Stochastic First-Order Methods with Random Constraint Projection

DOI10.1137/130931278zbMath1333.90098OpenAlexW2295489065MaRDI QIDQ2796796

Dimitri P. Bertsekas, Mengdi Wang

Publication date: 30 March 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/103776

zbMATH Keywords

large-scale optimizationstochastic approximationprojectionrandomized algorithmsubgradientfeasibilityonline optimizationproximal

Mathematics Subject Classification ID

Convex programming (90C25)

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