Stochastic First-Order Methods with Random Constraint Projection
We consider convex optimization problems with structures that are suitable for sequential treatment or online sampling. In particular, we focus on problems where the objective function is an expected value, and the constraint set is the intersection of a large number of simpler sets. We propose an a...
| Main Authors: | , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Society for Industrial and Applied Mathematics (SIAM),
2016-07-20T16:52:35Z.
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| Subjects: | |
| Online Access: | Get fulltext |