71 citations · 151 across the 51 of their papers we have counts for
5 papers · 2 filters
Inexact Direct-Search Methods for Bilevel Optimization Problems
Youssef Diouane, Vyacheslav Kungurtsev, Francesco Rinaldi +1
In this work, we introduce new direct search schemes for the solution of bilevel optimization (BO) problems. Our methods rely on a fixed accuracy black box oracle for the lower-lev…
Stochastic Approximation for Expectation Objective and Expectation Inequality-Constrained Nonconvex Optimization
Francisco Facchinei, Vyacheslav Kungurtsev
Stochastic Approximation has been a prominent set of tools for solving problems with noise and uncertainty. Increasingly, it becomes important to solve optimization problems wherei…
Hybrid Methods in Polynomial Optimisation
Johannes Aspman, Gilles Bareilles, Vyacheslav Kungurtsev +2
The Moment/Sum-of-squares hierarchy provides a way to compute the global minimizers of polynomial optimization problems (POP), at the cost of solving a sequence of increasingly lar…
A Stochastic-Gradient-based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems
Frank E. Curtis, Vyacheslav Kungurtsev, Daniel P. Robinson +1
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is present…
A Sequential Quadratic Programming Method for Optimization with Stochastic Objective Functions, Deterministic Inequality Constraints and Robust Subproblems
Songqiang Qiu, Vyacheslav Kungurtsev
In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic…