A stochastic primal-dual method for a class of nonconvex constrained optimization
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Cites work
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Cited in
(18)- Duality gaps in nonconvex stochastic optimization
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
- Primal-dual mirror descent method for constraint stochastic optimization problems
- Generating structured nonsmooth priors and associated primal-dual methods
- A stochastic alternating direction method of multipliers for non-smooth and non-convex optimization
- Running Primal-Dual Gradient Method for Time-Varying Nonconvex Problems
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
- Stochastic Successive Convex Approximation for Non-Convex Constrained Stochastic Optimization
- Stochastic difference-of-convex-functions algorithms for nonconvex programming
- Primal-dual constraint aggregation with application to stochastic programming
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
- Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization
- Stochastic nested primal-dual method for nonconvex constrained composition optimization
- A stochastic moving ball approximation method for smooth convex constrained minimization
- Complexity analysis of inexact cubic-regularized primal-dual methods for finding second-order stationary points
- A two-phase stochastic momentum-based algorithm for nonconvex expectation-constrained optimization
- The augmented Lagrangian methods: overview and recent advances
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