A single timescale stochastic quasi-Newton method for stochastic optimization

Multilevel Stochastic Gradient Methods for Nested Composition Optimization

(2019) Shuoguang Yang et al.   SIAM JOURNAL ON OPTIMIZATION

Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization

(2017) Xiao Wang et al.   SIAM JOURNAL ON OPTIMIZATION

Statistical estimation of composite risk functionals and risk optimization problems

(2016) Darinka Dentcheva et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions

(2016) Mengdi Wang et al.   MATHEMATICAL PROGRAMMING

A Stochastic Quasi-Newton Method for Large-Scale Optimization

(2016) R. H. Byrd et al.   SIAM JOURNAL ON OPTIMIZATION

RES: Regularized Stochastic BFGS Algorithm

(2014) Aryan Mokhtari et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING