Conservative Stochastic Optimization: $\mathcal{O}(T^{-1/2})$ Optimality Gap with Zero Constraint Violation

Zeeshan Akhtar, Amrit Singh Bedi, Ketan Rajawat. Conservative Stochastic Optimization: $\mathcal{O}(T^{-1/2})$ Optimality Gap with Zero Constraint Violation. In 2021 American Control Conference, ACC 2021, New Orleans, LA, USA, May 25-28, 2021. pages 2224-2229, IEEE, 2021. [doi]

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