A Momentum-Based Adaptive Primal–Dual Stochastic Gradient Method for Non-Convex Programs with Expectation Constraints

In this paper, we propose a stochastic primal-dual adaptive method based on an inexact augmented Lagrangian function to solve non-convex programs, referred to as the SPDAM. Different from existing methods, SPDAM incorporates adaptive step size and momentum-based search directions, which improve the...

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Detalhes bibliográficos

Principais autores:	Rulei Qi, Dan Xue, Yujia Zhai
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2024-07-01
coleção:	Mathematics
Assuntos:	non-convex stochastic optimization expectation-constrained stochastic gradient method adaptive method momentum-based search direction
Acesso em linha:	https://www.mdpi.com/2227-7390/12/15/2393
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