Stochastic subgradient methods with approximate Lagrange multipliers

VĂ­ctor 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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