Online Successive Convex Approximation for Two-Stage Stochastic Nonconvex Optimization.
An LiuVincent K. N. LauMin-Jian ZhaoPublished in: IEEE Trans. Signal Process. (2018)
Keyphrases
- convex functions
- convex optimization
- global optimization
- stochastic optimization
- optimization problems
- convex sets
- convex optimization problems
- convex relaxation
- quadratic program
- online learning
- linear program
- convex programming
- nonlinear programming
- quasiconvex
- alternating direction method of multipliers
- globally convergent
- integer programming
- stationary points
- real time
- optimization algorithm
- semi definite programming
- objective function
- approximation algorithms
- optimization method
- continuous functions
- primal dual
- global optimality
- constrained optimization
- risk averse
- mathematical programming
- saddle point
- norm minimization
- optimization methods
- convex hull
- image restoration and reconstruction
- quadratic optimization problems