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Stochastic Damped L-BFGS with Controlled Norm of the Hessian Approximation

Sanae Lotfi, Tiphaine Bonniot de Ruisselet, Dominique Orban and Andrea Lodi

Article (2020)

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Department: Department of Mathematics and Industrial Engineering
Research Center: GERAD - Research Group in Decision Analysis
PolyPublie URL: https://publications.polymtl.ca/46915/
Journal Title: Cahiers du Gerad (vol. 2020, no. 52)
Official URL: https://www.gerad.ca/fr/papers/G-2020-52
Date Deposited: 18 Apr 2023 15:01
Last Modified: 18 Aug 2023 15:49
Cite in APA 7: Lotfi, S., Bonniot de Ruisselet, T., Orban, D., & Lodi, A. (2020). Stochastic Damped L-BFGS with Controlled Norm of the Hessian Approximation. Cahiers du Gerad, 2020(52), 11 pages. https://www.gerad.ca/fr/papers/G-2020-52

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