Statistical inference of constrained stochastic optimization via sketched sequential quadratic programming
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Cites work
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Cited in
(3)- A two-phase stochastic momentum-based algorithm for nonconvex expectation-constrained optimization
- A stochastic-gradient-based interior-point algorithm for solving smooth bound-constrained optimization problems
- Variance-reduced first-order methods for deterministically constrained stochastic nonconvex optimization with strong convergence guarantees
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