Stochastic Successive Convex Approximation for Non-Convex Constrained Stochastic Optimization

DOI10.1109/TSP.2019.2925601MaRDI QIDQ5238968

Borna Kananian, An Liu, Vincent K. N. Lau

Publication date: 28 October 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.08266

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes ⋮ Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm ⋮ Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming

This page was built for publication: Stochastic Successive Convex Approximation for Non-Convex Constrained Stochastic Optimization