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An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians |
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| Authors: | Na Sen Anitescu Mihai Kolar Mladen |
| Institution: | 1.Department of Statistics, University of California, Berkeley, United States ;2.International Computer Science Institute, Berkeley, United States ;3.Mathematics and Computer Science Division, Argonne National Laboratory, Lemont, United States ;4.Booth School of Business, University of Chicago, Chicago, United States ; |
| Abstract: | Mathematical Programming - We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation,... |
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