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Data and code for: Cost gap decompositions and threshold ordering in single budget quadratic allocation

Oct 2026 · Zenodo (CERN European Organization for Nuclear Research)
Risk and Portfolio Optimization

Abstract

This record contains reproducibility code and retained synthetic, dimensionless numerical records supporting the manuscript “Cost gap decompositions and threshold ordering in single budget quadratic allocation”. The study examines cost-gap decompositions, piecewise quadratic expressions, threshold ordering, phase classification, and conditional expected-shortfall expressions in single-budget quadratic robust allocation. The archive includes model source code, frozen configurations, recorded computational environments, raw demand and policy-cost arrays, numerical summaries, counterexamples and adverse results, preserved historical result archives, plotting source code, and checksum and numerical-audit entry points. Instructions and reproduction commands are provided in the README and accompanying documentation. The retained theory-extension run comprises 672 quadratic-programming comparisons, 1,617 threshold settings, and 32 random batches containing 320,000 demand vectors. Original records, including results unfavorable to the proposed hypotheses, are retained for traceability. Repository packaging does not constitute an additional experiment. All numerical inputs are constructed or simulated. No observational dataset is used. Numerical agreement provides implementation checks and support within the tested settings; it does not replace analytical proof, establish field validity, or imply distribution-free performance improvement. The study does not propose a new optimization solver. The retained theory-extension run was executed in a Linux environment. Windows execution has not been independently verified. Funding: This work was supported by the National Natural Science Foundation of China (Grant No. 52371066). Licensing: Original project source code is licensed under the MIT License. Original synthetic data, figures, and documentation are licensed under the Creative Commons Attribution 4.0 International License (CC BY 4.0). Third-party components remain subject to their respective licenses and notices. The license files and scope information included in the archive specify the applicable terms. Corresponding author: Kaihua XueEmail: xuekh@ustl.edu.cnAffiliation: College of Materials and Metallurgy, University of Science and Technology Liaoning, No. 189, Qianshan Middle Road, Lishan District, Anshan 114051, Liaoning, China.

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