research
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11/29/2022
Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems
We propose a trust-region stochastic sequential quadratic programming al...
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05/27/2022
Asymptotic Convergence Rate and Statistical Inference for Stochastic Sequential Quadratic Programming
We apply a stochastic sequential quadratic programming (StoSQP) algorith...
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02/10/2021
An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians
We consider the problem of solving nonlinear optimization programs with ...
research
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11/27/2018