An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians (Q6038658)

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scientific article; zbMATH DE number 7681265
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An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians
scientific article; zbMATH DE number 7681265

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    An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians (English)
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    2 May 2023
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    stochastic optimization
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    sequential quadratic programming
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    augmented Lagrangian
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    exact penalty
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