2 papers
math.OC2026
Sequential Quadratic Optimization for Solving Expectation Equality Constrained Stochastic Optimization Problems
Haoming Shen, Yang Zeng, Baoyu Zhou
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider…
math.OC2025
Generalization of Silver Stepsize Schedule to Stochastic Optimization
Luwei Bai, Yang Zeng, Baoyu Zhou
This work introduces a two-step stepsize schedule for stochastic gradient methods minimizing smooth strongly convex functions. We consider the setting where only stochastic gradien…