Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for …
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations …
The solution of quadratic or locally quadratic extremum problems subject to linear (ized) constraints gives rise to linear systems in saddle point form. This is true whether in the …
We develop and analyze a trust-region sequential quadratic programming (SQP) method for the solution of smooth equality constrained optimization problems, which allows the inexact …
We present a line-search algorithm for large-scale continuous optimization. The algorithm is matrix-free in that it does not require the factorization of derivative matrices. Instead, it uses …
This paper presents a methodology for using varying sample sizes in sequential quadratic programming (SQP) methods for solving equality constrained stochastic optimization …
Multiple shooting methods for solving optimal control problems have been developed rapidly in the past decades and are widely considered a promising direction to speed up the …
Fast nonlinear programming methods following the all-at-once approach usually employ Newton's method for solving linearized Karush–Kuhn–Tucker (KKT) systems. In nonconvex …
I Hong, S Na, MW Mahoney… - … Conference on Machine …, 2023 - proceedings.mlr.press
We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and …