A Stochastic Quasi-Newton Method for Large-Scale Optimization

Richard H. Byrd, S. L. Hansen, Jorge Nocedal, Yoram Singer. A Stochastic Quasi-Newton Method for Large-Scale Optimization. SIAM Journal on Optimization, 26(2):1008-1031, 2016. [doi]

@article{ByrdHNS16,
  title = {A Stochastic Quasi-Newton Method for Large-Scale Optimization},
  author = {Richard H. Byrd and S. L. Hansen and Jorge Nocedal and Yoram Singer},
  year = {2016},
  doi = {10.1137/140954362},
  url = {http://dx.doi.org/10.1137/140954362},
  researchr = {https://researchr.org/publication/ByrdHNS16},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {26},
  number = {2},
  pages = {1008-1031},
}