4 papers
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…
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…
Optimistic Noise-Aware Sequential Quadratic Programming for Equality Constrained Optimization with Rank-Deficient Jacobians
Albert S. Berahas, Jiahao Shi, Baoyu Zhou
We propose and analyze a sequential quadratic programming algorithm for minimizing a noisy nonlinear smooth function subject to noisy nonlinear smooth equality constraints. The alg…
A Sequential Quadratic Programming Method with High Probability Complexity Bounds for Nonlinear Equality Constrained Stochastic Optimization
Albert S. Berahas, Miaolan Xie, Baoyu Zhou
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint functio…