Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs (Q2146450): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: Adam / rank | |||
Normal rank |
Revision as of 04:57, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs |
scientific article |
Statements
Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs (English)
0 references
16 June 2022
0 references
stochastic gradient method
0 references
adaptive methods
0 references
expectation-constrained stochastic optimization
0 references
saddle-point problem
0 references