Two-Stage Robust Optimization Model for Uncertainty Investment Portfolio Problems

Table 3

CPU calculation time of three models under different time windows.

Period (L/DAY)	30 (s)	60 (s)	90 (s)
Equal weight method	1.983	3.781	8.093
TS-MIP model	2.081	4.234	7.781
TS-RO model	2.145	4.689	8.071