An augmented Lagrangian-type stochastic approximation method for convex stochastic semidefinite programming defined by expectations
Yule Zhang, Jia Wu, Liwei Zhang
| Year of publication: |
2025
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| Authors: | Zhang, Yule ; Wu, Jia ; Zhang, Liwei |
| Published in: |
Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research. - Amsterdam [u.a.] : Elsevier Science, ISSN 0167-6377, ZDB-ID 1467065-3. - Vol. 59.2025, Art.-No. 107221, p. 1-7
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| Subject: | Augmented Lagrangian | Constraint violation regret | Convex stochastic semidefinite optimization | High probability regret bound | Objective regret | Stochastic approximation | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Wahrscheinlichkeitsrechnung | Probability theory | Iteratives Verfahren | Approximation method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2024.107221 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015358604