Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization

Frank E. Curtis, Michael O'Neill, Daniel P. Robinson. Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization. Math. Program., 205(1):431-483, May 2024. [doi]

Authors

Frank E. Curtis

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Michael O'Neill

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Daniel P. Robinson

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