SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs

DOI10.1109/TAC.2019.2953209OpenAlexW2984763623MaRDI QIDQ5125663

Uday V. Shanbhag, Yue Xie

Publication date: 7 October 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.05286

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (3)

Probability maximization via Minkowski functionals: convex representations and tractable resolution ⋮ An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints ⋮ An inexact accelerated stochastic ADMM for separable convex optimization

This page was built for publication: SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs