Education

Research Papers

Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models

Yuchen Fang, Sen Na, Michael W. Mahoney and Mladen Kolar
Submitted

Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems

Yuchen Fang, Sen Na, Michael W. Mahoney and Mladen Kolar
SIAM Journal on Optimization, 2024

Workshop Papers

Trust-Region Sequential Quadratic Programming for Equality-Constrained Stochastic Optimization with Random Models: First-Order Stationarity (workshop version)

Yuchen Fang, Sen Na and Mladen Kolar
Higher-Order Optimization in Machine Learning (HOOML) 2022, NeurIPS Workshop

Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems (workshop version)

Yuchen Fang, Sen Na and Mladen Kolar
Higher-Order Optimization in Machine Learning (HOOML) 2022, NeurIPS Workshop

Presentations

Dec. 2022, “Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models: First-Order Stationarity”, NeurIPS Workshop on Higher-Order Optimization in Machine Learning (HOOML) 2022

Dec. 2022, “Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems”, NeurIPS Workshop on Higher-Order Optimization in Machine Learning (HOOML) 2022

Nov. 2022, “Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems”, Computational and Applied Mathematics (CAM) Student Seminar, the University of Chicago

May 2022, “Trust-Region Stochastic Sequential Quadratic Programming for Constrained Optimization”, ACMNTW Workshop on Optimization and Machine Learning 2022, Northwestern University

Professional Service

Skills