Cover Image

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Berahas, Albert S., Bollapragada, Raghu, Gupta, Shagun
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 49M05, 49M37, 65K05, 90C06, 90C25, 90C30, 90C35
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

On the Convergence and Complexity of Proximal Gradient and Accelerated Proximal Gradient Methods under Adaptive Gradient Estimation
by: Bollapragada, Raghu, et al.
Published: (2025)

Asymptotic Convergence and Stability of Adaptive Gradient Methods in Smooth Non-convex Optimization
by: Jin, Ruinan, et al.
Published: (2026)

On the Convergence Rates of Iterative Regularization Algorithms for Composite Bi-Level Optimization
by: Shtern, Shimrit, et al.
Published: (2025)

Parallel block coordinate descent methods with identification strategies
by: Lopes, Ronaldo, et al.
Published: (2025)

A Two Stepsize SQP Method for Nonlinear Equality Constrained Stochastic Optimization
by: O'Neill, Michael J.
Published: (2024)

Local Convergence Results for Sequential Quadratic Programming with Complementarity Constraints
by: Nurkanović, Armin
Published: (2026)

On the Convergence of Interior-Point Methods for Bound-Constrained Nonlinear Optimization Problems with Noise
by: Dezfulian, Shima, et al.
Published: (2024)

First- and Second-Order Stochastic Adaptive Regularization with Cubics: High Probability Iteration and Sample Complexity
by: Scheinberg, Katya, et al.
Published: (2023)

A Proximal Stochastic Gradient Method with Adaptive Step Size and Variance Reduction for Convex Composite Optimization
by: Fang, Changjie, et al.
Published: (2025)

Flexible block-iterative analysis for the Frank-Wolfe algorithm
by: Braun, Gábor, et al.
Published: (2024)

Augmented Lagrangian methods for fully convex composite optimization
by: De Marchi, Alberto, et al.
Published: (2025)

Trust-Region Method for Optimization of Set-Valued Maps Given by Finitely Many Functions
by: Ghosh, Suprova, et al.
Published: (2025)

Linesearch-free adaptive Bregman proximal gradient for convex minimization without relative smoothness
by: Ou, Hongjia, et al.
Published: (2025)

MGProx: A nonsmooth multigrid proximal gradient method with adaptive restriction for strongly convex optimization
by: Ang, Andersen, et al.
Published: (2023)

The Grimmer--Shu--Wang Certificate and the Drori--Teboulle Minimax Constant-Stepsize Bound for $N\ge 3$
by: Zhang, Lixing
Published: (2026)

Alternating Gradient-Type Algorithm for Bilevel Optimization with Inexact Lower-Level Solutions via Moreau Envelope-based Reformulation
by: Bai, Xiaoning, et al.
Published: (2024)

Inexact Proximal Point Algorithms for Zeroth-Order Global Optimization
by: Zhang, Minxin, et al.
Published: (2024)

A cut-and-project perspective for linearized Bregman iterations
by: Dai, Yu-Hong, et al.
Published: (2024)

Practical Regularized Quasi-Newton Methods with Inexact Function Values
by: Hamaguchi, Hiroki, et al.
Published: (2026)

Complexity of an inexact stochastic SQP algorithm for equality constrained optimization
by: O'Neill, Michael J., et al.
Published: (2026)

An Interior-Point Algorithm for Continuous Nonlinearly Constrained Optimization with Noisy Function and Derivative Evaluations
by: Curtis, Frank E., et al.
Published: (2025)

Model-Driven Subspaces for Large-Scale Optimization with Local Approximation Strategy
by: He, Yitong, et al.
Published: (2025)

ProxSTORM -- A Stochastic Trust-Region Algorithm for Nonsmooth Optimization
by: Baraldi, Robert J., et al.
Published: (2025)

Mathematical programs with complementarity constraints and application to hyperparameter tuning for nonlinear support vector machines
by: Ward, Samuel, et al.
Published: (2025)

Approximate Bregman Proximal Gradient Algorithm for Relatively Smooth Nonconvex Optimization
by: Takahashi, Shota, et al.
Published: (2023)

A Globally Convergent Method for Computing B-stationary Points of Mathematical Programs with Equilibrium Constraints
by: Nurkanović, Armin, et al.
Published: (2025)

A Near-Optimal Total Complexity for the Inexact Accelerated Proximal Gradient Method via Quadratic Growth
by: Li, Hongda, et al.
Published: (2026)

A Single-loop Proximal Subgradient Algorithm for A Class Structured Fractional Programs
by: Han, Deren, et al.
Published: (2025)

MPPI-IPDDP: Hybrid Method of Collision-Free Smooth Trajectory Generation for Autonomous Robots
by: Kim, Min-Gyeom, et al.
Published: (2022)

Implementing a unified solver for nonlinearly constrained optimization
by: Vanaret, Charlie, et al.
Published: (2024)

A Sequential Homotopy Method for Mathematical Programming Problems
by: Potschka, Andreas, et al.
Published: (2019)

A Second-Order Algorithm Based on Affine Scaling Interior-Point Methods for nonlinear Optimisation with bound constraints
by: Pei, Yonggang, et al.
Published: (2026)

Efficient Implementation of Third-Order Tensor Methods with Adaptive Regularization for Unconstrained Optimization
by: Cartis, Coralia, et al.
Published: (2024)

Modified parameter of Dai Liao conjugacy condition of the conjugate gradient method
by: Alhawarat, Ahmad
Published: (2023)

QPALM: A Proximal Augmented Lagrangian Method for Nonconvex Quadratic Programs
by: Hermans, Ben, et al.
Published: (2020)

Non-Convex Self-Concordant Functions: Practical Algorithms and Complexity Analysis
by: Goldfarb, Donald, et al.
Published: (2025)

A Cubic Regularization Method for Multiobjective Optimization
by: Gonçalves, Douglas S., et al.
Published: (2025)

The iterates of FISTA convergence even under inexact computations and stochastic gradients
by: Salzo, Saverio
Published: (2025)

A General Recipe for Parameter-Free Nonconvex Optimization via Higher-Order Regularization
by: Marumo, Naoki, et al.
Published: (2026)

A full splitting algorithm for fractional programs with structured numerators and denominators
by: Boţ, Radu Ioan, et al.
Published: (2023)