Fully stochastic trust-region sequential quadratic programming for equality-constrained optimization problems
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Publication:6561378
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Cites work
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- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization
- A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
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- A fully stochastic second-order trust region method
- A trust region algorithm for equality constrained optimization
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- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
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- Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization
- Exploiting negative curvature in deterministic and stochastic optimization
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- Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
- On a subproblem of trust region algorithms for constrained optimization
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Optimal solvers for PDE-constrained optimization
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- Sequential quadratic optimization for nonlinear equality constrained stochastic optimization
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- Stochastic optimization using a trust-region method and random models
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
Cited in
(3)- Sequential quadratic optimization for stochastic optimization with deterministic nonlinear inequality and equality constraints
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
- Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming
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