Fully Stochastic Trust-Region Sequential Quadratic Programming for
Equality-Constrained Optimization Problems

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Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems

29 November 2022

Michael W. Mahoney

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Papers citing "Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems"

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Title
High Probability Complexity Bounds of Trust-Region Stochastic Sequential Quadratic Programming with Heavy-Tailed Noise Yuchen Fang Javad Lavaei Katya Scheinberg 76 0 0 24 Mar 2025
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming Sen Na Michael W. Mahoney 60 9 0 27 May 2022
Hessian Averaging in Stochastic Newton Methods Achieves Superlinear Convergence Sen Na Michal Derezinski Michael W. Mahoney 84 16 0 20 Apr 2022
Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programming Sen Na M. Anitescu Mladen Kolar 56 34 0 23 Sep 2021
A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear Equality Constrained Optimization with Rank-Deficient Jacobians A. Berahas Frank E. Curtis Michael OÑeill Daniel P. Robinson 48 33 0 24 Jun 2021
An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians Sen Na M. Anitescu Mladen Kolar 72 44 0 10 Feb 2021
Unified Optimal Analysis of the (Stochastic) Gradient Method Sebastian U. Stich 54 113 0 09 Jul 2019
Fast and Faster Convergence of SGD for Over-Parameterized Models and an Accelerated Perceptron Sharan Vaswani Francis R. Bach Mark Schmidt 83 299 0 16 Oct 2018