An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians

DOI10.1007/s10107-022-01846-zzbMath1518.90057arXiv2102.05320MaRDI QIDQ6038658

Mihai Anitescu, Mladen Kolar, Sen Na

Publication date: 2 May 2023

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.05320

zbMATH Keywords

stochastic optimization; sequential quadratic programming; augmented Lagrangian; exact penalty

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C30: Nonlinear programming

90C15: Stochastic programming

90C55: Methods of successive quadratic programming type