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Muon with Nesterov Momentum: Heavy-Tailed Noise and (Randomized) Inexact Polar Decomposition
Most first-order optimizers treat matrix-valued parameters as vectors, ignoring the intrinsic geometry of hidden-layer weights in …
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A Trust-Region Interior-Point Stochastic Sequential Quadratic Programming Method
In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving …
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Online Inference of Constrained Optimization: Primal-Dual Optimality and Sequential Quadratic Programming
We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. …
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Overlapping Schwarz Scheme for Linear-Quadratic Programs in Continuous Time
We present an optimize-then-discretize framework for solving linear-quadratic optimal control problems (OCP) governed by …
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Online Statistical Inference of Constrained Stochastic Optimization via Random Scaling
Constrained stochastic nonlinear optimization problems have attracted significant attention for their ability to model complex …
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Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models
In this work, we consider solving optimization problems with a stochastic objective and deterministic equality constraints. We propose …
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Parallel 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. …
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