Table 8.

Computational performance under ellipsoidal uncertainty set.

${\sigma }_p$	${\beta }_p$	#.	CPU Time (in s)			Optimality gap (%)
		Iterations	AP	MP	Total
0	0.1	1	0.00	3.26	3.26	0.00
	0.2	1	0.00	3.13	3.13	0.00
	0.4	1	0.01	3.65	3.65	0.00
	0.6	1	0.01	3.69	3.70	0.00
	0.8	1	0.00	3.67	3.67	0.00
	1	1	0.01	3.56	3.57	0.00
0.05	0.1	5	0.10	28.51	28.61	0.00
	0.2	5	0.12	28.81	28.93	0.00
	0.4	6	0.21	34.03	34.24	0.00
	0.6	6	0.28	33.76	34.04	0.00
	0.8	6	0.27	33.36	33.63	0.00
	1	6	0.26	33.70	33.96	0.00
0.1	0.1	5	0.12	27.68	27.79	0.00
	0.2	5	0.07	27.60	27.67	0.00
	0.4	7	0.15	39.71	39.86	0.00
	0.6	8	0.14	37.47	37.60	0.00
	0.8	8	0.16	38.08	38.24	0.00
	1	10	0.24	47.46	47.70	0.00
0.15	0.1	5	0.06	23.04	23.10	0.00
	0.2	5	0.07	24.50	24.57	0.00
	0.4	7	0.13	34.66	34.79	0.00
	0.6	8	0.12	37.77	37.90	0.00
	0.8	8	0.17	40.23	40.39	0.00
	1	9	0.15	43.50	43.65	0.00
0.2	0.1	5	0.07	24.58	24.65	0.00
	0.2	5	0.07	27.88	27.95	0.00
	0.4	7	0.11	40.70	40.81	0.00
	0.6	8	0.12	38.54	38.67	0.00
	0.8	8	0.14	37.83	37.98	0.00
	1	8	0.11	38.09	38.20	0.00
Average		5.53	0.12	28.08	28.20	0.00