Design and Solution of a Surrogate Model for Portfolio Optimization Based on Project Ranking

Table 5

Solutions suggested in [11] and the two best solutions to the problem in Bastiani et al. [9].

Solution											Card ()
Sol1	24	0	0	0	0	0	0	0	0	87.62	24
Sol2	25	0	0	0	0	0	0	0	0	86.96	25
ACO-SOP1	27	2	0	1	0	0	0	0	0	85.10	28
ACO-SOP2	27	4	0	6	0	0	0	0	0	81.03	33