Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization (Q5737735)

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scientific article; zbMATH DE number 6724136
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Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
scientific article; zbMATH DE number 6724136

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    Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization (English)
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    30 May 2017
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    nonconvex stochastic optimization
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    stochastic approximation
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    quasi-Newton method
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    damped limited-memory BFGS method
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    variance reduction
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