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]

@article{YanX22,
  title = {Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs},
  author = {Yonggui Yan and Yangyang Xu},
  year = {2022},
  doi = {10.1007/s12532-021-00214-w},
  url = {https://doi.org/10.1007/s12532-021-00214-w},
  researchr = {https://researchr.org/publication/YanX22},
  cites = {0},
  citedby = {0},
  journal = {Math. Program. Comput.},
  volume = {14},
  number = {2},
  pages = {319-363},
}