mlsanityData to 14 Oct 2026

A Sequential Quadratic Programming Method with High Probability Complexity Bounds for Nonlinear Equality Constrained Stochastic Optimization

arXiv 2301.00477 ↗First posted 1 Jan 2023math.OC stat.MLcited by 8

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Abstract (arXiv)

A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic approximations of the objective function and its associated derivatives can be computed via inexact probabilistic zeroth- and first-order oracles. Under reasonable assumptions, a high-probability bound on the iteration complexity of the algorithm to approximate first-order stationarity is derived. Numerical results on standard nonlinear optimization test problems illustrate the advantages and limitations of our proposed method.

Key facts. Cited by 8 papers in the map (data through 14 Oct 2026). Builds on 20 of its 47 references that are in the map. First posted on arXiv 1 Jan 2023.

Builds on

20 of 47 references.

References · 20

  1. 2016Variance-Reduced and Projection-Free Stochastic Optimizationcited by 40
  2. 2020Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimizationcited by 30
  3. 2015Global convergence rate analysis of unconstrained optimization methods based on probabilistic modelscited by 27
  4. 2015Stochastic Optimization Using a Trust-Region Method and Random Modelscited by 26
  5. 2021An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangianscited by 25
  6. 2021A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear Equality Constrained Optimization with Rank-Deficient Jacobianscited by 22
  7. 2021Worst-Case Complexity of an SQP Method for Nonlinear Equality Constrained Stochastic Optimizationcited by 19
  8. 2021Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programmingcited by 17
  9. 2019Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noisecited by 13
  10. 2022Accelerating Stochastic Sequential Quadratic Programming for Equality Constrained Optimization using Predictive Variance Reductioncited by 13
  11. 2021Inexact Sequential Quadratic Optimization for Minimizing a Stochastic Objective Function Subject to Deterministic Nonlinear Equality Constraintscited by 11
  12. 2022An Adaptive Sampling Sequential Quadratic Programming Method for Equality Constrained Stochastic Optimizationcited by 11
8 more
  1. 2013Convergence of trust-region methods based on probabilistic modelscited by 10
  2. 2018Generalized Stochastic Frank-Wolfe Algorithm with Stochastic "Substitute" Gradient for Structured Convex Optimizationcited by 8
  3. 2022First- and Second-Order High Probability Complexity Bounds for Trust-Region Methods with Noisy Oraclescited by 8
  4. 2018Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methodscited by 7
  5. 2021Constrained Optimization in the Presence of Noisecited by 7
  6. 2022Direct search based on probabilistic descent in reduced spacescited by 7
  7. 2021High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oraclescited by 2
  8. 2022Linesearch Newton-CG methods for convex optimization with noisecited by 1

Built on by

Cited by year (2026 to 14 Oct)

Citing papers per year: 2023: 2; 2024: 2; 2025: 2; 2026: 2.

8 papers.

  1. 2023Oracle Complexity of Single-Loop Switching Subgradient Methods for Non-Smooth Weakly Convex Functional Constrained Optimizationcited by 11
  2. 2025Single-loop Algorithms for Stochastic Non-convex Optimization with Weakly-Convex Constraintscited by 6
  3. 2023Almost-sure convergence of iterates and multipliers in stochastic sequential quadratic optimizationcited by 5
  4. 2024Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Modelscited by 5
  5. 2025High Probability Complexity Bounds of Trust-Region Stochastic Sequential Quadratic Programming with Heavy-Tailed Noisecited by 4
  6. 2026A Trust-Region Interior-Point Stochastic Sequential Quadratic Programming Methodcited by 2
  7. 2024A Trust-Region Algorithm for Noisy Equality Constrained Optimizationcited by 1
  8. 2026TR-SSQP: A Trust-Region Method for Constrained Stochastic Optimization under Heavy-Tailed Noisecited by 0