Stochastic quasi-Newton methods for non-strongly convex problems: convergence and rate analysis

15 Mar 2016Farzad YousefianAngelia NedićUday V. Shanbha

Motivated by applications in optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving stochastic optimization problems. In the literature, the convergence analysis of these algorithms relies on strong convexity of the objective function... (read more)

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