Stochastic heavy-ball method for constrained stochastic optimization problems
DOI10.1007/S40306-019-00357-YzbMATH Open1446.90119OpenAlexW2999694865WikidataQ126347047 ScholiaQ126347047MaRDI QIDQ778161FDOQ778161
Narin Petrot, Porntip Promsinchai, A. 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
Recommendations
constrained stochastic optimization problemconverge almost surelyheavy-ball methodrandom projection method
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)
Cites Work
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- Projection algorithms: Results and open problems
- Stochastic first-order methods with random constraint projection
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