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中国科学院数学与系统科学研究院机构知识库
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Stochastic proximal quasi-Newton methods for non-convex composite optimization
期刊论文
OPTIMIZATION METHODS & SOFTWARE, 2019, 卷号: 34, 期号: 5, 页码: 922-948
Authors:
Wang, Xiaoyu
;
Wang, Xiao
;
Yuan, Ya-xiang
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Submit date：2020/01/10
Non-convex composite optimization
Polyak-Lojasiewicz (PL) inequality
stochastic gradient
stochastic variance reduction gradient
symmetric rank one method
rank one proximity operator
complexity bound
