Sen Na
- An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians
2021/02/10 by Sen Na, Mihai Anitescu, Na, Sen +3 · 5 citations
Decision Sciences · Computer Science · #Risk and Portfolio Optimization #Stochastic Gradient Optimization Techniques #Advanced Bandit Algorithms Research
- Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems
2022/11/29 by Yuchen Fang, Sen Na, Fang, Yuchen +5 · 6 citations
Decision Sciences · Computer Science · Mathematics · #Risk and Portfolio Optimization #Optimization and Variational Analysis #Advanced Optimization Algorithms Research
- Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programming
2021/09/23 by Sen Na, Na, Sen, Mihai Anitescu +3 · 5 citations
Computer Science · Decision Sciences · #Auction Theory and Applications #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic Gradient Optimization Techniques
- Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic\n Programming
2019/12/13 by Sen Na, Na, Sen, Mihai Anitescu +1 · 2 citations
Computer Science · Economics, Econometrics and Finance · #Economic theories and models #FOS: Electrical engineering #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Optimization and Variational Analysis #Systems and Control (eess.SY) #electronic engineering #information engineering
- Superconvergence of Online Optimization for Model Predictive Control
2020/01/11 by Sen Na, Mihai Anitescu, Na, Sen +1 · 1 citation
Decision Sciences · Engineering · Mathematics · #Advanced Bandit Algorithms Research #Advanced Control Systems Optimization #Advanced Optimization Algorithms Research #Dynamical Systems (math.DS) #FOS: Electrical engineering #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
- A Fast Temporal Decomposition Procedure for Long-horizon Nonlinear Dynamic Programming
2021/07/24 by Sen Na, Na, Sen, Mihai Anitescu +3 · 1 citation
Computer Science · Engineering · Mathematics · #Advanced Control Systems Optimization #Advanced Optimization Algorithms Research #Dynamical Systems (math.DS) #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis
- Online Covariance Estimation in Nonsmooth Stochastic Approximation
2025/02/07 by Liwei Jiang, Abhishek Roy, Jiang, Liwei +9 · 1 citation
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #Data Management and Algorithms #Distributed Sensor Networks and Detection Algorithms #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)