A Data Efficient and Feasible Level Set Method for Stochastic Convex Optimization with Expectation Constraints
نویسندگان
چکیده
منابع مشابه
A Level-set Method for Convex Optimization with A
Large-scale constrained convex optimization problems arise in several application 4 domains. First-order methods are good candidates to tackle such problems due to their low iteration 5 complexity and memory requirement. The level-set framework extends the applicability of first-order 6 methods to tackle problems with complicated convex objectives and constraint sets. Current methods 7 based on...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2019
ISSN: 1556-5068
DOI: 10.2139/ssrn.3433280