Fully stochastic trust-region sequential quadratic programming for equality-constrained optimization problems
DOI10.1137/22M1537862zbMATH Open1548.90334MaRDI QIDQ6561378FDOQ6561378
Authors: Yuchen Fang, Sen Na, Michael W. Mahoney, Mladen Kolar
Publication date: 25 June 2024
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
sequential quadratic programmingnonlinear optimizationconstrained stochastic optimizationtrust-region method
Methods of successive quadratic programming type (90C55) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Stochastic programming (90C15)
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