Mini-batch stochastic subgradient for functional constrained optimization

DOI10.1080/02331934.2023.2189015zbMath1542.65069MaRDI QIDQ6565290

Nitesh Kumar Singh, Ion Necoara, Vyacheslav Kungurtsev

Publication date: 1 July 2024

Published in: Optimization (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15)

Cites Work

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• Algorithms for Fitting the Constrained Lasso
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• Acceleration of Stochastic Approximation by Averaging
• RSG: Beating Subgradient Method without Smoothness and Strong Convexity
• Nonasymptotic convergence of stochastic proximal point algorithms for constrained convex optimization
• Computational Complexity of Inexact Gradient Augmented Lagrangian Methods: Application to Constrained MPC
• Minimization of unsmooth functionals
• A Stochastic Approximation Method

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