5 papers · 1 filter
A Trust-Region Interior-Point Stochastic Sequential Quadratic Programming Method
Yuchen Fang, Jihun Kim, Sen Na +2
In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving optimization problems with a stochastic objectiv…
TRSVR: An Adaptive Stochastic Trust-Region Method with Variance Reduction
Yuchen Fang, Xinshou Zheng, Javad Lavaei
We propose a stochastic trust-region method for unconstrained nonconvex optimization that incorporates stochastic variance-reduced gradients (SVRG) to accelerate convergence. Unlik…
On the Sharp Input-Output Analysis of Nonlinear Systems under Adversarial Attacks
Jihun Kim, Yuchen Fang, Javad Lavaei
This paper is concerned with learning the input-output mapping of general nonlinear dynamical systems. While the existing literature focuses on Gaussian inputs and benign disturban…
High Probability Complexity Bounds of Trust-Region Stochastic Sequential Quadratic Programming with Heavy-Tailed Noise
Yuchen Fang, Javad Lavaei, Sen Na
In this paper, we consider nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Stochastic Sequential Quadr…
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…