Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints | Paper Citation Record

Observation c2f169b0-94b4-4b8d-91e5-2f8b325db40a · outbound

This paper cites An Adaptive Sampling Sequential Quadratic Programming Method for Equality Constrained Stochastic Optimization.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints An Adaptive Sampling Sequential Quadratic Programming Method for Equality Constrained Stochastic Optimization

Reference 1

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This paper cites Sequential quadratic optimization for nonlinear equality constrained stochastic optimization.SIAM Journal on Optimization, 31(2):1352–1379, 2021.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Sequential quadratic optimization for nonlinear equality constrained stochastic optimization.SIAM Journal on Optimization, 31(2):1352–1379, 2021

Reference 2

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Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Unresolved cited work

Reference 3

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This paper cites Athena Scientific, Belmont, Mas- sachusetts, 2009.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Athena Scientific, Belmont, Mas- sachusetts, 2009

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:52.142882Z

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Observation 80ebdc64-4956-4b06-a7f4-74c2dc6d70b9 · outbound

This paper cites Adaptive sampling strategies for stochastic optimization.SIAM Journal on Optimization, 28(4):3312–3343, 2018.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Adaptive sampling strategies for stochastic optimization.SIAM Journal on Optimization, 28(4):3312–3343, 2018

Reference 5

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This paper cites A robust sequential quadratic programming method.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A robust sequential quadratic programming method

Reference 6

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Observation 75ed7f40-cf7e-42bb-8f30-1214d98da453 · outbound

This paper cites Sample size selection in optimization methods for machine learning.Mathematical programming, 134(1):127–155, 2012.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Sample size selection in optimization methods for machine learning.Mathematical programming, 134(1):127–155, 2012

Reference 7

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Observation a065c8e4-fbad-4a61-b8be-2c9c628aa949 · outbound

This paper cites An inexact sqp method for equality constrained optimization.SIAM Journal on Optimization, 19(1):351–369, 2008.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints An inexact sqp method for equality constrained optimization.SIAM Journal on Optimization, 19(1):351–369, 2008

Reference 8

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Observation dae239cf-c8cf-4ceb-a28d-651794562055 · outbound

This paper cites An inexact newton method for nonconvex equality constrained optimization.Mathematical programming, 122(2):273–299, 2010.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints An inexact newton method for nonconvex equality constrained optimization.Mathematical programming, 122(2):273–299, 2010

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:52.010663Z

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Observation 02b1f323-0389-4437-9e4e-b387e6be2ea7 · outbound

This paper cites On the global convergence of trust region algorithms using inexact gradient information.SIAM Journal on Numerical Analysis, 28(1):251–265, 1991.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints On the global convergence of trust region algorithms using inexact gradient information.SIAM Journal on Numerical Analysis, 28(1):251–265, 1991

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.982416Z

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Observation db3ef752-635d-426f-af62-ce7bef19992d · outbound

This paper cites LIBSVM: A library for support vector machines.ACM Transactions on Intelligent Systems and Technology, 2:27:1–27:27, 2011.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints LIBSVM: A library for support vector machines.ACM Transactions on Intelligent Systems and Technology, 2:27:1–27:27, 2011

Reference 11

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Observation b72dc28e-b2fd-4ed9-881b-959d9e3078b2 · outbound

This paper cites Constraint-aware deep neural network compression.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Constraint-aware deep neural network compression

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.943820Z

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Observation 7ede0d10-ff2e-44c5-be21-59e1a97c3428 · outbound

This paper cites Retrospective approximation algorithms for stochastic root finding.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Retrospective approximation algorithms for stochastic root finding

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.924989Z

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Observation eea2951c-38eb-4e12-b7ad-6b01eae39a90 · outbound

This paper cites Stochastic root finding via retrospective approximation.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Stochastic root finding via retrospective approximation

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.899489Z

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Observation 44590deb-0cc0-46af-b6e2-4dba4f2a681a · outbound

This paper cites An Interior-Point Algorithm for Continuous Nonlinearly Constrained Optimization with Noisy Function and Derivative Evaluations.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints An Interior-Point Algorithm for Continuous Nonlinearly Constrained Optimization with Noisy Function and Derivative Evaluations

Reference 15

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Observation a9310e9d-60b3-4a52-81f8-cca477b5de05 · outbound

This paper cites Single-Loop Deterministic and Stochastic Interior-Point Algorithms for Nonlinearly Constrained Optimization.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Single-Loop Deterministic and Stochastic Interior-Point Algorithms for Nonlinearly Constrained Optimization

Reference 16

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Observation 89896f87-fff2-4bca-b8e2-3d58e140ef0f · outbound

This paper cites A Stochastic-Gradient-based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A Stochastic-Gradient-based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems

Reference 17

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Observation c681b517-7407-4103-81b5-6bfe50f14b09 · outbound

This paper cites A matrix-free algorithm for equality constrained optimization problems with rank-deficient jacobians.SIAM Journal on Optimiza- tion, 20(3):1224–1249, 2010.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A matrix-free algorithm for equality constrained optimization problems with rank-deficient jacobians.SIAM Journal on Optimiza- tion, 20(3):1224–1249, 2010

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.879537Z

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Observation 81699343-a910-4a87-a6f4-1f295051f021 · outbound

This paper cites Worst-case complexity of an sqp method for nonlinear equality constrained stochastic optimization.Mathematical Programming, 205(1):431–483, 2024.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Worst-case complexity of an sqp method for nonlinear equality constrained stochastic optimization.Mathematical Programming, 205(1):431–483, 2024

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.859083Z

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Observation 42ae1c29-fb9e-477b-af0c-17d707ee1cf9 · outbound

This paper cites Inexact Sequential Quadratic Optimization for Minimizing a Stochastic Objective Function Subject to Deterministic Nonlinear Equality Constraints.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Inexact Sequential Quadratic Optimization for Minimizing a Stochastic Objective Function Subject to Deterministic Nonlinear Equality Constraints

Reference 20

Resolution: verified exact; local_arxiv, observed 2026-08-07T14:22:50.727289Z

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Observation 21cd4d43-6783-4ac7-be18-2cd2773ef090 · outbound

This paper cites Sequential quadratic optimization for stochastic optimization with deterministic nonlinear inequality and equality constraints.SIAM Journal on Optimization, 34(4):3592–3622, 2024.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Sequential quadratic optimization for stochastic optimization with deterministic nonlinear inequality and equality constraints.SIAM Journal on Optimization, 34(4):3592–3622, 2024

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.840369Z

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Observation 1b59b7dd-422b-4d5c-846d-c59e8038110e · outbound

This paper cites Variable-number sample-path optimization.Mathematical Programming, 117(1-2):81–109, 2009.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Variable-number sample-path optimization.Mathematical Programming, 117(1-2):81–109, 2009

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.810498Z

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Observation 91573312-2f6a-4915-b5f1-a255585d08cb · outbound

This paper cites On the Convergence of Interior-Point Methods for Bound-Constrained Nonlinear Optimization Problems with Noise.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints On the Convergence of Interior-Point Methods for Bound-Constrained Nonlinear Optimization Problems with Noise

Reference 23

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Observation d2c9fa68-3f8f-4831-b9e6-f5e6aa17ab7c · outbound

This paper cites Benchmarking optimization software with performance profiles.Mathematical programming, 91:201–213, 2002.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Benchmarking optimization software with performance profiles.Mathematical programming, 91:201–213, 2002

Reference 24

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Observation 73a2ca97-25e4-4adc-be72-c066e1e29de6 · outbound

This paper cites Fully stochastic trust-region sequential quadratic programming for equality-constrained optimization problems.SIAM Jour- nal on Optimization, 34(2):2007–2037, 2024.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Fully stochastic trust-region sequential quadratic programming for equality-constrained optimization problems.SIAM Jour- nal on Optimization, 34(2):2007–2037, 2024

Reference 25

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Observation 30a77844-2a11-41c0-b94e-4d7b9cbfd64e · outbound

This paper cites Hybrid deterministic-stochastic methods for data fitting.SIAM Journal on Scientific Computing, 34(3):A1380–A1405, 2012.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Hybrid deterministic-stochastic methods for data fitting.SIAM Journal on Scientific Computing, 34(3):A1380–A1405, 2012

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.740994Z

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Observation c5cf4aa1-bc2f-48ed-856f-da6ce9aefd78 · outbound

This paper cites Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization.Mathematical Programming, 155(1- 2):267–305, 2016.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization.Mathematical Programming, 155(1- 2):267–305, 2016

Reference 27

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Observation ea9fbf47-64d6-46dd-a0cc-8099008cae6d · outbound

This paper cites S2MPJ and CUTEst optimization problems for Matlab, Python and Julia.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints S2MPJ and CUTEst optimization problems for Matlab, Python and Julia

Reference 28

Resolution: verified exact; local_arxiv, observed 2026-08-07T14:22:50.655890Z

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Observation ddc9671f-0d8d-4d0c-950b-faab03e76678 · outbound

This paper cites Gurobi Optimizer Reference Manual, 2024.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Gurobi Optimizer Reference Manual, 2024

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Observation b63f6c63-b0c2-4985-9deb-832ad5229cd1 · outbound

This paper cites A globally convergent method for nonlinear programming.Journal of opti- mization theory and applications, 22(3):297–309, 1977.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A globally convergent method for nonlinear programming.Journal of opti- mization theory and applications, 22(3):297–309, 1977

Reference 30

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Observation 68c7337d-9cb0-4a04-99ba-cb08dc75b0cc · outbound

This paper cites eg-vssa: An extragradient variable sample-size stochastic approximation scheme: Error analysis and complexity trade-offs.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints eg-vssa: An extragradient variable sample-size stochastic approximation scheme: Error analysis and complexity trade-offs

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.668163Z

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Observation 894072b8-6bd7-449d-b58b-d6c69986da44 · outbound

This paper cites End-to-End Constrained Optimization Learning: A Survey.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints End-to-End Constrained Optimization Learning: A Survey

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Observation b8e8ee99-e0e8-4b7b-9de8-f949f9a7274c · outbound

This paper cites An optimal method for stochastic composite optimization.Mathematical Programming, 133(1-2):365–397, 2012.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints An optimal method for stochastic composite optimization.Mathematical Programming, 133(1-2):365–397, 2012

Reference 33

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This paper cites Springer, Atlanta, USA, 2020.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Springer, Atlanta, USA, 2020

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.628679Z

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Observation 7d167401-3194-4d8d-a259-8b1032b6185d · outbound

This paper cites A survey on datasets for fairness-aware machine learning.Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery, 12(3):e1452, 2022.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A survey on datasets for fairness-aware machine learning.Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery, 12(3):e1452, 2022

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.603297Z

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Observation 9e7403f6-09f8-453f-bfdb-fb56ad7d68c3 · outbound

This paper cites A survey on bias and fairness in machine learning.ACM computing surveys (CSUR), 54(6):1–35, 2021.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A survey on bias and fairness in machine learning.ACM computing surveys (CSUR), 54(6):1–35, 2021

Reference 36

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Observation b59302b7-4c11-425c-a722-2b41ef64ccc8 · outbound

This paper cites An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians.Mathematical Programming, 199(1-2):721–791, 2023.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians.Mathematical Programming, 199(1-2):721–791, 2023

Reference 37

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.547785Z

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Observation 4c027621-911a-41d5-8b67-178fd016fcd8 · outbound

This paper cites Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming.Mathematical Programming, 202(1):279–353, 2023.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming.Mathematical Programming, 202(1):279–353, 2023

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.518663Z

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Observation 313e5f50-2b28-4b86-9232-45c0f842d787 · outbound

This paper cites A primal dual formulation for deep learning with constraints.Advances in Neural Information Processing Systems, 32, 2019.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A primal dual formulation for deep learning with constraints.Advances in Neural Information Processing Systems, 32, 2019

Reference 39

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.497494Z

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Observation 939d27d1-3bb4-455d-a676-945df496202a · outbound

This paper cites PhD thesis, Purdue University, 2023.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints PhD thesis, Purdue University, 2023

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.476206Z

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Observation 24dd7632-ec68-47c4-b962-805e22c517ec · outbound

This paper cites A retrospec- tive approximation approach for smooth stochastic optimization.Mathematics of Operations Research, 2024.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A retrospec- tive approximation approach for smooth stochastic optimization.Mathematics of Operations Research, 2024

Reference 41

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.452663Z

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Observation 1ac36cd9-0601-40bb-bb6e-27bbafced438 · outbound

This paper cites Numerical optimization 2nd edition springer.New York, 2006.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Numerical optimization 2nd edition springer.New York, 2006

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Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.425622Z

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Observation cfab3a37-0266-43dc-9eba-2d15a5fafc51 · outbound

This paper cites Fast Unconstrained Optimization via Hessian Averaging and Adaptive Gradient Sampling Methods.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Fast Unconstrained Optimization via Hessian Averaging and Adaptive Gradient Sampling Methods

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Observation 66754f8c-bfad-48a7-8f15-999121c9484f · outbound

This paper cites PhD thesis, Ph.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints PhD thesis, Ph

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.398017Z

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Observation a6904e3d-1d50-4efc-8296-3c223b6db872 · outbound

This paper cites A Two Stepsize SQP Method for Nonlinear Equality Constrained Stochastic Optimization.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A Two Stepsize SQP Method for Nonlinear Equality Constrained Stochastic Optimization

Reference 45

Resolution: unresolved; no resolver link, observed 2026-08-07T14:22:50.267134Z

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Observation 5260c917-baea-4f85-9a61-a2d5cdffc231 · outbound

This paper cites On choosing parameters in retrospective-approximation algorithms for stochastic root finding and simulation optimization.Operations Research, 58(4-part-1):889– 901, 2010.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints On choosing parameters in retrospective-approximation algorithms for stochastic root finding and simulation optimization.Operations Research, 58(4-part-1):889– 901, 2010

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.375185Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 44e61132-ff0d-4693-a6b8-25721ec29234 · outbound

This paper cites An introspective on the retrospective-approximation paradigm.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints An introspective on the retrospective-approximation paradigm

Reference 47

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.354665Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 8a84d6aa-b957-44d5-9994-4f2c4c6d399b · outbound

This paper cites Adaptive sequential sample average approximation for solving two-stage stochastic linear programs.SIAM Journal on Optimization, 31(1):1017–1048, 2021.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Adaptive sequential sample average approximation for solving two-stage stochastic linear programs.SIAM Journal on Optimization, 31(1):1017–1048, 2021

Reference 48

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.330120Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 23de84b9-095f-4274-bf0b-955073fa5443 · outbound

This paper cites Large-scale portfolio optimization.Management science, 30(10):1143–1160, 1984.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Large-scale portfolio optimization.Management science, 30(10):1143–1160, 1984

Reference 49

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.308971Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation ebb82a51-464a-4a29-a537-0900fb1b49c1 · outbound

This paper cites Optimal control of uncertain systems using sample average approximations.SIAM Journal on Control and Optimization, 54(1):1–29, 2016.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Optimal control of uncertain systems using sample average approximations.SIAM Journal on Control and Optimization, 54(1):1–29, 2016

Reference 50

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.279505Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 71791e93-5170-4703-8b21-f77dc0b7bc78 · outbound

This paper cites Efficient sample sizes in stochastic nonlinear programming.Journal of Computational and Applied Mathematics, 217(2):301–310, 2008.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Efficient sample sizes in stochastic nonlinear programming.Journal of Computational and Applied Mathematics, 217(2):301–310, 2008

Reference 51

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.260129Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 3fce529c-eaec-4c09-be8c-14f2168a448f · outbound

This paper cites A fast algorithm for nonlinearly constrained optimization calculations.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A fast algorithm for nonlinearly constrained optimization calculations

Reference 52

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.237942Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 6d9b852d-38a4-42f9-aacc-b4ba4a751d6b · outbound

This paper cites A recursive quadratic programming algorithm that uses differentiable exact penalty functions.Mathematical programming, 35:265–278, 1986.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A recursive quadratic programming algorithm that uses differentiable exact penalty functions.Mathematical programming, 35:265–278, 1986

Reference 53

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.210207Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation b979d275-6955-4722-984e-bb397e645472 · outbound

This paper cites A Sequential Quadratic Programming Method for Optimization with Stochastic Objective Functions, Deterministic Inequality Constraints and Robust Subproblems.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints A Sequential Quadratic Programming Method for Optimization with Stochastic Objective Functions, Deterministic Inequality Constraints and Robust Subproblems

Reference 54

Resolution: verified exact; local_arxiv, observed 2026-08-07T14:22:50.527473Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 0cab14b5-40f2-431d-aaf4-ca68e9c375f6 · outbound

This paper cites Explicitly imposing constraints in deep networks via conditional gradients gives improved generalization and faster convergence.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Explicitly imposing constraints in deep networks via conditional gradients gives improved generalization and faster convergence

Reference 55

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.187480Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 386815f6-25e3-4b2b-a408-55ebcc81739c · outbound

This paper cites Geometry aware con- strained optimization techniques for deep learning.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Geometry aware con- strained optimization techniques for deep learning

Reference 56

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.164277Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation b7b31620-5b0f-48a5-8493-3065c81430df · outbound

This paper cites Optimal design with proba- bilistic objective and constraints.Journal of Engineering Mechanics, 132(1):107–118, 2006.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Optimal design with proba- bilistic objective and constraints.Journal of Engineering Mechanics, 132(1):107–118, 2006

Reference 57

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.144991Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 975b403a-46e3-4469-bb67-af9f6981a060 · outbound

This paper cites SIAM, Philadelphia, PA, 2021.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints SIAM, Philadelphia, PA, 2021

Reference 58

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.123590Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 12391e49-d060-4401-b49a-353ae87c98b7 · outbound

This paper cites Stochastic optimal power flow based on conditional value at risk and distributional robustness.International Journal of Electrical Power & Energy Systems, 72:116–125, 2015.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Stochastic optimal power flow based on conditional value at risk and distributional robustness.International Journal of Electrical Power & Energy Systems, 72:116–125, 2015

Reference 59

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.102701Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation a8d39b58-dc5b-49fa-a7f1-0bc0b80038ad · outbound

This paper cites Oliphant, Matt Haberland, Tyler Reddy, David Cournapeau, Evgeni Burovski, Pearu Peterson, Warren Weckesser, Jonathan Bright, St´ efan J.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Oliphant, Matt Haberland, Tyler Reddy, David Cournapeau, Evgeni Burovski, Pearu Peterson, Warren Weckesser, Jonathan Bright, St´ efan J

Reference 60

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.080291Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 3d4a447d-8b92-4db9-9d1f-4c1c1eb4be85 · outbound

This paper cites PhD thesis, Naval Postgraduate School, 2009.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints PhD thesis, Naval Postgraduate School, 2009

Reference 61

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.062567Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 7ea1bfa6-590b-4a8d-a75d-4c8b2977f5e0 · outbound

This paper cites Penalty methods with stochastic approximation for stochastic nonlinear programming.Mathematics of computation, 86(306):1793–1820, 2017.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Penalty methods with stochastic approximation for stochastic nonlinear programming.Mathematics of computation, 86(306):1793–1820, 2017

Reference 62

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.036693Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation c8e34ffb-87cb-4b3a-a4ae-8cf14c30a729 · outbound

This paper cites Physics-constrained machine learning of evapotran- spiration.Geophysical Research Letters, 46(24):14496–14507, 2019.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Physics-constrained machine learning of evapotran- spiration.Geophysical Research Letters, 46(24):14496–14507, 2019

Reference 63

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:51.011693Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation f1bbc9b4-7f29-4990-abbb-9b971535ab04 · outbound

This paper cites an unresolved cited work.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Unresolved cited work

Reference 64

Resolution: unresolved; raw_fallback, observed 2026-08-07T14:22:50.986903Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 66cc26b2-e357-474b-9918-4f6445cecadb · outbound

This paper cites 60 Proof.The proof follows a similar procedure to Theorem 2.5.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints 60 Proof.The proof follows a similar procedure to Theorem 2.5

Reference 65

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:50.958839Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 51750600-e8f7-4bfe-9060-4a955ee91148 · outbound

This paper cites an unresolved cited work.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Unresolved cited work

Reference 66

Resolution: unresolved; raw_fallback, observed 2026-08-07T14:22:50.941050Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 446781f2-31bd-4461-8b51-29de3c8b9f40 · outbound

This paper cites Proof.The proof follows from the same procedure as Theorem 2.6.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Proof.The proof follows from the same procedure as Theorem 2.6

Reference 67

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T14:22:50.918563Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 95f524a2-df61-4180-a77c-52706e56115d · outbound

This paper cites an unresolved cited work.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Unresolved cited work

Reference 68

Resolution: unresolved; raw_fallback, observed 2026-08-07T14:22:50.893148Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation d788921e-75db-4880-8025-ac30f7c53604 · outbound

This paper cites an unresolved cited work.

Retrospective Approximation Sequential Quadratic Programming for Stochastic Optimization with General Deterministic Nonlinear Constraints Unresolved cited work

Reference 69

Resolution: unresolved; raw_fallback, observed 2026-08-07T14:22:50.864883Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

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