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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2605.16263 |
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| _version_ | 1866914571040587776 |
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| author | Jerinkic, Natasa Krklec Morini, Benedetta Yousefi, Mahsa |
| author_facet | Jerinkic, Natasa Krklec Morini, Benedetta Yousefi, Mahsa |
| contents | A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient method on convex set to the use of both a stochastic gradient and a possibly inexact projection map. Under standard assumptions in the field of stochastic gradient methods, we provide theoretical results in agreement with the theory for unconstrained problems. Numerical results are presented to show the practical behavior of the procedure. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_16263 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | A Projected Stochastic Gradient Method for Finite-Sum Problems with Linear Equality Constraints Jerinkic, Natasa Krklec Morini, Benedetta Yousefi, Mahsa Optimization and Control A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient method on convex set to the use of both a stochastic gradient and a possibly inexact projection map. Under standard assumptions in the field of stochastic gradient methods, we provide theoretical results in agreement with the theory for unconstrained problems. Numerical results are presented to show the practical behavior of the procedure. |
| title | A Projected Stochastic Gradient Method for Finite-Sum Problems with Linear Equality Constraints |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2605.16263 |