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

The bold values represents the expected return and risk of the optimal MR portfolio.