Stochastic approximation proximal method of multipliers for convex stochastic programming
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Liwei ; Zhang, Yule ; Xiao, Xiantao ; Wu, Jia |
Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 1, p. 177-193
|
Subject: | constraint violation regret | convex stochastic optimization | high probability regret bound | objective regret | proximal method of multipliers | stochastic approximation | Entscheidungstheorie | Decision theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Multiplikator | Multiplier |
-
Bi-criterion procedures to support logistics decision making : cost and uncertainty
Rijpkema, Willem A., (2015)
-
Post, Thierry, (2015)
-
Data-driven optimization with distributionally robust secondorder stochastic dominance constraints
Peng, Chun, (2021)
- More ...
-
Zhang, Liwei, (2022)
-
On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization
Zhang, Yule, (2016)
-
A Perturbation approach for an inverse quadratic programming problem
Zhang, Jianzhong, (2010)
- More ...