The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
We consider a misspecified optimization problem that requires minimizing of a convex function f (x;θ*) in x over a constraint set represented by h(x;θ) ≤ 0 where θ* is an unknown (or misspecified) vector of parameters. Suppose θ* is learnt by a distinct process that generates a sequence of estimators θk, each of which is an increasingly accurate approximation of θ*. We develop a first-order augmented...
We consider the solution of monotone stochastic variational inequalities and present an adaptive steplength stochastic approximation framework with possibly multivalued mappings. Traditional implementations of SA have been characterized by two challenges. First, convergence of standard SA schemes requires a strongly or strictly monotone single-valued mapping, a requirement that is rarely met. Second,...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.