Table 8.
Weight | Goal | Lower bound |
Upper bound |
Gap estimators |
||||
---|---|---|---|---|---|---|---|---|
% | ||||||||
w1 = 1 | Cost | 43,252,268 | 86,316 | 43,250,895 | 809434 | −1373 | 0 | 814,023 |
Risk | 119,952,310 | 967,360 | 119,895,022 | 10,839,277 | −57,288 | −0.05 | 10,882,358 | |
w1 = 0.9 | Cost | 43,475,060 | 148,551 | 43,281,984 | 813,666 | −193,076 | −0.44 | 827,115 |
Risk | 117,960,070 | 1,269,067 | 118,560,005 | 10,703,293 | 599,935 | 0.51 | 10,778,266 | |
w1 = 0.8 | Cost | 43,425,067 | 120,239 | 43,349,774 | 815,638 | −75,293 | −0.17 | 824,452 |
Risk | 117,384,540 | 964,128 | 104,244,613 | 9,809,252 | 51,613 | 0.05 | 9824,419 | |
w1 = 0.7 | Cost | 45,115,179 | 100,370 | 45,090,960 | 809,304 | −24,219 | −0.05 | 815,504 |
Risk | 104,193,000 | 545,693 | 104,244,613 | 9,809,252 | 51,613 | 0.05 | 9,824,419 | |
w1 = 0.6 | Cost | 45,151,484 | 105,368 | 45,132,280 | 814,186 | −19,204 | −0.04 | 820,976 |
Risk | 103,933,240 | 594,219 | 104,066,758 | 9,783,581 | 133,518 | 0.13 | 9,801,610 | |
w1 = 0.5 | Cost | 46,497,296 | 999,620 | 47,088,714 | 803,281 | 591,418 | 1.27 | 1,282,381 |
Risk | 100,656,751 | 2,256,733 | 99,560,882 | 9,314,344 | −1,095,869 | −1.09 | 9,583,833 | |
w1 = 0.4 | Cost | 47,281,433 | 309,679 | 47,106,247 | 806,902 | −175,186 | −0.37 | 864,287 |
Risk | 99,134,692 | 1,046,516 | 99,528,192 | 9,309,252 | 393,500 | 0.40 | 9,367,890 | |
w1 = 0.3 | Cost | 47,304,111 | 299,695 | 47,118,668 | 810,118 | −185,443 | −0.39 | 863,776 |
Risk | 99,106,560 | 1,042,259 | 99,512,380 | 9,304,577 | 405,820 | 0.41 | 9,362,770 | |
w1 = 0.2 | Cost | 47,313,976 | 296,886 | 47,133,044 | 811,360 | −180,932 | −0.38 | 863,971 |
Risk | 99,099,020 | 1,041,099 | 99,501,415 | 9,303,115 | 402,395 | 0.41 | 9,361,188 | |
w1 = 0.1 | Cost | 50,023,629 | 3,383,297 | 53,930,043 | 813,174 | 3,906,414 | 7.81 | 3,479,648 |
Risk | 98,370,287 | 818,338 | 97,516,075 | 8,681,971 | −854,212 | −0.87 | 8,720,453 | |
w1 = 0 | Cost | 59,850,556 | 3,259,162 | 60,620,437 | 825,052 | 769,880 | 1.29 | 3,361,970 |
Risk | 97,723,873 | 651,248 | 97,513,812 | 8,681,283 | −210,061 | −0.22 | 8,705,676 |