Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization

1 code implementation • 20 Jul 2020 • Albert Berahas, Frank E. Curtis, Daniel P. Robinson, Baoyu Zhou

It is assumed in this setting that it is intractable to compute objective function and derivative values explicitly, although one can compute stochastic function and gradient estimates.

Stochastic Optimization