A Sequential Quadratic Programming Method With High-Probability Complexity Bounds for Nonlinear Equality-Constrained Stochastic Optimization

A Sequential Quadratic Programming Method With High-Probability Complexity Bounds for Nonlinear Equality-Constrained Stochastic Optimization

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Veröffentlicht in:SIAM journal on optimization 2025-03, Vol.35 (1), p.240-269
Hauptverfasser: Berahas, Albert S., Xie, Miaolan, Zhou, Baoyu
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container_title SIAM journal on optimization
container_volume 35
creator Berahas, Albert S.
Xie, Miaolan
Zhou, Baoyu
description
doi_str_mv 10.1137/23M1549006
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title A Sequential Quadratic Programming Method With High-Probability Complexity Bounds for Nonlinear Equality-Constrained Stochastic Optimization
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