A stochastic sequential quadratic optimization algorithm for nonlinear-equality-constrained optimization with rank-deficient Jacobians
Albert S. Berahas, Frank E. Curtis, Michael J. O’Neill, Daniel P. Robinson
| Year of publication: |
2024
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|---|---|
| Authors: | Berahas, Albert S. ; Curtis, Frank E. ; O'Neill, Michael J. ; Robinson, Daniel P. |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 49.2024, 4, p. 2212-2248
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| Subject: | stochastic optimization | nonlinear optimization | sequential quadratic optimization | rank deficiency | stochastic average approximation | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Nichtlineare Optimierung | Nonlinear programming | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.0154 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015197860