Abstract
This chapter provides a global synthesis of the realized results by applying exact and approximate approaches on the portfolio design (PD) problem. The authors introduce an experimental analysis of best approaches based on linear programming and constraint programming techniques, according to the CPU time. Next, a global experiment synthesis of the best approximate approaches based on Simulated Annealing, IDWalk, Tabu Search, GWW, and VNS is realized according to the number of success and the CPU time. First results show that constraint programming with breaking all the detected symmetries is the best as an exact approach, VNS combined with simulated annealing is effective on non-trivial instances of the problem, and simulated annealing is the most effective as a simple local search.
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