Stochastic-constrained stochastic optimization with Markovian data

MaRDI QIDQ6985711zbMATH OpenFDO

Authors Yeongjong Kim, Dabeen Lee

Publication date 12 May 2025

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://jmlr.org/papers/v25/23-1630.html

zbMATH Keywords

classificationconstrained online convex optimizationdrift-plus penaltyMarkov-chain stochastic gradient descentstochastic-constrained stochastic optimization

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Stochastic programming (90C15) Methods of reduced gradient type (90C52)

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