Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm
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Publication:5060780
DOI10.1287/ijoc.2022.1228OpenAlexW4287114902MaRDI QIDQ5060780
Xiantao Xiao, Jia Wu, Yu-Le Zhang, Li-wei Zhang
Publication date: 11 January 2023
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.11577
stochastic approximationhigh-probability boundexpectation constrained stochastic programexpected convergence ratelinearized proximal method of multipliers
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Cites Work
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