A Nonlinear Lagrange Algorithm for Stochastic Minimax Problems Based on Sample Average Approximation Method

Table 1

The numerical results for Example 1.

𝑁	1/𝑡	Iter.	‖𝑥^∗−𝑥𝑁^(𝑘)‖	‖𝑣̂𝑁^(𝑘)−𝑣^∗‖
10^2	10	3	1.904585𝑒−001	1.929105𝑒−001
10^3	10	2	5.976346𝑒−002	2.127908𝑒−002
10^4	10	1	3.668249𝑒−002	8.282325𝑒−002
10^5	10	1	5.525511𝑒−003	3.098093𝑒−003
10^6	10	1	1.319634𝑒−003	1.279392𝑒−003
10^7	10	1	5.493409𝑒−004	9.275895𝑒−004