An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians - Na, Sen; Anitescu, Mihai; Kolar, Mladen (Mathematical programming, 2023)
Keywords: Algorithms; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Full Length Paper; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Mathematics of Computing; Numerical Analysis; Theoretical; Exact penalty; 90C30; Sequential quadratic programming; 90C55; Augmented Lagrangian; 90-08; 90C90; 90C15; 90C26; Stochastic optimization