A stochastic primal-dual method for a class of nonconvex constrained optimization
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DOI: 10.1007/s10589-022-00384-w
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- Raffaello Seri & Christine Choirat, 2013. "Scenario Approximation of Robust and Chance-Constrained Programs," Journal of Optimization Theory and Applications, Springer, vol. 158(2), pages 590-614, August.
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- Rulei Qi & Dan Xue & Yujia Zhai, 2024. "A Momentum-Based Adaptive Primal–Dual Stochastic Gradient Method for Non-Convex Programs with Expectation Constraints," Mathematics, MDPI, vol. 12(15), pages 1-26, July.
- Zichong Li & Pin-Yu Chen & Sijia Liu & Songtao Lu & Yangyang Xu, 2024. "Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization," Computational Optimization and Applications, Springer, vol. 87(1), pages 117-147, January.
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Keywords
Nonconvex optimization; Augmented Lagrangian function; Stochastic gradient; $$epsilon$$ ϵ -stationary point; Complexity;All these keywords.
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