STOCHASTIC QUASI-NEWTON METHOD FOR NONCONVEX STOCHASTIC OPTIMIZATION-MedSci.cn

STOCHASTIC QUASI-NEWTON METHOD FOR NONCONVEX STOCHASTIC OPTIMIZATION

Wang, X; Ma, SQ; Goldfarb, D; Liu, W

Wang, X (reprint author), Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China.; Wang, X (reprint author), Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing, Peoples R China.

SIAM JOURNAL ON OPTIMIZATION, 2017; 27 (2): 927

Abstract

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradien......

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