2 papers
stat.ML2025
Online Inference of Constrained Optimization: Primal-Dual Optimality and Sequential Quadratic Programming
Yihang Gao, Michael K. Ng, Michael W. Mahoney +1
We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and…
math.OC2024
Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models
Yuchen Fang, Sen Na, Michael W. Mahoney +1
In this work, we consider solving optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Sequential Quadratic Programmi…