2

Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems
We propose a trust-region stochastic sequential quadratic programming algorithm (TR-StoSQP) to solve nonlinear optimization problems …
Cite DOI arXiv
Convergence Analysis of Accelerated Stochastic Gradient Descent under the Growth Condition
We study the convergence of accelerated stochastic gradient descent for strongly convex objectives under the growth condition, which …
Cite DOI arXiv
Constrained Optimization via Exact Augmented Lagrangian and Randomized Iterative Sketching
We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety …
Cite arXiv
A Fast Temporal Decomposition Procedure for Long-horizon Nonlinear Dynamic Programming
We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is …
Cite DOI arXiv
Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programming
We study nonlinear optimization problems with a stochastic objective and deterministic equality and inequality constraints, which …
Cite DOI arXiv
Superconvergence of Online Optimization for Model Predictive Control
We develop a one-Newton-step-per-horizon, online, lag-$L$, model predictive control (MPC) algorithm for solving discrete-time, …
Cite DOI arXiv
Hessian Averaging in Stochastic Newton Methods Achieves Superlinear Convergence
We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the …
Cite DOI arXiv
On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control
We study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems …
Cite DOI arXiv
SFGAE: a Self-feature-based Graph Autoencoder Model for miRNA--disease Associations Prediction
Increasing evidence has suggested that microRNAs (miRNAs) are important biomarkers of various diseases. Numerous graph neural network …
Cite DOI
An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians
We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for …
Cite DOI arXiv