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20202025
most citedMultiplicative noise and heavy tails in stochastic optimization

32 citations · 32 across the 3 of their papers we have counts for

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math.OC2024

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…