Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization

Zichong Li, Pin-Yu Chen, Sijia Liu 0001, Songtao Lu, Yangyang Xu. Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization. Comp. Opt. and Appl., 87(1):117-147, January 2024. [doi]

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