Stochastic approximation proximal method of multipliers for convex stochastic programming
Liwei Zhang, Yule Zhang, Xiantao Xiao, Jia Wu
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Liwei ; Zhang, Yule ; Xiao, Xiantao ; Wu, Jia |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 1, p. 177-193
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| Subject: | constraint violation regret | convex stochastic optimization | high probability regret bound | objective regret | proximal method of multipliers | stochastic approximation | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Multiplikator | Multiplier | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.1257 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014312542