## Variance-reduced first-order methods for deterministically constrained stochastic nonconvex optimization with strong convergence guarantees

\(\) In this paper, we study a class of deterministically constrained stochastic optimization problems. Existing methods typically aim to find an \(\epsilon\)-stochastic stationary point, where the expected violations of both the constraints and first-order stationarity are within a prescribed accuracy of \(\epsilon\). However, in many practical applications, it is crucial that the constraints be nearly … Read more