41 citations · 80 across the 19 of their papers we have counts for
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math.OC2021★ 2 cited
Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programming
Sen Na, Mihai Anitescu, Mladen Kolar
We study nonlinear optimization problems with a stochastic objective and deterministic equality and inequality constraints, which emerge in numerous applications including finance,…
math.OC2021★ 1 cited
A Fast Temporal Decomposition Procedure for Long-horizon Nonlinear Dynamic Programming
Sen Na, Mihai Anitescu, Mladen Kolar
We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that uti…
math.OC2021
An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians
Sen Na, Mihai Anitescu, Mladen Kolar
We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, a…