A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization

Afrooz Jalilzadeh, Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian. A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization. In 57th IEEE Conference on Decision and Control, CDC 2018, Miami, FL, USA, December 17-19, 2018. pages 4097-4102, IEEE, 2018. [doi]

Abstract

Abstract is missing.