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Table 1 Numerical results for different α and μ

From: A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function

α

μ

Number of iterations

Final residue

Objective value

N = 1000

N = 10,000

N = 1000

N = 10,000

N = 1000

N = 10,000

0.1

0.1

109

135

1.95e−10

5.14e−09

−20.81

−20.82

0.05

201

259

9.69e−07

8.67e−08

−20.79

−20.81

0.025

416

458

9.99e−08

6.99e−08

−20.72

−20.80

0.05

0.1

46

79

8.87e−06

8.10e−06

−19.95

−19.95

0.05

170

166

8.47e−07

8.22e−07

−19.92

−19.95

0.025

322

436

8.39e−08

6.79e−08

−19.83

−19.94