Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization

DOI10.1137/20M1354556zbMath1469.90134arXiv2007.10525OpenAlexW3161641506MaRDI QIDQ4989938

Albert S. Berahas, Daniel P. Robinson, Baoyu Zhou, Frank E. Curtis

Publication date: 27 May 2021

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.10525

zbMATH Keywords

stochastic optimizationnonlinear optimizationsequential quadratic optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Methods of successive quadratic programming type (90C55)

Related Items

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Uses Software

• LANCELOT
• CUTEr
• Ipopt
• SOCS
• CUTE

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