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Stochastic Successive Convex Approximation for Non-Convex Constrained Stochastic Optimization.
An Liu
Vincent K. N. Lau
Borna Kananian
Published in:
IEEE Trans. Signal Process. (2019)
Keyphrases
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stochastic optimization
convex optimization
multistage
convex functions
convex hull
convex sets
piecewise linear
robust optimization
machine learning
decision making
multi agent systems
continuous functions