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

Table 2

Objective function is stochastic quadratic.

				CPU time (s)	Iter	Pobj
(1)	100			17.46	18
(2)	200			35.11	17
(3)	300			90.36	16
(4)	500			230.89	16
(5)	800			756.32	20
(6)	1000			1757.73	14
(7)	1200			3939.16	17
(8)	1500			7500.49	18