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math.OC2025
Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints
Albert S. Berahas, Raghu Bollapragada, Shagun Gupta
In this paper, we propose a framework based on the Retrospective Approximation (RA) paradigm to solve optimization problems with a stochastic objective function and general nonline…
math.OC2025
On the Convergence and Complexity of the Stochastic Central Finite-Difference Based Gradient Estimation Methods
Raghu Bollapragada, Cem Karamanli
This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-differe…