Stochastic Successive Convex Approximation for Non-Convex Constrained Stochastic Optimization.

An Liu Vincent K. N. Lau Borna Kananian

Published in: CoRR (2018)

Keyphrases

stochastic optimization
multistage
convex hull
convex optimization
convex functions
piecewise constant
piecewise linear
convex sets
machine learning
search algorithm
evolutionary algorithm
dynamic programming
approximation algorithms
continuous functions