Inexact SA Method for Constrained Stochastic Convex SDP and Application in Chinese Stock Market

Table 1

Objective function is random matrix.

	Radius			CPU time (s)
(1)	0.5			0.2260
(2)	1			0.2868
(3)	1.5			0.5979
(4)	2			0.7178
(5)	2.5			0.8770
(6)	3			0.9087
(7)	3.5			1.1569
(8)	4			1.2725
(9)	4.5			1.3046
(10)	5			1.3068
(11)	6			1.5898