A stochastic moving ball approximation method for smooth convex constrained minimization
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DOI: 10.1007/s10589-024-00612-5
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- Yurii Nesterov, 2018. "Lectures on Convex Optimization," Springer Optimization and Its Applications, Springer, edition 2, number 978-3-319-91578-4, July.
- Ion Necoara, 2021. "General Convergence Analysis of Stochastic First-Order Methods for Composite Optimization," Journal of Optimization Theory and Applications, Springer, vol. 189(1), pages 66-95, April.
- M. C. Campi & S. Garatti, 2011. "A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality," Journal of Optimization Theory and Applications, Springer, vol. 148(2), pages 257-280, February.
- Eyal Cohen & Nadav Hallak & Marc Teboulle, 2022. "A Dynamic Alternating Direction of Multipliers for Nonconvex Minimization with Nonlinear Functional Equality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 324-353, June.
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Keywords
Smooth convex constrained problems; Quadratic approximation; Stochastic projection algorithm; Convergence rates;All these keywords.
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