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Found 3 papers, 1 papers with code
A Sequential Quadratic Programming Method with High Probability Complexity Bounds for Nonlinear Equality Constrained Stochastic Optimization
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems.
Grad-GradaGrad? A Non-Monotone Adaptive Stochastic Gradient Method
The classical AdaGrad method adapts the learning rate by dividing by the square root of a sum of squared gradients.
Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization
It is assumed in this setting that it is intractable to compute objective function and derivative values explicitly, although one can compute stochastic function and gradient estimates.
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