A random scaling statistic based on averaged AI-SSQP iterates is asymptotically pivotal for constrained stochastic optimization, enabling matrix-free online confidence intervals.
Combining the above two displays and plugging into (C.10), we complete the proof
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Online Statistical Inference of Constrained Stochastic Optimization via Random Scaling
A random scaling statistic based on averaged AI-SSQP iterates is asymptotically pivotal for constrained stochastic optimization, enabling matrix-free online confidence intervals.