Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming

DOI10.1007/s10107-023-01935-7arXiv2109.11502OpenAlexW3200021914MaRDI QIDQ6052061

Mihai Anitescu, Mladen Kolar, Sen Na

Publication date: 23 October 2023

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.11502

zbMATH Keywords

stochastic optimizationsequential quadratic programminginequality constraintsexact augmented Lagrangian

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Methods of successive quadratic programming type (90C55)

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