Statistical inference of constrained stochastic optimization via sketched sequential quadratic programming (Q6982667)

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scientific article; zbMATH DE number 8041982
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    Statistical inference of constrained stochastic optimization via sketched sequential quadratic programming
    scientific article; zbMATH DE number 8041982

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      Statistical inference of constrained stochastic optimization via sketched sequential quadratic programming (English)
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      16 May 2025
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      constrained stochastic optimization
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      Newton sketching
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      online inference
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      uncertainty quantification
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      randomized numerical linear algebra
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