25 citations · 77 across the 32 of their papers we have counts for
3 papers · 1 filter
A line search framework with restarting for noisy optimization problems
Albert S. Berahas, Michael J. O'Neill, Clément W. Royer
Nonlinear optimization methods are typically iterative and make use of gradient information to determine a direction of improvement and function information to effectively check fo…
Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints
Albert S. Berahas, Raghu Bollapragada, Shagun Gupta
In this paper, we propose a framework based on the Retrospective Approximation (RA) paradigm to solve optimization problems with a stochastic objective function and general nonline…
Optimistic Noise-Aware Sequential Quadratic Programming for Equality Constrained Optimization with Rank-Deficient Jacobians
Albert S. Berahas, Jiahao Shi, Baoyu Zhou
We propose and analyze a sequential quadratic programming algorithm for minimizing a noisy nonlinear smooth function subject to noisy nonlinear smooth equality constraints. The alg…