A Sequential Quadratic Programming Method with High Probability Complexity Bounds for Nonlinear Equality Constrained Stochastic Optimization

1 January 2023

Papers citing "A Sequential Quadratic Programming Method with High Probability Complexity Bounds for Nonlinear Equality Constrained Stochastic Optimization"

6 / 6 papers shown

Title
Single-loop Algorithms for Stochastic Non-convex Optimization with Weakly-Convex Constraints Ming-Hsuan Yang Gang Li Quanqi Hu Qihang Lin Tianbao Yang 36 0 0 21 Apr 2025
High Probability Complexity Bounds of Trust-Region Stochastic Sequential Quadratic Programming with Heavy-Tailed Noise Yuchen Fang Javad Lavaei Katya Scheinberg 39 0 0 24 Mar 2025
Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models Yuchen Fang Sen Na Michael W. Mahoney Mladen Kolar 38 1 0 24 Sep 2024
Almost-sure convergence of iterates and multipliers in stochastic sequential quadratic optimization Frank E. Curtis Xin Jiang Qi Wang 48 4 0 07 Aug 2023
Oracle Complexity of Single-Loop Switching Subgradient Methods for Non-Smooth Weakly Convex Functional Constrained Optimization Yan Huang Qihang Lin 29 8 0 30 Jan 2023
Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programming Sen Na M. Anitescu Mladen Kolar 34 33 0 23 Sep 2021