Pages that link to "Item:Q5238968"

The following pages link to Stochastic Successive Convex Approximation for Non-Convex Constrained Stochastic Optimization (Q5238968):

Displaying 8 items.

• On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes (Q2133355) (← links)
• A stochastic primal-dual method for a class of nonconvex constrained optimization (Q2162528) (← links)
• A linearly convergent stochastic recursive gradient method for convex optimization (Q2228399) (← links)
• Stochastic intermediate gradient method for convex optimization problems (Q2631196) (← links)
• Gradient-Free Methods with Inexact Oracle for Convex-Concave Stochastic Saddle-Point Problem (Q4965105) (← links)
• (Q4998940) (← links)
• Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm (Q5060780) (← links)
• Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming (Q5869814) (← links)