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

Table 4

The numerical results for Example 4.

𝑁	1/𝑡	Iter.	‖𝑥^∗−𝑥𝑁^(𝑘)‖	‖𝑣̂𝑁^(𝑘)−𝑣^∗‖
10^2	3.63	2	8.258801𝑒−002	3.835420𝑒+000
10^3	3.63	2	5.495890𝑒−002	2.518867𝑒+000
10^4	3.63	2	3.114568𝑒−002	1.552539𝑒+000
10^5	3.63	2	7.241573𝑒−003	4.854735𝑒−002
10^6	3.63	3	6.411032𝑒−005	6.869434𝑒−004
10^7	3.63	3	4.752318𝑒−005	1.734132𝑒−004