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A single-loop SPIDER-type stochastic subgradient method for expectation-constrained nonconvex nonsmooth optimization

A single-loop SPIDER-type stochastic subgradient method for expectation-constrained nonconvex nonsmooth optimization

Many real-world problems, such as those with fairness constraints, involve complex expectation constraints and large datasets, necessitating the design of efficient stochastic methods to solve them. Most existing research focuses on cases with no {constraint} or easy-to-project constraints or deterministic constraints. In this paper, we consider nonconvex nonsmooth stochastic optimization …