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-DCADCA
Avg Bran Time(s) Avg Bran Time(s) Num DCA Time(s) Num Glob

data 1: 𝑛 = 3 1 72.95 18.03 64.10 16.10 2.00 0.29 14
data 2: 𝑛 = 8 5 117.22 34.21 110.14 28.79 1.78 0.32 15
data 3: 𝑛 = 8 9 194.95 40.70 175.36 32.86 1.42 0.25 17
data 4: 𝑛 = 9 8 292.53 86.96 257.19 77.58 2.11 0.30 14
data 5: 𝑛 = 2 2 5 113.11 76.77 100.34 72.55 1.16 0.62 18