43 citations · 62 across the 5 of their papers we have counts for
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math.OC2014
An Algorithm for Quadratic -Regularized Optimization with a Flexible Active-Set Strategy
Stefan Solntsev, Jorge Nocedal, Richard Byrd
We present an active-set method for minimizing an objective that is the sum of a convex quadratic and regularization term. Unlike two-phase methods that combine a first-or…
math.OC2014★ 43 cited
A Stochastic Quasi-Newton Method for Large-Scale Optimization
R. H. Byrd, S. L. Hansen, J. Nocedal +1
The question of how to incorporate curvature information in stochastic approximation methods is challenging. The direct application of classical quasi- Newton updating techniques f…