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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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0111 · Mar 202519922001200920172026
5 results for “SSQP”
Online Statistical Inference of Constrained Stochastic Optimization via Random Scalingstat.ML

New method for online inference of constrained optimization problems.

problem Online inference of constrained stochastic optimization problems.
method Random scaling of Sketched Stochastic Sequential Quadratic Programming (SSQP).
result Asymptotically valid confidence intervals and matrix-free computation.
online inferenceconstrained optimizationstochastic optimizationrandom scalingSSQP
2025-05-23abs ↗pdf ↗
Derivative-Free Sequential Quadratic Programming for Equality-Constrained Stochastic Optimizationmath.OC

Derivative-free method solves stochastic optimization problems with noisy objectives and constraints.

problem Solving nonlinear optimization problems with stochastic objectives and deterministic constraints using only zero-order information.
method Derivative-Free Stochastic Sequential Quadratic Programming (DF-SSQP) method using simultaneous perturbation stochastic approximation (SPSA) for gradient and Hessian estimation.
result Global almost-sure convergence of the DF-SSQP method under standard assumptions, with local asymptotic normality and statistical inference.
stochastic optimizationsequential quadratic programmingderivative-free methodsSPSAglobal convergence
2025-10-25abs ↗pdf ↗
High Probability Complexity Bounds of Trust-Region Stochastic Sequential Quadratic Programming with Heavy-Tailed Noisemath.OC

Paper develops a TR-SSQP method for noisy optimization with heavy-tailed noise.

problem Optimization problems with stochastic objectives and heavy-tailed noise.
method Trust-Region Stochastic Sequential Quadratic Programming (TR-SSQP) method.
result Achieves high-probability first-order and second-order stationarity bounds for heavy-tailed noise.
OptimizationStochasticSequential Quadratic ProgrammingHeavy-tailed NoiseTrust-Region
2025-03-24abs ↗pdf ↗
Online Inference of Constrained Optimization: Primal-Dual Optimality and Sequential Quadratic Programmingstat.ML

Develops an online method for solving constrained optimization problems with debiasing techniques.

problem Online inference of solutions to constrained optimization problems with equality and inequality constraints.
method Stochastic Sequential Quadratic Programming (SSQP) with momentum debiasing.
result Achieves global almost-sure convergence and local asymptotic normality with optimal primal-dual limiting covariance.
Sequential Quadratic ProgrammingConstrained OptimizationOnline InferenceDebiasingPrimal-Dual Asymptotic Normality
2025-11-27abs ↗pdf ↗
A Trust-Region Interior-Point Stochastic Sequential Quadratic Programming Methodmath.OC

New method solves optimization problems with stochastic objectives and constraints.

problem Optimization problems with stochastic objectives and deterministic constraints.
method Trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method.
result Global almost-sure convergence to first-order stationary points under standard assumptions.
optimizationstochasticsequential quadratic programmingtrust-regioninterior-point
2026-03-10abs ↗pdf ↗