Algorithms for stochastic optimization with function or expectation constraints
Guanghui Lan, Zhiqiang Zhou
Topics & Concepts
MathematicsMathematical optimizationRate of convergenceConstraint (computer-aided design)Convergence (economics)Stochastic approximationConvex functionFunction (biology)Convex optimizationStochastic optimizationRegular polygonComputer scienceGeometryEconomicsBiologyChannel (broadcasting)Evolutionary biologyKey (lock)Computer securityEconomic growthComputer networkStochastic Gradient Optimization TechniquesRisk and Portfolio OptimizationSparse and Compressive Sensing Techniques