Stochastic proximal quasi-Newton methods for non-convex composite optimization.
Xiaoyu WangXiao WangYa-Xiang YuanPublished in: Optim. Methods Softw. (2019)
Keyphrases
- stochastic optimization
- optimization algorithm
- convex relaxation
- efficient optimization
- optimization problems
- global optimization
- stochastic search
- risk minimization
- optimization method
- stochastic programming
- objective function
- convex programming
- convex optimization
- piecewise linear
- constrained optimization
- optimization process
- quadratic program
- monte carlo
- reinforcement learning
- quasiconvex
- optimal control problems
- alternating direction method of multipliers