Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization

DOI10.1007/s10107-023-01981-1arXiv2112.14799MaRDI QIDQ6126655

Michael J. O'Neill, Daniel P. Robinson, Frank E. Curtis

Publication date: 9 April 2024

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

Full work available at URL: https://arxiv.org/abs/2112.14799

zbMATH Keywords

stochastic optimizationnonlinear optimizationworst-case complexitysequential quadratic optimization

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Analysis of algorithms (68W40) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Complexity and performance of numerical algorithms (65Y20) Methods of successive quadratic programming type (90C55)

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