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math.OC2025
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…
math.OC2024
Modified Line Search Sequential Quadratic Methods for Equality-Constrained Optimization with Unified Global and Local Convergence Guarantees
Albert S. Berahas, Raghu Bollapragada, Jiahao Shi
In this paper, we propose a method that has foundations in the line search sequential quadratic programming paradigm for solving general nonlinear equality constrained optimization…