Stochastic dual dynamical systems for linear equality constrained convex optimization problems

doi:10.1016/j.cnsns.2025.109538

Stochastic dual dynamical systems for linear equality constrained convex optimization problems

2025-11-25

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DOI：10.1016/j.cnsns.2025.109538

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Abstract

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• The primal problem is reformulated as a dual optimization problem via Ito stochastic dynamical system. • The convergence rates in expectation are obtained under three noise regimes. • Theoretical results are applied to an expected loss minimization problem with expected constraint.

Stochastic dual dynamical systems for linear equality constrained convex optimization problems

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