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math.OC2025
Derivative-Free Sequential Quadratic Programming for Equality-Constrained Stochastic Optimization
Sen Na
We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints, assuming that only zero-order information is available for b…
math.OC2025
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…