inexact computation

Optimistic Noise-Aware Sequential Quadratic Programming for Equality Constrained Optimization with Rank-Deficient Jacobians

  • Jiahao Shi
  • Baoyu Zhou
  • Albert S. Berahas
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , , , , ,

    We propose and analyze a sequential quadratic programming algorithm for minimizing a noisy nonlinear smooth function subject to noisy nonlinear smooth equality constraints. The algorithm uses a step decomposition strategy and, as a result, is robust to potential rank-deficiency in the constraints, allows for two different step size strategies, and has an early stopping mechanism. … Read more

    New Analysis and Results for the Conditional Gradient Method

  • Robert M. Freund
  • Paul Grigas
    • Categories Convex Optimization Tags , , , ,

    We present new results for the conditional gradient method (also known as the Frank-Wolfe method). We derive computational guarantees for arbitrary step-size sequences, which are then applied to various step-size rules, including simple averaging and constant step-sizes. We also develop step-size rules and computational guarantees that depend naturally on the warm-start quality of the initial … Read more