On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis
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Publication:5107212
DOI10.1137/17M1152474zbMath1461.65189arXiv1710.05509MaRDI QIDQ5107212
Farzad Yousefian, Uday V. Shanbhag, Angelia Nedić
Publication date: 17 April 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.05509
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Stochastic programming (90C15) Methods of quasi-Newton type (90C53)
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