Residual-Controlled Multiplier Learning

Residual-Controlled Multiplier Learning for Stochastic Constrained Decision-Making

arXiv:2606.07088v1 Announce Type: new Abstract: Stochastic constrained decision-making requires optimizing performance objectives while enforcing statistical requirements such as safety or fairness. However, standard primal--dual methods struggle to update multipliers robustly under stochastic mini-batch feedback, as the noise of mini-batch gradients and constraint estimates can be directly accumulated into the multiplier memory.