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]

@inproceedings{AkhtarBR21-0,
  title = {Conservative Stochastic Optimization: $\mathcal{O}(T^{-1/2})$ Optimality Gap with Zero Constraint Violation},
  author = {Zeeshan Akhtar and Amrit Singh Bedi and Ketan Rajawat},
  year = {2021},
  doi = {10.23919/ACC50511.2021.9482893},
  url = {https://doi.org/10.23919/ACC50511.2021.9482893},
  researchr = {https://researchr.org/publication/AkhtarBR21-0},
  cites = {0},
  citedby = {0},
  pages = {2224-2229},
  booktitle = {2021 American Control Conference, ACC 2021, New Orleans, LA, USA, May 25-28, 2021},
  publisher = {IEEE},
  isbn = {978-1-6654-4197-1},
}