A Sequential Quadratic Programming Method With High-Probability Complexity Bounds for Nonlinear Equality-Constrained Stochastic Optimization.
SIAM J. Optim., 2025
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints.
SIAM J. Optim., 2024
A Stochastic Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Equality-Constrained Optimization.
INFORMS J. Optim., 2024
Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction.
Comput. Optim. Appl., September, 2023
Online Ad Procurement in Non-stationary Autobidding Worlds.
Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023
Limited-memory BFGS with displacement aggregation.
Math. Program., 2022
Grad-GradaGrad? A Non-Monotone Adaptive Stochastic Gradient Method.
CoRR, 2022
Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions.
SIAM J. Optim., 2021
Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization.
SIAM J. Optim., 2021