Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction
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Publication:6166650
DOI10.1007/s10589-023-00483-2arXiv2204.04161OpenAlexW4366428518MaRDI QIDQ6166650
Zihong Yi, Baoyu Zhou, Albert S. Berahas, Jiahao Shi
Publication date: 3 August 2023
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.04161
equality constraintsvariance reductionconstrained stochastic optimizationsequential quadratic programming (SQP)
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