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

Table 3

The numerical results for Example 3.

𝑁	1/𝑡	Iter.	‖𝑥^∗−𝑥𝑁^(𝑘)‖	‖𝑣̂𝑁^(𝑘)−𝑣^∗‖
10^2	11	4	8.816640𝑒−002	2.888003𝑒−001
10^3	11	4	2.816097𝑒−002	1.355825𝑒−001
10^4	11	4	2.859081𝑒−003	1.536729𝑒−003
10^5	11	3	4.731965𝑒−003	1.960690𝑒−003
10^6	11	4	4.279962𝑒−004	8.171314𝑒−004
10^7	11	4	2.830422𝑒−004	1.131960𝑒−004