A Trust-Region Interior-Point Stochastic Sequential Quadratic Programming Method
This paper proposes a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method that utilizes adaptive stochastic oracles to solve optimization problems with stochastic objectives and deterministic nonlinear constraints, proving its global almost-sure convergence to first-order stationary points and demonstrating practical performance on benchmark and logistic regression problems.