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math.OC2024
Analysis of Decentralized Stochastic Successive Convex Approximation for composite non-convex problems
Basil M. Idrees, Shivangi Dubey Sharma, Ketan Rajawat
This work considers the decentralized successive convex approximation (SCA) method for minimizing stochastic non-convex objectives subject to convex constraints, along with possibl…
math.OC2024★ 2 cited
Constrained Stochastic Recursive Momentum Successive Convex Approximation
Basil M. Idrees, Lavish Arora, Ketan Rajawat
We consider stochastic optimization problems with non-convex functional constraints, such as those arising in trajectory generation, sparse approximation, and robust classification…