | 0.0000 | −0.1412 | 11.0816 | 10 | 0.0000 | 0.0784 | 17.2383 | 11 | 0.0000 | −0.0213 | 8.8191 | 12 | 0.0000 | 0.0190 | 13.5723 | 13 | 0.0000 | 0.1030 | 6.9312 | 14 | 0.0000 | −0.1522 | 16.4183 | 15 | 0.0000 | 0.0619 | 4.6405 | 16 | 0.0000 | 0.0439 | 7.4761 | 17 | 0.0000 | 0.1035 | 15.5176 | 18 | 0.0000 | −0.1670 | 27.7026 | 19 | 0.0000 | −0.0216 | 14.4657 | 20 | 0.0000 | −0.1168 | 11.4480 | 21 | 13.4308 | −0.0009 | 2.7134 | 22 | 0.0000 | 0.0960 | 11.0521 | 23 | 0.0000 | 0.0886 | 8.5247 | 24 | 0.0000 | 0.0297 | 15.1808 | 25 | 0.0000 | 0.0314 | 3.3106 | 26 | 0.0000 | 0.0178 | 5.1229 | 27 | 0.0000 | 0.0520 | 4.5364 | 28 | 0.0000 | −0.0459 | 6.0490 | 29 | 0.0000 | 0.1303 | 9.6479 | 30 | 0.0000 | 0.1310 | 9.4398 | 31 | 0.0000 | −0.0810 | 26.9398 | 32 | 0.0000 | 0.0751 | 6.1179 | 33 | 0.0000 | −0.0088 | 4.3083 | 34 | 0.0000 | −0.0145 | 5.6327 | 35 | 0.0000 | 0.0367 | 7.5923 | 36 | 2.6346 | 0.0496 | 5.1736 | 37 | 0.0000 | −0.0786 | 10.0993 | 38 | 0.0000 | −0.0992 | 19.8807 | 39 | 0.0000 | 0.0930 | 11.2444 | 40 | 0.0000 | −0.0700 | 12.0619 | 41 | 0.0000 | 0.0009 | 9.5446 | 42 | 0.2759 | 0.0338 | 36.1665 | 43 | 0.0000 | 0.1378 | 11.7048 | 44 | 0.0000 | 0.1263 | 10.8888 | 45 | 0.0000 | −0.1782 | 12.4063 | 46 | 7.9233 | 0.0322 | 4.8360 | 47 | 0.0000 | −0.0076 | 7.9057 | 48 | 0.0000 | 0.0717 | 11.4650 | 49 | 0.0000 | −0.0185 | 6.5744 | 50 | 0.0000 | 0.0398 | 7.8622 | 51 | 13.8906 | 0.0653 | 6.8785 | 52 | 47.6893 | 0.0656 | 1.9194 | 53 | 0.0000 | 0.0741 | 9.3250 | 54 | 0.0000 | −0.0264 | 11.7549 | 55 | 0.0000 | 0.0459 | 13.5631 | 56 | 0.0000 | 0.1439 | 7.7052 | 57 | 0.0000 | 0.1497 | 7.8649 | 58 | 0.0000 | −0.1201 | 15.8680 | 59 | | 0.0502 | 1.3818 |
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The bold values represents the expected return and risk of the optimal MR portfolio.
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