Robuta

https://arxiv.org/abs/2105.02425 [2105.02425] Indefinite linearized augmented Lagrangian method for convex programming with linear... Abstract page for arXiv paper 2105.02425: Indefinite linearized augmented Lagrangian method for convex programming with linear inequality constraints augmented lagrangian method https://www.preprints.org/manuscript/202604.0934 A Model-Based Stochastic Augmented Lagrangian Method for Online Stochastic Optimization[v1] |... In this paper, we focus on the online stochastic optimization problems in which the random parameters follow time-varying distributions. At each round... augmented lagrangian method online optimization model based stochastic https://jmlr.org/papers/v26/23-0953.html Sparse SVM with Hard-Margin Loss: a Newton-Augmented Lagrangian Method in Reduced Dimensions