Research Article

An Implementable SAA Nonlinear Lagrange Algorithm for Constrained Minimax Stochastic Optimization Problems

Table 1

The numerical results for Example 1.

ā€‰ā€‰

3300.0536182.714061e-02
3300.0133455.746432e-02
3300.0029981.567222e-03
3340.0018306.904709e-03
3340.0002732.444700e-04