A stochastic moving ball approximation method for smooth convex constrained minimization
From MaRDI portal
Publication:6642788
DOI10.1007/S10589-024-00612-5MaRDI QIDQ6642788
Ion Necoara, Nitesh Kumar Singh
Publication date: 25 November 2024
Published in: Computational Optimization and Applications (Search for Journal in Brave)
convergence ratesquadratic approximationstochastic projection algorithmsmooth convex constrained problems
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
- The solution path of the generalized lasso
- Random algorithms for convex minimization problems
- Lectures on convex optimization
- General convergence analysis of stochastic first-order methods for composite optimization
- A distributed algorithm for high-dimension convex quadratically constrained quadratic programs
- A dynamic alternating direction of multipliers for nonconvex minimization with nonlinear functional equality constraints
- A stochastic primal-dual method for a class of nonconvex constrained optimization
- Random minibatch subgradient algorithms for convex problems with functional constraints
- A very simple SQCQP method for a class of smooth convex constrained minimization problems with nice convergence results
- Breakpoint searching algorithms for the continuous quadratic knapsack problem
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- Stochastic first-order methods with random constraint projection
- A Moving Balls Approximation Method for a Class of Smooth Constrained Minimization Problems
- Robust Stochastic Approximation Approach to Stochastic Programming
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
- Computational Complexity of Inexact Gradient Augmented Lagrangian Methods: Application to Constrained MPC
- A Stochastic Approximation Method
- Mini-batch stochastic subgradient for functional constrained optimization
This page was built for publication: A stochastic moving ball approximation method for smooth convex constrained minimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6642788)