Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization
Albert S. Berahas, Frank E. Curtis, Daniel P. Robinson, Baoyu Zhou
Abstract
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 21 July 2020Accepted: 17 February 2021Published online: 17 May 2021Keywordsnonlinear optimization, stochastic optimization, sequential quadratic optimizationAMS Subject Headings49M05, 49M10, 49M37, 65K05, 65K10, 90C15, 90C30, 90C55Publication DataISSN (print): 1052-6234ISSN (online): 1095-7189Publisher: Society for Industrial and Applied MathematicsCODEN: sjope8
Topics & Concepts
Mathematical optimizationStochastic optimizationQuadratic equationMathematicsOptimization problemStochastic programmingSequential quadratic programmingQuadratic programmingSubject (documents)Nonlinear systemComputer scienceQuantum mechanicsPhysicsGeometryLibrary scienceAdvanced Optimization Algorithms ResearchAdvanced Multi-Objective Optimization AlgorithmsRisk and Portfolio Optimization