Search Results for author: Xiantao Xiao

Found 3 papers, 1 papers with code

Augmented Lagrangian Methods for Time-varying Constrained Online Convex Optimization

no code implementations19 May 2022 Haoyang Liu, Xiantao Xiao, Liwei Zhang

Furthermore, we extend MALM to deal with time-varying functional constrained OCO with delayed feedback, in which the feedback information of loss and constraint functions is revealed to decision maker with delays.

Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm

1 code implementation22 Jun 2021 Liwei Zhang, Yule Zhang, Jia Wu, Xiantao Xiao

We present a computable stochastic approximation type algorithm, namely the stochastic linearized proximal method of multipliers, to solve this convex stochastic optimization problem.

Stochastic Optimization

A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization

no code implementations9 Mar 2018 Andre Milzarek, Xiantao Xiao, Shicong Cen, Zaiwen Wen, Michael Ulbrich

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function.

Stochastic Optimization

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