A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems

Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag. A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems. In 2017 Winter Simulation Conference, WSC 2017, Las Vegas, NV, USA, December 3-6, 2017. pages 2291-2302, IEEE, 2017. [doi]

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