| LP/NLP.0 | RLP/NLP-ℒ₁.0 | RLP/NLP-ℒ₁/ℓ₂².0 | RLP/NLP-ℒ₂.0 | RLP/NLP-ℓ₁.0 | RLP/NLP-ℓ₂².0 | RLP/NLP-ℓ∞.0 | RLP/NLP-∇²ℒ.0 | virt. best | virt. worst | |
|---|---|---|---|---|---|---|---|---|---|---|
| batch | 0.696394 | 0.726334 | 0.722577 | 0.805843 | 0.889939 | 0.562056 | 0.510391 | 0.854498 | 0.510391 | 0.889939 |
| batch0812 | 3.087515 | 3.994188 | 4.235860 | 5.453584 | 4.101542 | 3.263518 | 2.688820 | 4.094667 | 2.688820 | 5.453584 |
| batchdes | 0.342443 | 0.281476 | 0.264032 | 0.279565 | 0.406953 | 0.327559 | 0.231587 | 0.264737 | 0.231587 | 0.406953 |
| cvxnonsep_normcon20 | 27.046884 | 21.560970 | 27.211829 | 25.969075 | 28.728330 | 26.264942 | 20.077939 | 28.225150 | 20.077939 | 28.728330 |
| cvxnonsep_normcon20r | 0.854994 | 1.143968 | 1.750017 | 1.612678 | 1.673683 | 1.440117 | 1.373030 | 1.701131 | 0.854994 | 1.750017 |
| cvxnonsep_normcon30r | 1.929385 | 2.649380 | 3.376365 | 5.576695 | 3.150085 | 3.023683 | 2.410148 | 4.996058 | 1.929385 | 5.576695 |
| cvxnonsep_normcon40r | 1.842634 | 3.404539 | 2.241536 | 5.174181 | 1.985886 | 1.495733 | 2.434114 | 3.931205 | 1.495733 | 5.174181 |
| cvxnonsep_nsig20 | 47.131794 | 87.664623 | 44.965819 | 47.888477 | 41.570266 | 38.728164 | 47.542439 | 42.910396 | 38.728164 | 87.664623 |
| cvxnonsep_nsig30 | 293.816902 | 900.000000 | 899.335654 | 899.777077 | 855.542629 | 899.752773 | 749.504958 | 899.761577 | 293.816902 | 900.000000 |
| cvxnonsep_nsig30r | 2.317286 | 3.935156 | 3.126546 | 3.079908 | 2.176665 | 2.148533 | 3.790951 | 2.845380 | 2.148533 | 3.935156 |
| cvxnonsep_pcon20 | 55.891948 | 57.016104 | 57.223318 | 69.437450 | 46.761314 | 39.115153 | 57.143273 | 60.233010 | 39.115153 | 69.437450 |
| cvxnonsep_pcon20r | 3.173747 | 3.610119 | 2.559743 | 2.817299 | 1.764270 | 1.675386 | 2.772236 | 2.419486 | 1.675386 | 3.610119 |
| cvxnonsep_pcon30r | 3.064694 | 4.955398 | 4.140342 | 5.149044 | 1.581323 | 2.525540 | 3.981318 | 3.529685 | 1.581323 | 5.149044 |
| cvxnonsep_pcon40r | 6.063362 | 6.239805 | 5.597900 | 8.003778 | 2.741962 | 3.826148 | 7.579344 | 6.907212 | 2.741962 | 8.003778 |
| cvxnonsep_psig20 | 74.371357 | 116.853652 | 76.777807 | 94.204704 | 70.086665 | 77.038991 | 94.788442 | 65.121319 | 65.121319 | 116.853652 |
| cvxnonsep_psig20r | 2.334089 | 3.853080 | 1.382182 | 3.710813 | 2.338438 | 0.710615 | 3.302033 | 22.281201 | 0.710615 | 22.281201 |
| cvxnonsep_psig30 | 219.194380 | 780.201681 | 568.415298 | 899.366862 | 637.386112 | 500.423275 | 608.438524 | 522.432887 | 219.194380 | 899.366862 |
| du-opt5 | 179.425127 | 158.084169 | 166.044150 | 202.875028 | 138.051767 | 175.148135 | 176.786068 | 134.487937 | 134.487937 | 202.875028 |
| ex1223 | 1.450389 | 2.028619 | 2.181013 | 2.898578 | 1.536832 | 1.501000 | 1.854187 | 2.252788 | 1.450389 | 2.898578 |
| ex1223a | 0.472566 | 0.698582 | 0.732292 | 0.705833 | 0.435677 | 0.438234 | 0.680841 | 0.843764 | 0.435677 | 0.843764 |
| ex1223b | 1.448088 | 1.949354 | 1.830681 | 3.344346 | 1.024209 | 0.957753 | 2.062157 | 2.127192 | 0.957753 | 3.344346 |
| fac1 | 1.389389 | 2.648823 | 3.133572 | 1.871259 | 1.639541 | 1.719136 | 2.341490 | 2.070731 | 1.389389 | 3.133572 |
| fac2 | 3.906680 | 3.515449 | 3.355382 | 4.826115 | 3.069904 | 3.168695 | 4.810497 | 4.278220 | 3.069904 | 4.826115 |
| fac3 | 3.417696 | 4.795211 | 4.588841 | 5.816257 | 3.688418 | 3.342619 | 4.638693 | 5.831072 | 3.342619 | 5.831072 |
| jit1 | 2.436993 | 1.636718 | 1.581000 | 1.605243 | 2.619957 | 2.336584 | 4.209875 | 3.226769 | 1.581000 | 4.209875 |
| p_ball_10b_5p_2d_h | 45.627387 | 28.569574 | 36.150975 | 43.495425 | 19.360144 | 22.878034 | 16.912539 | 37.613061 | 16.912539 | 45.627387 |
| p_ball_15b_5p_2d_h | 92.747136 | 71.054144 | 25.556241 | 56.976514 | 35.934849 | 27.850800 | 42.684646 | 61.413211 | 25.556241 | 92.747136 |
| portfol_buyin | 8.026338 | 7.965038 | 4.659591 | 6.726234 | 3.635254 | 3.825091 | 3.318713 | 2.688631 | 2.688631 | 8.026338 |
| portfol_card | 6.577154 | 3.391357 | 6.535964 | 3.386091 | 7.401373 | 5.701166 | 4.937074 | 5.225092 | 3.386091 | 7.401373 |
| smallinvDAXr1b010-011 | 27.559254 | 6.417003 | 5.669955 | 8.071102 | 4.979122 | 4.923267 | 8.402050 | 7.300164 | 4.923267 | 27.559254 |
| smallinvDAXr1b020-022 | 48.268372 | 11.690298 | 11.406619 | 4.994011 | 12.411545 | 10.057719 | 23.362062 | 15.527720 | 4.994011 | 48.268372 |
| smallinvDAXr1b050-055 | 56.572768 | 8.951449 | 18.799090 | 6.262920 | 11.433951 | 22.599115 | 24.360954 | 18.377652 | 6.262920 | 56.572768 |
| smallinvDAXr1b100-110 | 64.636329 | 11.090845 | 28.143247 | 15.738375 | 12.825050 | 16.914123 | 31.027568 | 20.361219 | 11.090845 | 64.636329 |
| smallinvDAXr1b150-165 | 68.410867 | 19.330922 | 37.560949 | 29.647761 | 28.328260 | 23.384011 | 45.767695 | 24.125945 | 19.330922 | 68.410867 |
| smallinvDAXr1b200-220 | 38.941977 | 8.464265 | 20.299012 | 12.441011 | 25.549572 | 16.698300 | 35.127101 | 31.638182 | 8.464265 | 38.941977 |
| smallinvDAXr2b010-011 | 28.122892 | 10.454104 | 13.341200 | 9.056835 | 8.382651 | 8.017598 | 6.632051 | 8.218086 | 6.632051 | 28.122892 |
| smallinvDAXr2b020-022 | 45.811984 | 6.482364 | 17.518242 | 5.466732 | 11.350807 | 10.970776 | 21.112395 | 15.086392 | 5.466732 | 45.811984 |
| smallinvDAXr2b050-055 | 42.241017 | 15.187612 | 25.040301 | 12.363311 | 14.514395 | 14.843717 | 19.755843 | 18.206870 | 12.363311 | 42.241017 |
| smallinvDAXr2b100-110 | 57.222503 | 9.683920 | 30.991377 | 23.534315 | 17.547449 | 15.526727 | 26.255502 | 17.512524 | 9.683920 | 57.222503 |
| smallinvDAXr2b150-165 | 91.655345 | 15.552161 | 39.070998 | 29.503454 | 32.745629 | 22.874885 | 45.396965 | 25.453953 | 15.552161 | 91.655345 |
| smallinvDAXr2b200-220 | 57.654176 | 13.519582 | 30.674428 | 13.795234 | 21.610690 | 16.361766 | 48.084633 | 24.836275 | 13.519582 | 57.654176 |
| smallinvDAXr3b010-011 | 31.553493 | 5.137198 | 8.443711 | 6.161206 | 7.315043 | 7.785086 | 6.746960 | 5.271480 | 5.137198 | 31.553493 |
| smallinvDAXr3b020-022 | 50.419447 | 5.764763 | 14.048276 | 7.052758 | 11.320294 | 11.790229 | 19.040342 | 17.773467 | 5.764763 | 50.419447 |
| smallinvDAXr3b050-055 | 57.407149 | 10.533785 | 17.187376 | 7.820627 | 20.390270 | 14.510103 | 20.466829 | 18.748818 | 7.820627 | 57.407149 |
| smallinvDAXr3b100-110 | 57.341852 | 13.432991 | 19.321739 | 25.400050 | 14.207173 | 19.535408 | 25.390232 | 18.621037 | 13.432991 | 57.341852 |
| smallinvDAXr3b150-165 | 71.695885 | 21.321039 | 38.185585 | 20.886521 | 25.934732 | 20.007947 | 27.647196 | 27.181806 | 20.007947 | 71.695885 |
| smallinvDAXr3b200-220 | 48.296890 | 7.234492 | 24.407806 | 9.053586 | 22.123554 | 15.301868 | 30.191590 | 17.116399 | 7.234492 | 48.296890 |
| smallinvDAXr4b010-011 | 26.254161 | 5.665875 | 9.469943 | 8.790544 | 7.695884 | 7.823304 | 5.011757 | 9.385256 | 5.011757 | 26.254161 |
| smallinvDAXr4b020-022 | 50.132672 | 6.421834 | 12.084659 | 5.083982 | 12.041948 | 10.736817 | 15.177020 | 13.857797 | 5.083982 | 50.132672 |
| smallinvDAXr4b050-055 | 53.333073 | 10.026144 | 18.416172 | 8.165780 | 12.964452 | 13.374992 | 18.039482 | 20.118512 | 8.165780 | 53.333073 |
| smallinvDAXr4b100-110 | 47.021947 | 12.257728 | 20.265094 | 11.157405 | 16.695977 | 18.431703 | 38.650190 | 20.291799 | 11.157405 | 47.021947 |
| smallinvDAXr4b150-165 | 57.183902 | 19.343519 | 54.106201 | 25.094152 | 28.693413 | 33.729612 | 34.432803 | 26.002225 | 19.343519 | 57.183902 |
| smallinvDAXr4b200-220 | 86.663377 | 10.602383 | 20.911110 | 11.954587 | 21.432910 | 22.876577 | 24.167980 | 17.933899 | 10.602383 | 86.663377 |
| smallinvDAXr5b010-011 | 27.829961 | 8.610658 | 6.987574 | 6.361417 | 5.669582 | 6.099351 | 5.627950 | 5.738755 | 5.627950 | 27.829961 |
| smallinvDAXr5b020-022 | 38.084196 | 6.941990 | 15.007973 | 7.082301 | 14.577482 | 13.009172 | 20.561870 | 15.568575 | 6.941990 | 38.084196 |
| smallinvDAXr5b050-055 | 51.010866 | 8.728871 | 15.672707 | 7.454565 | 13.546730 | 15.105550 | 21.560629 | 15.984072 | 7.454565 | 51.010866 |
| smallinvDAXr5b100-110 | 49.460976 | 16.052995 | 24.640884 | 11.829584 | 14.544071 | 20.436722 | 28.282943 | 16.496349 | 11.829584 | 49.460976 |
| smallinvDAXr5b150-165 | 82.479542 | 19.434464 | 31.416955 | 31.539293 | 26.095959 | 24.882670 | 37.371013 | 21.176123 | 19.434464 | 82.479542 |
| smallinvDAXr5b200-220 | 60.752994 | 12.450347 | 25.711425 | 13.815052 | 24.242575 | 16.212800 | 19.900506 | 21.650284 | 12.450347 | 60.752994 |
| smallinvSNPr1b010-011 | 23.175656 | 16.822171 | 18.536682 | 26.855387 | 10.978346 | 11.203107 | 19.147105 | 29.248195 | 10.978346 | 29.248195 |
| smallinvSNPr1b020-022 | 16.671403 | 34.649241 | 28.465774 | 31.370483 | 27.245962 | 21.230550 | 23.747807 | 34.554425 | 16.671403 | 34.649241 |
| smallinvSNPr1b050-055 | 12.269924 | 23.082077 | 34.376657 | 47.578883 | 23.408735 | 30.525088 | 34.434306 | 110.440374 | 12.269924 | 110.440374 |
| smallinvSNPr1b100-110 | 17.577328 | 32.858919 | 19.421727 | 33.497599 | 15.133911 | 15.376967 | 18.695771 | 52.569150 | 15.133911 | 52.569150 |
| smallinvSNPr1b150-165 | 33.039507 | 32.219562 | 25.694341 | 144.163624 | 18.097015 | 23.781088 | 31.997655 | 119.215090 | 18.097015 | 144.163624 |
| smallinvSNPr1b200-220 | 37.415573 | 48.383046 | 34.689848 | 225.456848 | 20.492643 | 30.271131 | 34.596923 | 64.083628 | 20.492643 | 225.456848 |
| smallinvSNPr2b010-011 | 9.332893 | 12.073426 | 14.594206 | 13.838655 | 11.385972 | 11.687294 | 14.041000 | 19.556100 | 9.332893 | 19.556100 |
| smallinvSNPr2b020-022 | 16.949956 | 19.881260 | 17.193225 | 34.521282 | 12.642656 | 14.087711 | 20.677052 | 22.778036 | 12.642656 | 34.521282 |
| smallinvSNPr2b050-055 | 18.176914 | 25.427444 | 25.802818 | 26.967920 | 20.044248 | 20.845241 | 23.849702 | 141.017807 | 18.176914 | 141.017807 |
| smallinvSNPr2b100-110 | 27.889227 | 58.628433 | 36.321180 | 161.866965 | 20.161557 | 28.767208 | 22.585323 | 90.093313 | 20.161557 | 161.866965 |
| smallinvSNPr2b150-165 | 23.462975 | 43.468882 | 25.730822 | 105.310058 | 26.042539 | 26.707214 | 31.056690 | 121.946264 | 23.462975 | 121.946264 |
| smallinvSNPr2b200-220 | 35.859301 | 28.879293 | 31.999425 | 62.297363 | 23.121182 | 36.000072 | 30.714358 | 62.926475 | 23.121182 | 62.926475 |
| smallinvSNPr3b010-011 | 7.986229 | 20.954646 | 12.985968 | 17.754644 | 17.303190 | 10.538428 | 16.746901 | 22.200723 | 7.986229 | 22.200723 |
| smallinvSNPr3b020-022 | 8.960545 | 12.257732 | 17.210671 | 24.054685 | 11.848176 | 10.613617 | 12.084266 | 25.152199 | 8.960545 | 25.152199 |
| smallinvSNPr3b050-055 | 23.236957 | 24.012620 | 21.916846 | 23.728397 | 16.799007 | 18.116722 | 31.783937 | 36.701518 | 16.799007 | 36.701518 |
| smallinvSNPr3b100-110 | 42.116789 | 41.912033 | 25.253533 | 92.094868 | 18.004398 | 22.103148 | 24.005747 | 124.515273 | 18.004398 | 124.515273 |
| smallinvSNPr3b150-165 | 25.232061 | 36.089377 | 34.944487 | 77.415337 | 30.852888 | 33.816111 | 28.499701 | 73.664045 | 25.232061 | 77.415337 |
| smallinvSNPr3b200-220 | 18.466906 | 25.777789 | 29.101682 | 73.862525 | 23.611488 | 21.710771 | 23.852898 | 96.434978 | 18.466906 | 96.434978 |
| smallinvSNPr4b010-011 | 36.888362 | 37.274141 | 36.848541 | 80.458154 | 26.824275 | 38.317846 | 43.235825 | 59.119698 | 26.824275 | 80.458154 |
| smallinvSNPr4b020-022 | 9.862579 | 20.393452 | 9.497738 | 20.211945 | 7.967489 | 7.548179 | 9.340356 | 14.039895 | 7.548179 | 20.393452 |
| smallinvSNPr4b050-055 | 31.387601 | 25.102295 | 28.154094 | 60.706426 | 29.624274 | 23.183556 | 21.674781 | 47.645821 | 21.674781 | 60.706426 |
| smallinvSNPr4b100-110 | 17.051169 | 17.765634 | 21.300644 | 49.450289 | 16.925968 | 17.809883 | 24.049081 | 41.390237 | 16.925968 | 49.450289 |
| smallinvSNPr4b150-165 | 37.213805 | 24.520594 | 35.960542 | 62.054665 | 23.784830 | 30.713601 | 32.203254 | 50.871067 | 23.784830 | 62.054665 |
| smallinvSNPr4b200-220 | 14.338205 | 16.562261 | 14.774841 | 188.713357 | 12.461437 | 12.332860 | 14.431026 | 53.014571 | 12.332860 | 188.713357 |
| smallinvSNPr5b010-011 | 33.505105 | 65.158978 | 56.089314 | 78.477412 | 42.823248 | 41.900244 | 51.851943 | 508.913939 | 33.505105 | 508.913939 |
| smallinvSNPr5b020-022 | 24.720525 | 29.196392 | 26.658886 | 23.814708 | 18.146387 | 24.354377 | 20.483862 | 33.830901 | 18.146387 | 33.830901 |
| smallinvSNPr5b050-055 | 9.618191 | 17.871637 | 15.231679 | 24.218886 | 15.015457 | 12.854664 | 14.648676 | 23.449248 | 9.618191 | 24.218886 |
| smallinvSNPr5b100-110 | 18.468382 | 28.728528 | 23.452844 | 43.591859 | 19.021783 | 19.651619 | 21.952970 | 41.319035 | 18.468382 | 43.591859 |
| smallinvSNPr5b150-165 | 23.935206 | 19.912910 | 27.444858 | 178.332607 | 25.523834 | 18.466246 | 22.181728 | 54.362009 | 18.466246 | 178.332607 |
| smallinvSNPr5b200-220 | 12.348050 | 23.290277 | 17.200183 | 41.200930 | 22.651584 | 25.444665 | 15.676576 | 60.593867 | 12.348050 | 60.593867 |
| st_e14 | 3.160152 | 2.925375 | 2.978410 | 5.323509 | 3.430715 | 2.856080 | 3.240469 | 3.689414 | 2.856080 | 5.323509 |
| st_miqp4 | 1.078180 | 1.132160 | 1.036473 | 1.193422 | 0.921897 | 0.794999 | 1.106485 | 0.965916 | 0.794999 | 1.193422 |