Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems.
Yuchen FangSen NaMichael W. MahoneyMladen KolarPublished in: SIAM J. Optim. (2024)
Keyphrases
- constrained optimization problems
- trust region
- sequential quadratic programming
- global convergence
- global optimum
- optimization methods
- line search
- optimization problems
- constrained optimization
- evolutionary algorithm
- differential evolution
- column generation
- newton method
- optimization method
- penalty function
- convergence analysis
- simulated annealing
- convergence rate
- optimal solution
- convergence speed
- objective function
- crossover operator
- fitness function
- step size
- log likelihood
- levenberg marquardt
- genetic programming
- search space
- approximation methods
- optimization algorithm
- linear programming
- least squares