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. Math. Oper. Res., 47(1):690-719, 2022. [doi]

@article{JalilzadehNSY22,
  title = {A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization},
  author = {Afrooz Jalilzadeh and Angelia Nedic and Uday V. Shanbhag and Farzad Yousefian},
  year = {2022},
  doi = {10.1287/moor.2021.1147},
  url = {https://doi.org/10.1287/moor.2021.1147},
  researchr = {https://researchr.org/publication/JalilzadehNSY22},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {47},
  number = {1},
  pages = {690-719},
}