Statistical inference of constrained stochastic optimization via sketched sequential quadratic programming

MaRDI QIDQ6982667zbMATH OpenFDO

Authors Sen Na, Michael W. Mahoney

Publication date 16 May 2025

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://jmlr.org/papers/v26/24-0530.html

zbMATH Keywords

uncertainty quantificationconstrained stochastic optimizationonline inferencerandomized numerical linear algebraNewton sketching

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Stochastic programming (90C15)

This page was built for publication: Statistical inference of constrained stochastic optimization via sketched sequential quadratic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6982667)