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Stochastic Steffensen method - MaRDI portal

Stochastic Steffensen method

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Publication:6606849

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DOI10.1007/s10589-024-00583-7MaRDI QIDQ6606849

Zehua Lai, Minda Zhao, Lek-Heng Lim

Publication date: 17 September 2024

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

quasi-Newton stochastic gradient descent Steffensen method Barzilai-Borwein

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Extrapolation to the limit, deferred corrections (65B05) Randomized algorithms (68W20)

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