Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
Author:
Funder
National Science Foundation
Office of Naval Research
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
https://link.springer.com/content/pdf/10.1007/s10107-023-01981-1.pdf
Reference32 articles.
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2. Berahas, A.S., Curtis, F.E., Robinson, D.P., Zhou, B.: Sequential quadratic optimization for nonlinear equality constrained stochastic optimization. SIAM J. Optim. 31, 1352–1379 (2021)
3. Bertsekas, D.P.: Network optimization: continuous and discrete models, Athena Scientific Belmont (1998)
4. Betts, J.T.: Practical methods for optimal control and estimation using nonlinear programming, SIAM (2010)
5. Byrd, R.H., Lopez-Calva, G., Nocedal, J.: A line search exact penalty method using steering rules. Math. Program. 133, 39–73 (2012)
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