Large-scale nonconvex stochastic optimization by Doubly Stochastic Successive Convex approximation

2017 ◽  
Author(s):  
Aryan Mokhtari ◽  
Alec Koppel ◽  
Gesualdo Scutari ◽  
Alejandro Ribeiro
Keyword(s):  
Stochastic Optimization ◽  
Large Scale ◽  
Convex Approximation ◽  
Doubly Stochastic ◽  
Successive Convex Approximation

scholarly journals Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems

2020 ◽  
Vol 186 (3) ◽  
pp. 985-1005
Author(s):  
Pierre Carpentier ◽  
Jean-Philippe Chancelier ◽  
Michel De Lara ◽  
François Pacaud
Keyword(s):  
Stochastic Optimization ◽  
Large Scale ◽  
Optimization Problems ◽  
Multistage Stochastic Optimization
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