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20172026
most citedStochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming

2 citations · 2 across the 7 of their papers we have counts for

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math.OC2021

Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm

Liwei Zhang, Yule Zhang, Jia Wu +1

This paper considers the problem of minimizing a convex expectation function with a set of inequality convex expectation constraints. We present a computable stochastic approximati…