Research Article
A Branch-and-Bound Algorithm Embedded with DCA for DC Programming
Table 2
Computational results for portfolio selection problem.
| Dim | B&B | B&B-DCA | DCA | Avg Bran | Time(s) | Avg Bran | Time(s) | Num DCA | Time(s) | Num Glob |
| data 1: | 72.95 | 18.03 | 64.10 | 16.10 | 2.00 | 0.29 | 14 | data 2: | 117.22 | 34.21 | 110.14 | 28.79 | 1.78 | 0.32 | 15 | data 3: | 194.95 | 40.70 | 175.36 | 32.86 | 1.42 | 0.25 | 17 | data 4: | 292.53 | 86.96 | 257.19 | 77.58 | 2.11 | 0.30 | 14 | data 5: | 113.11 | 76.77 | 100.34 | 72.55 | 1.16 | 0.62 | 18 |
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