Daniel P. Robinson

Inexact Sequential Quadratic Optimization for Minimizing a Stochastic Objective Function Subject to Deterministic Nonlinear Equality Constraints

2021 · arXiv (Cornell University)

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is assumed that constraint …