@inproceedings{906da329df6d4f8da20b9eb5efe891ee,
title = "Smoothed First-order Algorithms for Expectation-valued Constrained Problems",
abstract = "We consider the development of first-order algorithms for convex stochastic optimization problems with expectation constraints. By recasting the problem as a solution to a monotone stochastic variational inequality problem, we note that a solution to this problem can be obtained as a solution to an unconstrained nonsmooth convex stochastic optimization problem. We utilize a variance-reduced smoothed first-order scheme for resolving such a problem and derive rate statements for such a scheme.",
author = "Afrooz Jalilzadeh and Shanbhag, {Uday V.}",
note = "Publisher Copyright: {\textcopyright} 2019 IEEE.; 53rd Annual Conference on Information Sciences and Systems, CISS 2019 ; Conference date: 20-03-2019 Through 22-03-2019",
year = "2019",
month = apr,
day = "16",
doi = "10.1109/CISS.2019.8692925",
language = "English (US)",
series = "2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
booktitle = "2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019",
address = "United States",
}