41 citations · 80 across the 19 of their papers we have counts for
4 papers · 1 filter
Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems
Yuchen Fang, Sen Na, Michael W. Mahoney +1
We propose a trust-region stochastic sequential quadratic programming algorithm (TR-StoSQP) to solve nonlinear optimization problems with stochastic objectives and deterministic eq…
Near-Optimal Performance of Stochastic Model Predictive Control
Sungho Shin, Sen Na, Mihai Anitescu
This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative un…
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming
Sen Na, Michael W. Mahoney
We consider online statistical inference of constrained stochastic nonlinear optimization problems. We apply the Stochastic Sequential Quadratic Programming (StoSQP) method to solv…
Hessian Averaging in Stochastic Newton Methods Achieves Superlinear Convergence
Sen Na, Michał Dereziński, Michael W. Mahoney
We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic…