Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization
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Publication:6179875
DOI10.1007/s10589-023-00521-zarXiv2212.09513OpenAlexW4386494335MaRDI QIDQ6179875
Sijia Liu, Songtao Lu, Pin-Yu Chen, Zichong Li, Yang-yang Xu
Publication date: 18 January 2024
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2212.09513
nonconvex optimizationaugmented Lagrangianfirst-order methodsexpectation constraintmomentum acceleration
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