## A momentum-based linearized augmented Lagrangian method for nonconvex constrained stochastic optimization

Nonconvex constrained stochastic optimization has emerged in many important application areas. With general functional constraints it minimizes the sum of an expectation function and a convex nonsmooth regularizer. Main challenges arise due to the stochasticity in the random integrand and the possibly nonconvex functional constraints. To cope with these issues we propose a … Read more