An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
Raghu Bollapragada, Cem Karamanli, Brendan Keith, Boyan S. Lazarov, Socratis Petrides, Jingyi Wang
Topics & Concepts
Augmented Lagrangian methodMathematical optimizationMathematicsAffine transformationConvergence (economics)Optimization problemStochastic optimizationEconomic growthPure mathematicsEconomicsTopology Optimization in EngineeringAdvanced Multi-Objective Optimization AlgorithmsStochastic Gradient Optimization Techniques