OpenAlex | Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems

Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems

Work

Year: 2023

Type: article

Source: Journal of Computational and Applied Mathematics

Authors Zhen-Ping Yang, Yong Zhao

Institutions Jiaying University, Chongqing Jiaotong University, Chongqing University

Cites: 41

Cited by:

Related to: 10

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Topic: Stochastic Gradient Optimization Techniques

Subfield: Artificial Intelligence

Field: Computer Science

Domain: Physical Sciences

Sustainable Development Goal Responsible consumption and production

Open Access status: closed