Table 2. Upper and lower bounds on the objective function value for differing numbers of spread scenarios.
Number of scenarios, S | Lower bound (), 95% confidence interval | Upper bound (), 95% confidence interval | Optimality gap* |
---|---|---|---|
400 | 16670611 ± 86508.3 | 18013682 ± 75871.6 | 8.06% |
800 | 19307048 ± 89452.9 | 20317904 ± 88144.9 | 5.24% |
1200 | 20952310 ± 89724.6 | 21672209 ± 48226.4 | 3.44% |
1800 | 22385237 ± 90386.8 | 22787222 ± 30790.8 | 1.80% |
2400 | 23333257 ± 91223.4 | 23629602 ± 55014.0 | 1.27% |
3000 | 23864635 ± 92225.0 | 24119056 ± 48244.8 | 1.07% |
*The optimality gap is [74].