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08/07/2023
Almost-sure convergence of iterates and multipliers in stochastic sequential quadratic optimization
Stochastic sequential quadratic optimization (SQP) methods for solving c...
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04/28/2023
A Stochastic-Gradient-based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems
A stochastic-gradient-based interior-point algorithm for minimizing a co...
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06/24/2021
A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear Equality Constrained Optimization with Rank-Deficient Jacobians
A sequential quadratic optimization algorithm is proposed for solving sm...
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07/20/2020
Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization
Sequential quadratic optimization algorithms are proposed for solving sm...
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01/18/2020
Adaptive Stochastic Optimization
Optimization lies at the heart of machine learning and signal processing...
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12/29/2017
A Stochastic Trust Region Algorithm
An algorithm is proposed for solving stochastic and finite sum minimizat...
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07/02/2017
Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization
A method is proposed for solving equality constrained nonlinear optimiza...
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06/30/2017
Optimization Methods for Supervised Machine Learning: From Linear Models to Deep Learning
The goal of this tutorial is to introduce key models, algorithms, and op...
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06/15/2016