Solving Stochastic Compositional Optimization is Nearly as Easy as Solving Stochastic Optimization
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Transactions on Signal Processing"
DOI: 10.1109/tsp.2021.3092377
Abstract: Stochastic compositional optimization generalizes classic (non-compositional) stochastic optimization to the minimization of compositions of functions. Each composition may introduce an additional expectation. The series of expectations may be nested. Stochastic compositional optimization is gaining popularity… read more here.
Keywords: optimization; compositional optimization; solving stochastic; stochastic optimization ... See more keywords
A Class of Smoothing Modulus-Based Iterative Methods for Solving the Stochastic Mixed Complementarity Problems
Sign Up to like & getrecommendations! Published in 2023 at "Symmetry"
DOI: 10.3390/sym15010229
Abstract: In this paper, we present a smoothing modulus-based iterative method for solving the stochastic mixed complementarity problems (SMCP). The main idea is that we firstly transform the expected value model of SMCP into an equivalent… read more here.
Keywords: mixed complementarity; modulus based; stochastic mixed; solving stochastic ... See more keywords