N = 5 |
|
Optimization Results |
|
Allocation Results |
\(\alpha\) |
|
\(a\) |
\(p_1\) |
\(p_2\) |
\(p_3\) |
\(q_1\) |
\(q_2\) |
\(q_3\) |
|
Group 1 |
Group 2 |
Group 3 |
0.1 |
|
5.2608 |
0.0913 |
0.1961 |
0.3023 |
0.9232 |
0.9747 |
1.0000 |
|
12.73% |
31.03% |
56.25% |
0.2 |
|
6.3701 |
0.1023 |
0.2270 |
0.3719 |
0.9584 |
0.9846 |
1.0000 |
|
11.89% |
31.82% |
56.29% |
0.3 |
|
6.9498 |
0.1085 |
0.2542 |
0.4375 |
0.9589 |
0.9889 |
1.0000 |
|
10.17% |
31.13% |
58.70% |
0.4 |
|
7.4627 |
0.1162 |
0.2820 |
0.5087 |
0.9773 |
0.9912 |
1.0000 |
|
10.53% |
30.72% |
58.75% |
0.5 |
|
7.7758 |
0.1226 |
0.3114 |
0.5868 |
0.9810 |
0.9927 |
1.0000 |
|
10.53% |
30.65% |
58.82% |
0.6 |
|
8.0124 |
0.1290 |
0.3429 |
0.6720 |
0.9835 |
0.9936 |
1.0000 |
|
10.59% |
29.23% |
60.18% |
0.7 |
|
8.2992 |
0.1356 |
0.3766 |
0.7639 |
0.9855 |
0.9943 |
1.0000 |
|
10.58% |
29.21% |
60.22% |
0.8 |
|
8.5196 |
0.1425 |
0.4126 |
0.8607 |
0.9871 |
0.9948 |
1.0000 |
|
10.57% |
29.19% |
60.24% |
0.9 |
|
8.6959 |
0.1495 |
0.4507 |
0.9606 |
0.9884 |
0.9952 |
1.0000 |
|
10.56% |
29.17% |
60.27% |
1.0 |
|
8.8415 |
0.1569 |
0.4909 |
1.0617 |
0.9894 |
0.9955 |
1.0000 |
|
10.55% |
29.16% |
60.29% |
1.1 |
|
8.9645 |
0.1646 |
0.5327 |
1.1617 |
0.9903 |
0.9957 |
1.0000 |
|
9.71% |
28.19% |
62.10% |
1.2 |
|
9.1344 |
0.1725 |
0.5759 |
1.2592 |
0.9909 |
0.9960 |
1.0000 |
|
9.68% |
30.09% |
60.23% |
1.3 |
|
9.2885 |
0.1807 |
0.6200 |
1.3527 |
0.9915 |
0.9962 |
1.0000 |
|
9.67% |
30.06% |
60.27% |
1.4 |
|
9.4235 |
0.1892 |
0.6647 |
1.4412 |
0.9920 |
0.9964 |
1.0000 |
|
9.66% |
30.04% |
60.30% |
1.5 |
|
9.5434 |
0.1980 |
0.7096 |
1.5242 |
0.9924 |
0.9965 |
1.0000 |
|
9.66% |
30.01% |
60.33% |
1.6 |
|
9.6511 |
0.2071 |
0.7541 |
1.6015 |
0.9928 |
0.9967 |
1.0000 |
|
9.65% |
29.99% |
60.35% |
1.7 |
|
9.7489 |
0.2165 |
0.7981 |
1.6731 |
0.9931 |
0.9968 |
1.0000 |
|
9.65% |
29.97% |
60.38% |
1.8 |
|
9.8384 |
0.2261 |
0.8411 |
1.7392 |
0.9934 |
0.9969 |
1.0000 |
|
9.64% |
29.96% |
60.40% |
1.9 |
|
9.9211 |
0.2360 |
0.8829 |
1.8001 |
0.9937 |
0.9970 |
1.0000 |
|
9.64% |
29.94% |
60.42% |
2.0 |
|
10.0048 |
0.2461 |
0.9233 |
1.8563 |
0.9939 |
0.9971 |
1.0000 |
|
9.06% |
28.94% |
62.00% |
N = 100 |
|
Optimization Results |
|
Allocation Results |
\(\alpha\) |
|
\(a\) |
\(p_1\) |
\(p_2\) |
\(p_3\) |
\(q_1\) |
\(q_2\) |
\(q_3\) |
|
Group 1 |
Group 2 |
Group 3 |
|
0.1 |
|
62.2839 |
0.0934 |
0.2057 |
0.3272 |
0.9294 |
0.9831 |
1.0000 |
|
14.31% |
32.53% |
53.17% |
0.2 |
|
67.7119 |
0.1037 |
0.2332 |
0.3861 |
0.9644 |
0.9914 |
1.0000 |
|
14.27% |
32.26% |
53.46% |
0.3 |
|
70.5103 |
0.1106 |
0.2587 |
0.4480 |
0.9750 |
0.9941 |
1.0000 |
|
14.09% |
32.13% |
53.78% |
0.4 |
|
72.3996 |
0.1171 |
0.2854 |
0.5169 |
0.9818 |
0.9955 |
1.0000 |
|
14.10% |
32.04% |
53.86% |
0.5 |
|
73.7877 |
0.1233 |
0.3142 |
0.5936 |
0.9853 |
0.9964 |
1.0000 |
|
13.84% |
31.84% |
54.32% |
0.6 |
|
74.9113 |
0.1297 |
0.3453 |
0.6780 |
0.9876 |
0.9969 |
1.0000 |
|
13.90% |
31.87% |
54.24% |
0.7 |
|
75.8366 |
0.1362 |
0.3788 |
0.7691 |
0.9893 |
0.9973 |
1.0000 |
|
13.69% |
31.71% |
54.60% |
0.8 |
|
76.6451 |
0.1430 |
0.4145 |
0.8654 |
0.9905 |
0.9976 |
1.0000 |
|
13.83% |
31.80% |
54.37% |
0.9 |
|
77.3476 |
0.1500 |
0.4525 |
0.9649 |
0.9915 |
0.9978 |
1.0000 |
|
13.75% |
31.74% |
54.50% |
1.0 |
|
77.9538 |
0.1573 |
0.4925 |
1.0656 |
0.9923 |
0.9980 |
1.0000 |
|
13.67% |
31.68% |
54.64% |
1.1 |
|
78.5252 |
0.1650 |
0.5342 |
1.1655 |
0.9929 |
0.9982 |
1.0000 |
|
13.67% |
31.68% |
54.65% |
1.2 |
|
79.0247 |
0.1729 |
0.5773 |
1.2627 |
0.9935 |
0.9983 |
1.0000 |
|
13.59% |
31.62% |
54.79% |
1.3 |
|
79.5024 |
0.1811 |
0.6214 |
1.3559 |
0.9940 |
0.9984 |
1.0000 |
|
13.59% |
31.62% |
54.79% |
1.4 |
|
79.9183 |
0.1896 |
0.6660 |
1.4442 |
0.9943 |
0.9985 |
1.0000 |
|
13.40% |
31.48% |
55.12% |
1.5 |
|
80.3390 |
0.1983 |
0.7108 |
1.5271 |
0.9947 |
0.9986 |
1.0000 |
|
13.50% |
31.55% |
54.94% |
1.6 |
|
80.7121 |
0.2074 |
0.7553 |
1.6042 |
0.9950 |
0.9987 |
1.0000 |
|
13.50% |
31.55% |
54.95% |
1.7 |
|
81.0645 |
0.2168 |
0.7991 |
1.6757 |
0.9953 |
0.9987 |
1.0000 |
|
13.42% |
31.49% |
55.09% |
1.8 |
|
81.4104 |
0.2264 |
0.8421 |
1.7417 |
0.9955 |
0.9988 |
1.0000 |
|
13.42% |
31.49% |
55.10% |
1.9 |
|
81.7244 |
0.2363 |
0.8838 |
1.8026 |
0.9957 |
0.9988 |
1.0000 |
|
13.41% |
31.48% |
55.11% |
2.0 |
|
82.0221 |
0.2464 |
0.9242 |
1.8586 |
0.9959 |
0.9989 |
1.0000 |
|
13.33% |
31.42% |
55.25% |