A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization
Minghan Yang, Andre Milzarek, Zaiwen Wen, Tong Zhang
Topics & Concepts
MathematicsConvergence (economics)Mathematical optimizationStochastic optimizationStationary pointVariance reductionStochastic approximationExtension (predicate logic)Applied mathematicsScale (ratio)Computer scienceMonte Carlo methodMathematical analysisKey (lock)PhysicsQuantum mechanicsEconomicsProgramming languageEconomic growthComputer securityStatisticsSparse and Compressive Sensing TechniquesStochastic Gradient Optimization TechniquesAdvanced Optimization Algorithms Research