Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems
Yuchen Fang, Sen Na, Michael W. Mahoney, Mladen Kolar
Topics & Concepts
Trust regionMathematicsQuadratic programmingMathematical optimizationStochastic programmingSequential quadratic programmingQuadratic equationQuadratically constrained quadratic programSecond-order cone programmingStochastic optimizationConvex optimizationRegular polygonComputer scienceRADIUSComputer securityGeometryStochastic Gradient Optimization TechniquesAdvanced Optimization Algorithms ResearchRisk and Portfolio Optimization