SQP-based Projection SPSA Algorithm for Stochastic Optimization with Inequality Constraints

Jiahao Shi, James C. Spall. SQP-based Projection SPSA Algorithm for Stochastic Optimization with Inequality Constraints. In 2021 American Control Conference, ACC 2021, New Orleans, LA, USA, May 25-28, 2021. pages 1244-1249, IEEE, 2021. [doi]

Abstract

Abstract is missing.