Solving Stochastic Compositional Optimization is Nearly as Easy as Solving Stochastic Optimization.

Tianyi Chen Yuejiao Sun Wotao Yin

Published in: CoRR (2020)

Keyphrases

stochastic optimization
multistage
combinatorial optimization
robust optimization
discrete optimization
evolutionary algorithm
quadratic programming
artificial intelligence
high dimensional
optimization problems
nonlinear programming
convex optimization problems