32 citations · 32 across the 3 of their papers we have counts for
4 papers
An Adaptive, Parallel, and Inexact Newton Method for Large-scale Nonlinear Optimal Control
Luke Bhan, Michael W. Mahoney, Sen Na
We design adaptive overlapping temporal decomposition (AOTD), a parallel sequential quadratic programming (SQP) method for long-horizon nonlinear optimal control problems (OCPs). A…
Online Inference of Constrained Optimization: Primal-Dual Optimality and Sequential Quadratic Programming
Yihang Gao, Michael K. Ng, Michael W. Mahoney +1
We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and…
Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models
Yuchen Fang, Sen Na, Michael W. Mahoney +1
In this work, we consider solving optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Sequential Quadratic Programmi…
Multiplicative noise and heavy tails in stochastic optimization
Liam Hodgkinson, Michael W. Mahoney
Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, sti…