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Peer-reviewedLicence not statedIMA Journal of Numerical Analysis

A sequential quadratic programming method for optimization with expectation objective functions, deterministic inequality constraints and robust subproblems

  • Songqiang Qiu1
  • Vyacheslav Kungurtsev2
  1. 1School of Mathematics, China University of Mining and Technology , Daxue Road, 221116 Xuzhou ,
  2. 2Faculty of Electrical Engineering, Czech Technical University in Prague , Karlovo náměstí, 12135 Prague ,
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Cite

BibTeXRIS
BibTeX
@article{qiu2026sequential,
  title = {{A sequential quadratic programming method for optimization with expectation objective functions, deterministic inequality constraints and robust subproblems}},
  author = {Songqiang Qiu and Vyacheslav Kungurtsev},
  journal = {IMA Journal of Numerical Analysis},
  year = {2026},
  month = jun,
  doi = {10.1093/imanum/drag073},
  url = {http://arxiv.org/abs/2302.07947},
}
RIS
TY  - JOUR
TI  - A sequential quadratic programming method for optimization with expectation objective functions, deterministic inequality constraints and robust subproblems
AU  - Songqiang Qiu
AU  - Vyacheslav Kungurtsev
PY  - 2026
DA  - 2026/06/02
JO  - IMA Journal of Numerical Analysis
DO  - 10.1093/imanum/drag073
UR  - http://arxiv.org/abs/2302.07947
SN  - 0272-4979
SN  - 1464-3642
ER  -