| 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. worst | |
|---|---|---|---|---|---|---|---|---|---|
| batch | 1.36 | 1.42 | 1.42 | 1.58 | 1.74 | 1.10 | 1.00 | 1.67 | 1.74 |
| batch0812 | 1.15 | 1.49 | 1.58 | 2.03 | 1.53 | 1.21 | 1.00 | 1.52 | 2.03 |
| batchdes | 1.48 | 1.22 | 1.14 | 1.21 | 1.76 | 1.41 | 1.00 | 1.14 | 1.76 |
| cvxnonsep_normcon20 | 1.35 | 1.07 | 1.36 | 1.29 | 1.43 | 1.31 | 1.00 | 1.41 | 1.43 |
| cvxnonsep_normcon20r | 1.00 | 1.34 | 2.05 | 1.89 | 1.96 | 1.68 | 1.61 | 1.99 | 2.05 |
| cvxnonsep_normcon30 | 1.00 | 4.49 | 4.49 | 4.49 | 4.49 | 4.49 | 4.49 | 4.49 | 4.49 |
| cvxnonsep_normcon30r | 1.00 | 1.37 | 1.75 | 2.89 | 1.63 | 1.57 | 1.25 | 2.59 | 2.89 |
| cvxnonsep_normcon40 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| cvxnonsep_normcon40r | 1.23 | 2.28 | 1.50 | 3.46 | 1.33 | 1.00 | 1.63 | 2.63 | 3.46 |
| cvxnonsep_nsig20 | 1.22 | 2.26 | 1.16 | 1.24 | 1.07 | 1.00 | 1.23 | 1.11 | 2.26 |
| cvxnonsep_nsig20r | 5.04 | 4.45 | 1.44 | 4.43 | 3.07 | 1.00 | 2.36 | 4.18 | 5.04 |
| cvxnonsep_nsig30 | 1.00 | 3.06 | 3.06 | 3.06 | 2.91 | 3.06 | 2.55 | 3.06 | 3.06 |
| cvxnonsep_nsig30r | 1.08 | 1.83 | 1.46 | 1.43 | 1.01 | 1.00 | 1.76 | 1.32 | 1.83 |
| cvxnonsep_nsig40 | 1.00 | 1.08 | 1.08 | 1.08 | 1.08 | 1.08 | 1.08 | 1.08 | 1.08 |
| cvxnonsep_nsig40r | 2.92 | 4.85 | 4.72 | 3.54 | 2.86 | 1.00 | 2.99 | 4.77 | 4.85 |
| cvxnonsep_pcon20 | 1.43 | 1.46 | 1.46 | 1.78 | 1.20 | 1.00 | 1.46 | 1.54 | 1.78 |
| cvxnonsep_pcon20r | 1.89 | 2.15 | 1.53 | 1.68 | 1.05 | 1.00 | 1.65 | 1.44 | 2.15 |
| cvxnonsep_pcon30 | 1.01 | 1.29 | 1.11 | 1.34 | 1.10 | 1.00 | 1.37 | 1.25 | 1.37 |
| cvxnonsep_pcon30r | 1.94 | 3.13 | 2.62 | 3.26 | 1.00 | 1.60 | 2.52 | 2.23 | 3.26 |
| cvxnonsep_pcon40 | 6.85 | 6.29 | 1.10 | 1.33 | 6.75 | 1.00 | 6.85 | 1.27 | 6.85 |
| cvxnonsep_pcon40r | 2.21 | 2.28 | 2.04 | 2.92 | 1.00 | 1.40 | 2.76 | 2.52 | 2.92 |
| cvxnonsep_psig20 | 1.14 | 1.79 | 1.18 | 1.45 | 1.08 | 1.18 | 1.46 | 1.00 | 1.79 |
| cvxnonsep_psig20r | 3.28 | 5.42 | 1.95 | 5.22 | 3.29 | 1.00 | 4.65 | 31.35 | 31.35 |
| cvxnonsep_psig30 | 1.00 | 3.56 | 2.59 | 4.10 | 2.91 | 2.28 | 2.78 | 2.38 | 4.10 |
| cvxnonsep_psig30r | 1.66 | 2.48 | 2.77 | 1.49 | 1.40 | 1.00 | 2.34 | 2.04 | 2.77 |
| cvxnonsep_psig40 | 1.00 | 1.95 | 1.95 | 1.95 | 1.95 | 1.95 | 1.95 | 1.95 | 1.95 |
| cvxnonsep_psig40r | 1.00 | 1.47 | 1.95 | 1.46 | 1.02 | 1.15 | 1.38 | 1.60 | 1.95 |
| du-opt | 1.29 | 1.57 | 1.17 | 1.12 | 1.22 | 1.00 | 1.43 | 1.07 | 1.57 |
| du-opt5 | 1.33 | 1.18 | 1.23 | 1.51 | 1.03 | 1.30 | 1.31 | 1.00 | 1.51 |
| ex1223 | 1.00 | 1.40 | 1.50 | 2.00 | 1.06 | 1.03 | 1.28 | 1.55 | 2.00 |
| ex1223a | 1.08 | 1.60 | 1.68 | 1.62 | 1.00 | 1.01 | 1.56 | 1.94 | 1.94 |
| ex1223b | 1.51 | 2.04 | 1.91 | 3.49 | 1.07 | 1.00 | 2.15 | 2.22 | 3.49 |
| fac1 | 1.00 | 1.91 | 2.26 | 1.35 | 1.18 | 1.24 | 1.69 | 1.49 | 2.26 |
| fac2 | 1.27 | 1.15 | 1.09 | 1.57 | 1.00 | 1.03 | 1.57 | 1.39 | 1.57 |
| fac3 | 1.02 | 1.43 | 1.37 | 1.74 | 1.10 | 1.00 | 1.39 | 1.74 | 1.74 |
| ibs2 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| jit1 | 1.54 | 1.04 | 1.00 | 1.02 | 1.66 | 1.48 | 2.66 | 2.04 | 2.66 |
| p_ball_10b_5p_2d_h | 2.70 | 1.69 | 2.14 | 2.57 | 1.14 | 1.35 | 1.00 | 2.22 | 2.70 |
| p_ball_10b_5p_3d_h | 22.78 | 1.17 | 2.41 | 1.50 | 1.08 | 1.01 | 1.00 | 1.99 | 22.78 |
| p_ball_10b_5p_4d_h | 1.55 | 1.00 | 1.70 | 3.31 | 1.22 | 1.28 | 1.12 | 10.45 | 10.45 |
| p_ball_10b_7p_3d_h | 1.00 | 1.49 | 2.53 | 2.68 | 3.73 | 2.91 | 2.38 | 3.73 | 3.73 |
| p_ball_15b_5p_2d_h | 3.63 | 2.78 | 1.00 | 2.23 | 1.41 | 1.09 | 1.67 | 2.40 | 3.63 |
| p_ball_20b_5p_2d_h | 11.87 | 2.56 | 1.12 | 11.87 | 1.00 | 1.10 | 1.06 | 4.36 | 11.87 |
| p_ball_20b_5p_3d_h | 3.41 | 3.41 | 3.41 | 1.51 | 1.07 | 3.41 | 1.00 | 3.41 | 3.41 |
| p_ball_30b_10p_2d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| p_ball_30b_5p_2d_h | 7.42 | 1.08 | 1.52 | 1.26 | 1.20 | 1.00 | 1.10 | 2.08 | 7.42 |
| p_ball_30b_5p_3d_h | 1.87 | 1.10 | 1.87 | 1.30 | 1.87 | 1.13 | 1.00 | 1.50 | 1.87 |
| p_ball_30b_7p_2d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| p_ball_40b_5p_3d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| p_ball_40b_5p_4d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| pedigree_ex485 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| pedigree_ex485_2 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| pedigree_sp_top4_250 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| pedigree_sp_top4_300 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| pedigree_sp_top4_350tr | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| portfol_buyin | 2.99 | 2.96 | 1.73 | 2.50 | 1.35 | 1.42 | 1.23 | 1.00 | 2.99 |
| portfol_card | 1.94 | 1.00 | 1.93 | 1.00 | 2.19 | 1.68 | 1.46 | 1.54 | 2.19 |
| portfol_roundlot | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| smallinvDAXr1b010-011 | 5.60 | 1.30 | 1.15 | 1.64 | 1.01 | 1.00 | 1.71 | 1.48 | 5.60 |
| smallinvDAXr1b020-022 | 9.67 | 2.34 | 2.28 | 1.00 | 2.49 | 2.01 | 4.68 | 3.11 | 9.67 |
| smallinvDAXr1b050-055 | 9.03 | 1.43 | 3.00 | 1.00 | 1.83 | 3.61 | 3.89 | 2.93 | 9.03 |
| smallinvDAXr1b100-110 | 5.83 | 1.00 | 2.54 | 1.42 | 1.16 | 1.53 | 2.80 | 1.84 | 5.83 |
| smallinvDAXr1b150-165 | 3.54 | 1.00 | 1.94 | 1.53 | 1.47 | 1.21 | 2.37 | 1.25 | 3.54 |
| smallinvDAXr1b200-220 | 4.60 | 1.00 | 2.40 | 1.47 | 3.02 | 1.97 | 4.15 | 3.74 | 4.60 |
| smallinvDAXr2b010-011 | 4.24 | 1.58 | 2.01 | 1.37 | 1.26 | 1.21 | 1.00 | 1.24 | 4.24 |
| smallinvDAXr2b020-022 | 8.38 | 1.19 | 3.20 | 1.00 | 2.08 | 2.01 | 3.86 | 2.76 | 8.38 |
| smallinvDAXr2b050-055 | 3.42 | 1.23 | 2.03 | 1.00 | 1.17 | 1.20 | 1.60 | 1.47 | 3.42 |
| smallinvDAXr2b100-110 | 5.91 | 1.00 | 3.20 | 2.43 | 1.81 | 1.60 | 2.71 | 1.81 | 5.91 |
| smallinvDAXr2b150-165 | 5.89 | 1.00 | 2.51 | 1.90 | 2.11 | 1.47 | 2.92 | 1.64 | 5.89 |
| smallinvDAXr2b200-220 | 4.26 | 1.00 | 2.27 | 1.02 | 1.60 | 1.21 | 3.56 | 1.84 | 4.26 |
| smallinvDAXr3b010-011 | 6.14 | 1.00 | 1.64 | 1.20 | 1.42 | 1.52 | 1.31 | 1.03 | 6.14 |
| smallinvDAXr3b020-022 | 8.75 | 1.00 | 2.44 | 1.22 | 1.96 | 2.05 | 3.30 | 3.08 | 8.75 |
| smallinvDAXr3b050-055 | 7.34 | 1.35 | 2.20 | 1.00 | 2.61 | 1.86 | 2.62 | 2.40 | 7.34 |
| smallinvDAXr3b100-110 | 4.27 | 1.00 | 1.44 | 1.89 | 1.06 | 1.45 | 1.89 | 1.39 | 4.27 |
| smallinvDAXr3b150-165 | 3.58 | 1.07 | 1.91 | 1.04 | 1.30 | 1.00 | 1.38 | 1.36 | 3.58 |
| smallinvDAXr3b200-220 | 6.68 | 1.00 | 3.37 | 1.25 | 3.06 | 2.12 | 4.17 | 2.37 | 6.68 |
| smallinvDAXr4b010-011 | 5.24 | 1.13 | 1.89 | 1.75 | 1.54 | 1.56 | 1.00 | 1.87 | 5.24 |
| smallinvDAXr4b020-022 | 9.86 | 1.26 | 2.38 | 1.00 | 2.37 | 2.11 | 2.99 | 2.73 | 9.86 |
| smallinvDAXr4b050-055 | 6.53 | 1.23 | 2.26 | 1.00 | 1.59 | 1.64 | 2.21 | 2.46 | 6.53 |
| smallinvDAXr4b100-110 | 4.21 | 1.10 | 1.82 | 1.00 | 1.50 | 1.65 | 3.46 | 1.82 | 4.21 |
| smallinvDAXr4b150-165 | 2.96 | 1.00 | 2.80 | 1.30 | 1.48 | 1.74 | 1.78 | 1.34 | 2.96 |
| smallinvDAXr4b200-220 | 8.17 | 1.00 | 1.97 | 1.13 | 2.02 | 2.16 | 2.28 | 1.69 | 8.17 |
| smallinvDAXr5b010-011 | 4.94 | 1.53 | 1.24 | 1.13 | 1.01 | 1.08 | 1.00 | 1.02 | 4.94 |
| smallinvDAXr5b020-022 | 5.49 | 1.00 | 2.16 | 1.02 | 2.10 | 1.87 | 2.96 | 2.24 | 5.49 |
| smallinvDAXr5b050-055 | 6.84 | 1.17 | 2.10 | 1.00 | 1.82 | 2.03 | 2.89 | 2.14 | 6.84 |
| smallinvDAXr5b100-110 | 4.18 | 1.36 | 2.08 | 1.00 | 1.23 | 1.73 | 2.39 | 1.39 | 4.18 |
| smallinvDAXr5b150-165 | 4.24 | 1.00 | 1.62 | 1.62 | 1.34 | 1.28 | 1.92 | 1.09 | 4.24 |
| smallinvDAXr5b200-220 | 4.88 | 1.00 | 2.07 | 1.11 | 1.95 | 1.30 | 1.60 | 1.74 | 4.88 |
| smallinvSNPr1b010-011 | 2.11 | 1.53 | 1.69 | 2.45 | 1.00 | 1.02 | 1.74 | 2.66 | 2.66 |
| smallinvSNPr1b020-022 | 1.00 | 2.08 | 1.71 | 1.88 | 1.63 | 1.27 | 1.42 | 2.07 | 2.08 |
| smallinvSNPr1b050-055 | 1.00 | 1.88 | 2.80 | 3.88 | 1.91 | 2.49 | 2.81 | 9.00 | 9.00 |
| smallinvSNPr1b100-110 | 1.16 | 2.17 | 1.28 | 2.21 | 1.00 | 1.02 | 1.24 | 3.47 | 3.47 |
| smallinvSNPr1b150-165 | 1.83 | 1.78 | 1.42 | 7.97 | 1.00 | 1.31 | 1.77 | 6.59 | 7.97 |
| smallinvSNPr1b200-220 | 1.83 | 2.36 | 1.69 | 11.00 | 1.00 | 1.48 | 1.69 | 3.13 | 11.00 |
| smallinvSNPr2b010-011 | 1.00 | 1.29 | 1.56 | 1.48 | 1.22 | 1.25 | 1.50 | 2.10 | 2.10 |
| smallinvSNPr2b020-022 | 1.34 | 1.57 | 1.36 | 2.73 | 1.00 | 1.11 | 1.64 | 1.80 | 2.73 |
| smallinvSNPr2b050-055 | 1.00 | 1.40 | 1.42 | 1.48 | 1.10 | 1.15 | 1.31 | 7.76 | 7.76 |
| smallinvSNPr2b100-110 | 1.38 | 2.91 | 1.80 | 8.03 | 1.00 | 1.43 | 1.12 | 4.47 | 8.03 |
| smallinvSNPr2b150-165 | 1.00 | 1.85 | 1.10 | 4.49 | 1.11 | 1.14 | 1.32 | 5.20 | 5.20 |
| smallinvSNPr2b200-220 | 1.55 | 1.25 | 1.38 | 2.69 | 1.00 | 1.56 | 1.33 | 2.72 | 2.72 |
| smallinvSNPr3b010-011 | 1.00 | 2.62 | 1.63 | 2.22 | 2.17 | 1.32 | 2.10 | 2.78 | 2.78 |
| smallinvSNPr3b020-022 | 1.00 | 1.37 | 1.92 | 2.68 | 1.32 | 1.18 | 1.35 | 2.81 | 2.81 |
| smallinvSNPr3b050-055 | 1.38 | 1.43 | 1.30 | 1.41 | 1.00 | 1.08 | 1.89 | 2.18 | 2.18 |
| smallinvSNPr3b100-110 | 2.34 | 2.33 | 1.40 | 5.12 | 1.00 | 1.23 | 1.33 | 6.92 | 6.92 |
| smallinvSNPr3b150-165 | 1.00 | 1.43 | 1.38 | 3.07 | 1.22 | 1.34 | 1.13 | 2.92 | 3.07 |
| smallinvSNPr3b200-220 | 1.00 | 1.40 | 1.58 | 4.00 | 1.28 | 1.18 | 1.29 | 5.22 | 5.22 |
| smallinvSNPr4b010-011 | 1.38 | 1.39 | 1.37 | 3.00 | 1.00 | 1.43 | 1.61 | 2.20 | 3.00 |
| smallinvSNPr4b020-022 | 1.31 | 2.70 | 1.26 | 2.68 | 1.06 | 1.00 | 1.24 | 1.86 | 2.70 |
| smallinvSNPr4b050-055 | 1.45 | 1.16 | 1.30 | 2.80 | 1.37 | 1.07 | 1.00 | 2.20 | 2.80 |
| smallinvSNPr4b100-110 | 1.01 | 1.05 | 1.26 | 2.92 | 1.00 | 1.05 | 1.42 | 2.45 | 2.92 |
| smallinvSNPr4b150-165 | 1.56 | 1.03 | 1.51 | 2.61 | 1.00 | 1.29 | 1.35 | 2.14 | 2.61 |
| smallinvSNPr4b200-220 | 1.16 | 1.34 | 1.20 | 15.30 | 1.01 | 1.00 | 1.17 | 4.30 | 15.30 |
| smallinvSNPr5b010-011 | 1.00 | 1.94 | 1.67 | 2.34 | 1.28 | 1.25 | 1.55 | 15.19 | 15.19 |
| smallinvSNPr5b020-022 | 1.36 | 1.61 | 1.47 | 1.31 | 1.00 | 1.34 | 1.13 | 1.86 | 1.86 |
| smallinvSNPr5b050-055 | 1.00 | 1.86 | 1.58 | 2.52 | 1.56 | 1.34 | 1.52 | 2.44 | 2.52 |
| smallinvSNPr5b100-110 | 1.00 | 1.56 | 1.27 | 2.36 | 1.03 | 1.06 | 1.19 | 2.24 | 2.36 |
| smallinvSNPr5b150-165 | 1.30 | 1.08 | 1.49 | 9.66 | 1.38 | 1.00 | 1.20 | 2.94 | 9.66 |
| smallinvSNPr5b200-220 | 1.00 | 1.89 | 1.39 | 3.34 | 1.83 | 2.06 | 1.27 | 4.91 | 4.91 |
| squfl010-025 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl010-040 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl010-080 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl015-060 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl015-080 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl020-040 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl020-050 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl020-150 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl025-025 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl025-030 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl025-040 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl030-100 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl030-150 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl040-080 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| st_e14 | 1.11 | 1.02 | 1.04 | 1.86 | 1.20 | 1.00 | 1.13 | 1.29 | 1.86 |
| st_miqp4 | 1.36 | 1.42 | 1.30 | 1.50 | 1.16 | 1.00 | 1.39 | 1.21 | 1.50 |
| watercontamination0202r | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |