A stochastic augmented Lagrangian method for stochastic convex programming
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Cites work
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
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- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- Trading regret for efficiency: online convex optimization with long term constraints
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