Stochastic dual dynamical systems for linear equality constrained convex optimization problems

DOI10.1016/J.CNSNS.2025.109538MaRDI QIDQ6875875zbMATH OpenFDO

Authors Juan Liu, X. J. Long, Xuesong Li, Nan-Jing Huang

Publication date 13 January 2026

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CNSNS.2025.109538

zbMATH Keywords

existence and uniqueness of solutionsasymptotic convergence propertiesdiscrete-time stochastic algorithmslinear equality constrained convex optimizationstochastic dual dynamical system

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15) Optimality conditions for problems involving randomness (49K45)

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