Abstract We study nonlinear optimization problems with a stochastic objective and deterministic equality inequality constraints, which emerge in numerous applications including finance, manufacturing, power systems and, recently, deep neural networks. propose an active-set sequential quadratic programming (StoSQP) algorithm that utilizes differentiable exact augmented Lagrangian as the merit fu...

We study a quality control problem in a two-stage system. We assume that at each stage units are processed in batches, and the rates are random variables with known distributions. Final products are supplied to customers under warranties or service contracts, with penalty costs associated with defective units. Our focus is on coordinating the inspection procedures at the two stages. Using a sto...