Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction
Albert S. Berahas, Jiahao Shi, Zihong Yi, Baoyu Zhou
Topics & Concepts
MathematicsQuadratic programmingIterated functionVariance reductionReduction (mathematics)Sequential quadratic programmingMathematical optimizationVariance (accounting)Binary numberQuadratic equationStochastic programmingConstant (computer programming)AlgorithmComputer scienceStatisticsMonte Carlo methodBusinessMathematical analysisAccountingProgramming languageGeometryArithmeticStochastic Gradient Optimization TechniquesAdvanced Bandit Algorithms ResearchSparse and Compressive Sensing Techniques