Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces.

Caroline Geiersbach Georg Ch. Pflug

Published in: SIAM J. Optim. (2019)

Keyphrases

constrained problems
hilbert spaces
hilbert space
constraint satisfaction
constraint propagation
optimization problems
variational inequalities
convex sets
finite dimensional
infinite dimensional
multiscale
convex optimization
constraint problems
linear programming
continuous functions