Stochastic proximal quasi-Newton methods for non-convex composite optimization
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DOI: 10.1080/10556788.2018.1471141
Abstract: ABSTRACT In this paper, we propose a generic algorithmic framework for stochastic proximal quasi-Newton (SPQN) methods to solve non-convex composite optimization problems. Stochastic second-order information is explored to construct proximal subproblem. Under mild conditions we… read more here.
Keywords: stochastic proximal; proximal quasi; quasi newton; optimization ... See more keywords