A Regularization SAA Scheme for a Stochastic Mathematical Program with Complementarity Constraints

Table 2

The computational results for Example 2.

Methods	𝑁	𝜏	𝑧𝑁	Obj	Iter
REG	10^3	5×10^−1	(1.7521, 0.0002, 0.5000, 0.2485, 0.9800, 0.0001)	0.7257	7
CHKS	10^3	5×10^−1	(1.6621, 0.0000, 0.4614, 0.5857, 1.1901, 0.3015)	1.7127	10
REG	10^4	5×10^−2	(1.7502, 0.0001, 0.4999, 0.2498, 0.9990, 0.0000)	0.7485	8
CHKS	10^4	5×10^−2	(1.7500, 0.0000, 0.5000, 0.2593, 1.0015, 0.0050)	0.7609	11
REG	10^5	5×10^−3	(1.7498, 0.0000, 0.5000, 0.2504, 0.9999, 0.0000)	0.7503	12
CHKS	10^5	5×10^−3	(1.7498, 0.0000, 0.5000, 0.2505, 0.9999, 0.0000)	0.7504	11