4 papers · 1 filter
A Proximal-Gradient Method for Constrained Optimization
Yutong Dai, Xiaoyi Qu, Daniel P. Robinson
We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, a…
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints
Frank E. Curtis, Daniel P. Robinson, Baoyu Zhou
A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, a…
A Variance-Reduced and Stabilized Proximal Stochastic Gradient Method with Support Identification Guarantees for Structured Optimization
Yutong Dai, Guanyi Wang, Frank E. Curtis +1
This paper introduces a new proximal stochastic gradient method with variance reduction and stabilization for minimizing the sum of a convex stochastic function and a group sparsit…
Negative Curvature and Second-order optimality for regularized SQP
Phillip Gill, Vyacheslav Kungurtsev, Daniel Robinson
Negative Curvature and Second-order optimality for regularized SQP