@inproceedings{74814f99ea2049b599da0428a99dfa3a,
title = "On the rate analysis of inexact augmented Lagrangian schemes for convex optimization problems with misspecified constraints",
abstract = "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 Lagrangian scheme for computing an optimal solution x∗ while simultaneously learning θ∗.",
author = "H. Ahmadi and Aybat, {N. S.} and Shanbhag, {U. V.}",
note = "Publisher Copyright: {\textcopyright} 2016 American Automatic Control Council (AACC).; 2016 American Control Conference, ACC 2016 ; Conference date: 06-07-2016 Through 08-07-2016",
year = "2016",
month = jul,
day = "28",
doi = "10.1109/ACC.2016.7526119",
language = "English (US)",
series = "Proceedings of the American Control Conference",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "4841--4846",
booktitle = "2016 American Control Conference, ACC 2016",
address = "United States",
}