Partial constrained method
SQP-based algorithm with stochastic constraints, developed for decentralized problems.
SQP-based algorithm with stochastic constraints, developed for decentralized problems.
Two optimization projects are done in IOE-511/MATH-562 and STATS-606. The first one is an overall investigation of many unconstrained methods companied with an exploration of other two line search methods. The second one is a review of unconstrained methods for escaping saddle points.