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

Table 5

The numerical results for Example 5.

𝑁	1/𝑡	Iter.	‖𝑥^∗−𝑥𝑁^(𝑘)‖	‖𝑣̂𝑁^(𝑘)−𝑣^∗‖
10^2	1.26	5	2.210460𝑒−001	3.206412𝑒+000
10^3	1.26	5	1.040470𝑒−002	1.698143𝑒−001
10^4	1.26	6	3.016663𝑒−003	2.977730𝑒−002
10^5	1.26	6	2.854231𝑒−003	2.331369𝑒−002
10^6	1.26	6	6.241527𝑒−004	5.987215𝑒−003
10^7	1.26	6	1.796381𝑒−004	1.225449𝑒−003