TR-SSQP: שיטה חדשה לאופטימיזציה סטוכסטית

תקציר מקורי באנגליתarXiv:2609.30732v1 Announce Type: cross Abstract: We consider stochastic nonlinear optimization problems with deterministic equality constraints. While unconstrained stochastic optimization is well understood, the interplay between optimality and feasibility in the constrained setting poses significant challenges. Moreover, existing theoretical guarantees for constrained stochastic methods predominantly rely on bounded-variance assumptions, leaving the heavy-tailed noise regime largely unexplored. To address this gap, we propose a novel trust-region method within the stochastic sequential quadratic programming framework, termed TR-SSQP. Our method employs a normal-tangential decomposition in the step computation to balance optimality and feasibility. In addition, we incorporate a normaliza