Research Article

Robust Optimization for the Newsvendor Problem with Discrete Demand

Table 3

Comparison of the performance of with over 100 instances.

 m 90% 70% 50% 30% 10%

n=60.98530.96270.94150.61370.1875
n=60.95730.73210.48980.62360.8902
n=120.99220.97570.96170.70680.0283
n=120.97860.78330.60400.74460.8238
n=240.99670.98170.97970.78100.0085
n=240.98320.77750.53090.74290.5327