Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming (Q6052061): Difference between revisions

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scientific article; zbMATH DE number 7753214

Language	Label	Description	Also known as
English	Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming	scientific article; zbMATH DE number 7753214

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instance of

scholarly article

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title

Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming (English)

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Mathematical Programming. Series A. Series B

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publication date

23 October 2023

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full work available at URL

https://arxiv.org/abs/2109.11502

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zbMATH Keywords

inequality constraints

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stochastic optimization

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exact augmented Lagrangian

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sequential quadratic programming

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MaRDI profile type

MaRDI publication profile

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cites work

Convergence of Trust-Region Methods Based on Probabilistic Models

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Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise

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Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization

0 references

Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction

0 references

Q3690580

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State-of-the-Art-Survey—Stochastic Programming: Computation and Applications

0 references

Q4840764

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Adaptive Sampling Strategies for Stochastic Optimization

0 references

Optimization Methods for Large-Scale Machine Learning

0 references

Sample size selection in optimization methods for machine learning

0 references

Global convergence rate analysis of unconstrained optimization methods based on probabilistic models

0 references

Stochastic optimization using a trust-region method and random models

0 references

LSOS: Line-search second-order stochastic optimization methods for nonconvex finite sums

0 references

A nonmonotone truncated Newton-Krylov method exploiting negative curvature directions, for large scale unconstrained optimization

0 references

Hybrid Deterministic-Stochastic Methods for Data Fitting

0 references

A NOTE ON THE SQUARED SLACK VARIABLES TECHNIQUE FOR NONLINEAR OPTIMIZATION

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Q2879237

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Q3236242

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CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization

0 references

Complexity and global rates of trust-region methods based on probabilistic models

0 references

Line search methods with variable sample size for unconstrained optimization

0 references

Inequality Constrained Least-Squares Estimation

0 references

New results on a class of exact augmented Lagrangians

0 references

Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function

0 references

New Results on a Continuously Differentiable Exact Penalty Function

0 references

A sequential quadratic programming algorithm with an additional equality constrained phase

0 references

An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians

0 references

Q5491447

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Constrained Maximum Likelihood Estimation of Relative Abundances of Protein Conformation in a Heterogeneous Mixture From Small Angle X-Ray Scattering Intensity Measurements

0 references

Constrained Optimization in the Presence of Noise

0 references

A Stochastic Line Search Method with Expected Complexity Analysis

0 references

A constrained maximum-likelihood approach to estimating switching regressions

0 references

A New Class of Augmented Lagrangians in Nonlinear Programming

0 references

A new augmented Lagrangian function for inequality constraints in nonlinear programming problems

0 references

A Continuously Differentiable Exact Penalty Function for Nonlinear Programming Problems with Inequality Constraints

0 references

An exact penalty function method with global convergence properties for nonlinear programming problems

0 references

An Augmented Lagrangian Function with Improved Exactness Properties

0 references

Q3890423

0 references

Convergence to Second-Order Stationary Points of a Primal-Dual Algorithm Model for Nonlinear Programming

0 references

A truncated Newton method in an augmented Lagrangian framework for nonlinear programming

0 references

A primal-dual algorithm for nonlinear programming exploiting negative curvature directions

0 references

An exact penalty-Lagrangian approach for large-scale nonlinear programming

0 references

An Introduction to Matrix Concentration Inequalities

0 references

Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems

0 references

Scalable Nonlinear Programming via Exact Differentiable Penalty Functions and Trust-Region Newton Methods

0 references

Identifiers

arXiv ID

2109.11502

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DOI

10.1007/s10107-023-01935-7

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6052061

@@ Property / cites work @@
+Convergence of Trust-Region Methods Based on Probabilistic Models
+Normal rank
@@ Property / cites work @@
+Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
+Normal rank
@@ Property / cites work @@
+Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction
+Normal rank
@@ Property / cites work @@
+Q3690580
@@ Property / cites work: Q3690580 / rank @@
+Normal rank
@@ Property / cites work @@
+State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
+Normal rank
@@ Property / cites work @@
+Q4840764
@@ Property / cites work: Q4840764 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Sampling Strategies for Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+Optimization Methods for Large-Scale Machine Learning
+Normal rank
@@ Property / cites work @@
+Sample size selection in optimization methods for machine learning
+Normal rank
@@ Property / cites work @@
+Global convergence rate analysis of unconstrained optimization methods based on probabilistic models
+Normal rank
@@ Property / cites work @@
+Stochastic optimization using a trust-region method and random models
+Normal rank
@@ Property / cites work @@
+LSOS: Line-search second-order stochastic optimization methods for nonconvex finite sums
+Normal rank
@@ Property / cites work @@
+A nonmonotone truncated Newton-Krylov method exploiting negative curvature directions, for large scale unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Hybrid Deterministic-Stochastic Methods for Data Fitting
+Normal rank
@@ Property / cites work @@
+A NOTE ON THE SQUARED SLACK VARIABLES TECHNIQUE FOR NONLINEAR OPTIMIZATION
+Normal rank
@@ Property / cites work @@
+Q2879237
@@ Property / cites work: Q2879237 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3236242
@@ Property / cites work: Q3236242 / rank @@
+Normal rank
@@ Property / cites work @@
+CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
+Normal rank
@@ Property / cites work @@
+Complexity and global rates of trust-region methods based on probabilistic models
+Normal rank
@@ Property / cites work @@
+Line search methods with variable sample size for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Inequality Constrained Least-Squares Estimation
@@ Property / cites work: Inequality Constrained Least-Squares Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+New results on a class of exact augmented Lagrangians
+Normal rank
@@ Property / cites work @@
+Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
+Normal rank
@@ Property / cites work @@
+New Results on a Continuously Differentiable Exact Penalty Function
+Normal rank
@@ Property / cites work @@
+A sequential quadratic programming algorithm with an additional equality constrained phase
+Normal rank
@@ Property / cites work @@
+An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians
+Normal rank
@@ Property / cites work @@
+Q5491447
@@ Property / cites work: Q5491447 / rank @@
+Normal rank
@@ Property / cites work @@
+Constrained Maximum Likelihood Estimation of Relative Abundances of Protein Conformation in a Heterogeneous Mixture From Small Angle X-Ray Scattering Intensity Measurements
+Normal rank
@@ Property / cites work @@
+Constrained Optimization in the Presence of Noise
@@ Property / cites work: Constrained Optimization in the Presence of Noise / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Line Search Method with Expected Complexity Analysis
+Normal rank
@@ Property / cites work @@
+A constrained maximum-likelihood approach to estimating switching regressions
+Normal rank
@@ Property / cites work @@
+A New Class of Augmented Lagrangians in Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+A new augmented Lagrangian function for inequality constraints in nonlinear programming problems
+Normal rank
@@ Property / cites work @@
+A Continuously Differentiable Exact Penalty Function for Nonlinear Programming Problems with Inequality Constraints
+Normal rank
@@ Property / cites work @@
+An exact penalty function method with global convergence properties for nonlinear programming problems
+Normal rank
@@ Property / cites work @@
+An Augmented Lagrangian Function with Improved Exactness Properties
+Normal rank
@@ Property / cites work @@
+Q3890423
@@ Property / cites work: Q3890423 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence to Second-Order Stationary Points of a Primal-Dual Algorithm Model for Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+A truncated Newton method in an augmented Lagrangian framework for nonlinear programming
+Normal rank
@@ Property / cites work @@
+A primal-dual algorithm for nonlinear programming exploiting negative curvature directions
+Normal rank
@@ Property / cites work @@
+An exact penalty-Lagrangian approach for large-scale nonlinear programming
+Normal rank
@@ Property / cites work @@
+An Introduction to Matrix Concentration Inequalities
+Normal rank
@@ Property / cites work @@
+Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems
+Normal rank
@@ Property / cites work @@
+Scalable Nonlinear Programming via Exact Differentiable Penalty Functions and Trust-Region Newton Methods
+Normal rank