2 papers
math.OC2026
Complexity of an inexact stochastic SQP algorithm for equality constrained optimization
Michael J. O'Neill, Aoji Tang
In this paper, we consider nonlinear optimization problems with a stochastic objective function and deterministic equality constraints. We propose an inexact two-stepsize stochasti…
math.OC2026
A Sequential Cubic Programming Method with Second-Order Complexity Guarantees for Equality Constrained Optimization
Nikos Dimou, Michael J. O'Neill
We develop a new method for equality constrained optimization problems based on a sequential cubic programming framework. Each iteration utilizes a step decomposition based on the…