A variable sample-size stochastic quasi-newton method for smooth and nonsmooth stochastic convex optimization
Afrooz Jalilzadeh, Angelia Nedić, Uday V. Shanbhag, Farzad Yousefian
| Year of publication: |
2022
|
|---|---|
| Authors: | Jalilzadeh, Afrooz ; Nedić, Angelia ; Shanbhag, Uday V. ; Yousefian, Farzad |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 1, p. 690-719
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| Subject: | convex optimization | quasi-Newton methods | stochastic optimization | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.1147 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013364937