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A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear-equality-constrained optimization problems in which the objective function is defined by an expectation. The algorithmic structure of the proposed method is based on a step decomposition strategy that is known in the literature to be widely effective in practice, wherein each search direction is computed as the sum of a normal step (toward linearized feasibility) and a tangential step (toward objective decrease in the null space of the constraint Jacobian). However, the proposed method is unique from others in the literature in that it both allows the use of stochastic objective gradient estimates and possesses convergence guarantees even in the setting in which the constraint Jacobians may be rank-deficient. The results of numerical experiments demonstrate that the algorithm offers superior performance when compared with popular alternatives. 

This white paper is on the HMCS Firefly mission concept study. Firefly focuses on the global structure and dynamics of the Sun's interior, the generation of solar magnetic fields, the deciphering of the solar cycle, the conditions leading to the explosive activity, and the structure and dynamics of the corona as it drives the heliosphere.