A Stochastic Quasi-Newton Method for Large-Scale Nonconvex Optimization with Applications
This paper proposes a novel stochastic version of damped and regularized BFGS method for addressing the above problems.
math.NA↗
arXiv subjects
Publications and source records attributed to S. C. Chan.
This paper proposes a novel stochastic version of damped and regularized BFGS method for addressing the above problems.