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math.OC2026
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…
math.OC2025
A theory on the absence of spurious solutions for nonconvex and nonsmooth optimization
Cedric Josz, Yi Ouyang, Richard Y. Zhang +2
We study the set of continuous functions that admit no spurious local optima (i.e. local minima that are not global minima) which we term \textit{global functions}. They satisfy va…
math.OC2024
The landscape of deterministic and stochastic optimal control problems: One-shot Optimization versus Dynamic Programming
Jihun Kim, Yuhao Ding, Yingjie Bi +1
Optimal control problems can be solved via a one-shot (single) optimization or a sequence of optimization using dynamic programming (DP). However, the computation of their global o…