A data efficient and feasible level set method for stochastic convex optimization with expectation constraints

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作者
Lin, Qihang [1 ]
Nadarajah, Selvaprabu [2 ]
Soheili, Negar [2 ]
Yang, Tianbao [3 ]
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[1] Tippie College of Business, University of Iowa, Iowa City,IA,52242, United States
[2] College of Business Administration, University of Illinois at Chicago, Chicago,IL,60607, United States
[3] Department of Computer Science, University of Iowa, Iowa City,IA,52242, United States
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Convex optimization;
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