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Stochastic proximal quasi-Newton methods for non-convex composite optimization - MaRDI portal

Stochastic proximal quasi-Newton methods for non-convex composite optimization (Q5198046)

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scientific article; zbMATH DE number 7111868
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Stochastic proximal quasi-Newton methods for non-convex composite optimization
scientific article; zbMATH DE number 7111868

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    Stochastic proximal quasi-Newton methods for non-convex composite optimization (English)
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    2 October 2019
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    non-convex composite optimization
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    Polyak-Ɓojasiewicz (PL) inequality
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    stochastic gradient
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    stochastic variance reduction gradient
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    symmetric rank one method
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    rank one proximity operator
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    complexity bound
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