An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints

DOI10.1016/J.CAMWA.2023.09.014arXiv2305.01018OpenAlexW4387275301MaRDI QIDQ6072951

Boyan Stefanov Lazarov, Brendan Keith, Cem Karamanli, Raghu Bollapragada, Socratis Petrides, Jingyi Wang

Publication date: 13 October 2023

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2305.01018

zbMATH Keywords

stochastic optimizationconstrained optimizationmachine learningaugmented Lagrangianengineering designadaptive sampling

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Stochastic programming (90C15)

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