We consider the problem of finding a point in the intersection of an affine set with a compact convex set, called a convex linear system (CLS). The conditional gradient method is known to exhibit a sublinear rate of convergence. Exploiting the special structure of (CLS), we prove that the...

We consider nonlinear programming problem (P) with stochastic constraints. The Lagrangean corresponding to such problems has a stochastic part, which in this work is replaced by its certainty equivalent (in the sense of expected utility theory). It is shown that the deterministic surrogate...

We consider the problem of finding a point in the intersection of an affine set with a compact convex set, called a convex linear system (CLS). The conditional gradient method is known to exhibit a sublinear rate of convergence. Exploiting the special structure of (CLS), we prove that the...