Inexact Sequential Quadratic Optimization for Minimizing a Stochastic Objective Function Subject to Deterministic Nonlinear Equality Constraints

Daniel P. Robinson, Baoyu Zhou, Frank E. Curtis

Publication date: 7 July 2021

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Stochastic programming (90C15) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

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