Stochastic subgradient methods with approximate Lagrange multipliers

Víctor Valls, Douglas J. Leith. Stochastic subgradient methods with approximate Lagrange multipliers. In 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016. pages 6186-6191, IEEE, 2016. [doi]

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