Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming

DOI10.1287/moor.2022.1257arXiv1907.12226OpenAlexW2964718684WikidataQ114058150 ScholiaQ114058150MaRDI QIDQ6199237

Jia Wu, Yu-Le Zhang, Li-wei Zhang, Xiantao Xiao

Publication date: 23 February 2024

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.12226

zbMATH Keywords

stochastic approximationconvex stochastic optimizationproximal method of multipliersconstraint violation regrethigh probability regret boundobjective regret

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Numerical methods based on nonlinear programming (49M37)

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