Pages that link to "Item:Q2181600"
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The following pages link to Algorithms for stochastic optimization with function or expectation constraints (Q2181600):
Displayed 13 items.
- An asymptotically optimal strategy for constrained multi-armed bandit problems (Q784789) (← links)
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization (Q2125072) (← links)
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs (Q2146450) (← links)
- A stochastic primal-dual method for a class of nonconvex constrained optimization (Q2162528) (← links)
- On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling (Q2235138) (← links)
- Primal-dual mirror descent method for constraint stochastic optimization problems (Q2416753) (← links)
- Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm (Q5060780) (← links)
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints (Q5114401) (← links)
- On Modification of an Adaptive Stochastic Mirror Descent Algorithm for Convex Optimization Problems with Functional Constraints (Q5860603) (← links)
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints (Q6072951) (← links)
- A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints (Q6097761) (← links)
- Recent theoretical advances in decentralized distributed convex optimization (Q6354638) (← links)