Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming

27 May 2022

Papers citing "Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming"

6 / 6 papers shown

Title
High Probability Complexity Bounds of Trust-Region Stochastic Sequential Quadratic Programming with Heavy-Tailed Noise Yuchen Fang Javad Lavaei Katya Scheinberg 34 0 0 24 Mar 2025
Online Covariance Estimation in Nonsmooth Stochastic Approximation L. Jiang Abhishek Roy Krishna Balasubramanian Damek Davis Dmitriy Drusvyatskiy Sen Na 67 0 0 07 Feb 2025
Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models Yuchen Fang Sen Na Michael W. Mahoney Mladen Kolar 30 1 0 24 Sep 2024
High Confidence Level Inference is Almost Free using Parallel Stochastic Optimization Wanrong Zhu Zhipeng Lou Ziyang Wei Wei Biao Wu 41 1 0 17 Jan 2024
Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programming Sen Na M. Anitescu Mladen Kolar 26 33 0 23 Sep 2021
Physics-informed neural networks with hard constraints for inverse design Lu Lu R. Pestourie Wenjie Yao Zhicheng Wang F. Verdugo Steven G. Johnson PINN 39 494 0 09 Feb 2021