Inexact stochastic mirror descent for two-stage nonlinear stochastic programs (Q2020614)
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English | Inexact stochastic mirror descent for two-stage nonlinear stochastic programs |
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Inexact stochastic mirror descent for two-stage nonlinear stochastic programs (English)
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23 April 2021
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inexact cuts for value functions
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inexact stochastic mirror descent
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strong concavity of dual function
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stochastic programming
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