Stochastic heavy-ball method for constrained stochastic optimization problems

DOI10.1007/s40306-019-00357-yzbMath1446.90119OpenAlexW2999694865WikidataQ126347047 ScholiaQ126347047MaRDI QIDQ778161

Narin Petrot, Porntip Promsinchai, A. P. Farajzadeh

Publication date: 1 July 2020

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40306-019-00357-y

zbMATH Keywords

constrained stochastic optimization problemconverge almost surelyheavy-ball methodrandom projection method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)

Uses Software

• Algorithm 500

Cites Work

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