Survey on first-order algorithms for solving functional constrained optimization problems
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Cites work
- Accelerated first-order primal-dual proximal methods for linearly constrained composite convex programming
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
- Algorithms for stochastic optimization with function or expectation constraints
- Complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization
- First-order algorithms for convex optimization with nonseparable objective and coupled constraints
- Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
- Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming
- Iteration-complexity of first-order augmented Lagrangian methods for convex programming
- Iteration-complexity of first-order penalty methods for convex programming
- Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
- Penalty methods with stochastic approximation for stochastic nonlinear programming
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
- Randomized primal-dual proximal block coordinate updates
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization
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