A stochastic sequential quadratic optimization algorithm for nonlinear-equality-constrained optimization with rank-deficient Jacobians
Year of publication: |
2024
|
---|---|
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
|
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 |
-
Curtis, Frank E., (2024)
-
Statistical query algorithms for mean vector estimation and stochastic convex optimization
Feldman, Vitaly, (2021)
-
JSOSuite.jl : solving continuous optimization problems with JuliaSmoothOptimizers
Migot, Tangi, (2024)
- More ...
-
Curtis, Frank E., (2024)
-
Robinson, Daniel P., (2015)
-
Robertson, Michelle M., (2008)
- More ...