Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm (Q5060780)
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scientific article; zbMATH DE number 7640777
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| English | Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm |
scientific article; zbMATH DE number 7640777 |
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Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm (English)
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11 January 2023
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stochastic approximation
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linearized proximal method of multipliers
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expectation constrained stochastic program
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expected convergence rate
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high-probability bound
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0.8464297652244568
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0.8460647463798523
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0.8289607763290405
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