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Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction.
Albert S. Berahas
Jiahao Shi
Zihong Yi
Baoyu Zhou
Published in:
Comput. Optim. Appl. (2023)
Keyphrases
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constrained optimization
variance reduction
sequential quadratic programming
monte carlo
gradient estimation
sample size
bias variance decomposition
objective function
importance sampling
penalty function
unconstrained optimization
confidence intervals
naive bayes classifier
markov chain
naive bayes