Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs

Yonggui Yan, Yangyang Xu. Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs. Math. Program. Comput., 14(2):319-363, 2022. [doi]

Authors

Yonggui Yan

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Yangyang Xu

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