A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear Equality Constrained Optimization with Rank-Deficient Jacobians
A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear equality constrained optimization problems in which the objective function is defined by an expectation of a stochastic function. The algorithmic structure of the proposed method is based on a step decomposition strategy that is known in the literature to be widely effective in practice, … Read more