Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
Frank E. Curtis, Michael O’Neill, Daniel P. Robinson
Topics & Concepts
MathematicsSequential quadratic programmingMathematical optimizationSequence (biology)Upper and lower boundsMonotonic functionStochastic optimizationLogarithmQuadratic equationNonlinear systemOptimization problemQuadratic programmingQuantum mechanicsGeneticsGeometryMathematical analysisPhysicsBiologyStochastic Gradient Optimization TechniquesSparse and Compressive Sensing TechniquesComplexity and Algorithms in Graphs