3

Distributed Sequential Quadratic Programming with Overlapping Graph Decomposition and Exact Augmented Lagrangian
In this paper, we address the challenge of solving large-scale graph-structured nonlinear programs (gsNLPs) in a scalable manner. …
Cite arXiv
An Asymptotically Optimal Method for Constrained Stochastic Optimization
We perform statistical inference for the solution of stochastic optimization problems with equality and box inequality constraints. The …
Cite PDF
Near-Optimal Performance of Stochastic Predictive Control
We study the performance of stochastic predictive control (SPC) for linear systems with a quadratic performance index and additive and …
Cite arXiv
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming
We consider statistical inference of equality-constrained stochastic nonlinear optimization problems. We develop a fully online …
Cite arXiv