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math.OC2023
Almost-sure convergence of iterates and multipliers in stochastic sequential quadratic optimization
Frank E. Curtis, Xin Jiang, Qi Wang
Stochastic sequential quadratic optimization (SQP) methods for solving continuous optimization problems with nonlinear equality constraints have attracted attention recently, such…
math.OC2023
A globally convergent difference-of-convex algorithmic framework and application to log-determinant optimization problems
Chaorui Yao, Xin Jiang
The difference-of-convex algorithm (DCA) is a conceptually simple method for the minimization of (possibly) nonconvex functions that are expressed as the difference of two convex f…