{"id":"https://openalex.org/W3138544340","doi":"https://doi.org/10.1007/s10107-021-01629-y","title":"A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization","display_name":"A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization","publication_year":2021,"publication_date":"2021-03-13","ids":{"openalex":"https://openalex.org/W3138544340","doi":"https://doi.org/10.1007/s10107-021-01629-y","mag":"3138544340"},"language":"en","primary_location":{"id":"doi:10.1007/s10107-021-01629-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10107-021-01629-y","pdf_url":null,"source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101802213","display_name":"Minghan Yang","orcid":"https://orcid.org/0000-0002-6501-7132"},"institutions":[{"id":"https://openalex.org/I20231570","display_name":"Peking University","ror":"https://ror.org/02v51f717","country_code":"CN","type":"education","lineage":["https://openalex.org/I20231570"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Minghan Yang","raw_affiliation_strings":["Beijing International Center for Mathematical Research, BICMR, Peking University, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Beijing International Center for Mathematical Research, BICMR, Peking University, Beijing, China","institution_ids":["https://openalex.org/I20231570"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019301023","display_name":"Andre Milzarek","orcid":"https://orcid.org/0000-0002-6784-5417"},"institutions":[{"id":"https://openalex.org/I4210099586","display_name":"Shenzhen Research Institute of Big Data","ror":"https://ror.org/00z1gwf89","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210099586"]},{"id":"https://openalex.org/I4210104064","display_name":"Shenzhen Academy of Robotics","ror":"https://ror.org/01h027j09","country_code":"CN","type":"facility","lineage":["https://openalex.org/I4210104064"]},{"id":"https://openalex.org/I4210116924","display_name":"Chinese University of Hong Kong, Shenzhen","ror":"https://ror.org/02d5ks197","country_code":"CN","type":"education","lineage":["https://openalex.org/I177725633","https://openalex.org/I180726961","https://openalex.org/I4210116924"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Andre Milzarek","raw_affiliation_strings":["School of Data Science SDS, The Chinese University of Hong Kong - Shenzhen, Shenzhen, Guangdong, China","Shenzhen Institute of Artificial Intelligence and Robotics for Society, AIRS, Shenzhen, Guangdong, China","Shenzhen Research Institute of Big Data, SRIBD, Shenzhen, Guangdong, China"],"raw_orcid":"https://orcid.org/0000-0002-6784-5417","affiliations":[{"raw_affiliation_string":"School of Data Science SDS, The Chinese University of Hong Kong - Shenzhen, Shenzhen, Guangdong, China","institution_ids":["https://openalex.org/I4210116924"]},{"raw_affiliation_string":"Shenzhen Institute of Artificial Intelligence and Robotics for Society, AIRS, Shenzhen, Guangdong, China","institution_ids":["https://openalex.org/I4210104064"]},{"raw_affiliation_string":"Shenzhen Research Institute of Big Data, SRIBD, Shenzhen, Guangdong, China","institution_ids":["https://openalex.org/I4210099586"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5006127137","display_name":"Zaiwen Wen","orcid":"https://orcid.org/0000-0003-1762-0671"},"institutions":[{"id":"https://openalex.org/I20231570","display_name":"Peking University","ror":"https://ror.org/02v51f717","country_code":"CN","type":"education","lineage":["https://openalex.org/I20231570"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zaiwen Wen","raw_affiliation_strings":["Beijing International Center for Mathematical Research, BICMR, Peking University, Beijing, China","Center for Data Science, Peking University, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Beijing International Center for Mathematical Research, BICMR, Peking University, Beijing, China","institution_ids":["https://openalex.org/I20231570"]},{"raw_affiliation_string":"Center for Data Science, Peking University, Beijing, China","institution_ids":["https://openalex.org/I20231570"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100378783","display_name":"Tong Zhang","orcid":"https://orcid.org/0000-0002-3506-0180"},"institutions":[{"id":"https://openalex.org/I200769079","display_name":"Hong Kong University of Science and Technology","ror":"https://ror.org/00q4vv597","country_code":"HK","type":"education","lineage":["https://openalex.org/I200769079"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Tong Zhang","raw_affiliation_strings":["Hong Kong University of Science and Technology, Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hong Kong University of Science and Technology, Hong Kong, China","institution_ids":["https://openalex.org/I200769079"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5019301023"],"corresponding_institution_ids":["https://openalex.org/I4210099586","https://openalex.org/I4210104064","https://openalex.org/I4210116924"],"apc_list":{"value":2190,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":3.0272,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.9122423,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"194","issue":"1-2","first_page":"257","last_page":"303"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11612","display_name":"Stochastic Gradient Optimization Techniques","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10963","display_name":"Advanced Optimization Algorithms Research","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6932708024978638},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.6816994547843933},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6160063743591309},{"id":"https://openalex.org/keywords/stochastic-optimization","display_name":"Stochastic optimization","score":0.5779727697372437},{"id":"https://openalex.org/keywords/stationary-point","display_name":"Stationary point","score":0.5644218325614929},{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.5457668900489807},{"id":"https://openalex.org/keywords/stochastic-approximation","display_name":"Stochastic approximation","score":0.5153416991233826},{"id":"https://openalex.org/keywords/extension","display_name":"Extension (predicate logic)","score":0.5054709911346436},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4805346131324768},{"id":"https://openalex.org/keywords/scale","display_name":"Scale (ratio)","score":0.4554020166397095},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.28373682498931885},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.08943614363670349},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.08449143171310425},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.06818583607673645}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6932708024978638},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.6816994547843933},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6160063743591309},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.5779727697372437},{"id":"https://openalex.org/C189237950","wikidata":"https://www.wikidata.org/wiki/Q2500758","display_name":"Stationary point","level":2,"score":0.5644218325614929},{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.5457668900489807},{"id":"https://openalex.org/C55479107","wikidata":"https://www.wikidata.org/wiki/Q97663916","display_name":"Stochastic approximation","level":3,"score":0.5153416991233826},{"id":"https://openalex.org/C2778029271","wikidata":"https://www.wikidata.org/wiki/Q5421931","display_name":"Extension (predicate logic)","level":2,"score":0.5054709911346436},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4805346131324768},{"id":"https://openalex.org/C2778755073","wikidata":"https://www.wikidata.org/wiki/Q10858537","display_name":"Scale (ratio)","level":2,"score":0.4554020166397095},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.28373682498931885},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.08943614363670349},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.08449143171310425},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.06818583607673645},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10107-021-01629-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10107-021-01629-y","pdf_url":null,"source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"},{"id":"pmh:oai:repository.hkust.edu.hk:1783.1-111309","is_oa":false,"landing_page_url":"http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000628459600002","pdf_url":null,"source":{"id":"https://openalex.org/S4306401796","display_name":"Rare & Special e-Zone (The Hong Kong University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I200769079","host_organization_name":"Hong Kong University of Science and Technology","host_organization_lineage":["https://openalex.org/I200769079"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:repository.ust.hk:1783.1-111309","is_oa":false,"landing_page_url":"http://repository.ust.hk/ir/Record/1783.1-111309","pdf_url":null,"source":{"id":"https://openalex.org/S4306401796","display_name":"Rare & Special e-Zone (The Hong Kong University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I200769079","host_organization_name":"Hong Kong University of Science and Technology","host_organization_lineage":["https://openalex.org/I200769079"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2030148605","display_name":null,"funder_award_id":"11831002","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8051312613","display_name":null,"funder_award_id":"11421101","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":144,"referenced_works":["https://openalex.org/W104184427","https://openalex.org/W196761320","https://openalex.org/W584312462","https://openalex.org/W607505555","https://openalex.org/W1491622225","https://openalex.org/W1506806321","https://openalex.org/W1519983590","https://openalex.org/W1532777473","https://openalex.org/W1554944419","https://openalex.org/W1577337550","https://openalex.org/W1583837637","https://openalex.org/W1592294486","https://openalex.org/W1686810756","https://openalex.org/W1913585168","https://openalex.org/W1915957564","https://openalex.org/W1939652453","https://openalex.org/W1946620893","https://openalex.org/W1953936588","https://openalex.org/W1967971250","https://openalex.org/W1969048569","https://openalex.org/W1970551061","https://openalex.org/W1981276685","https://openalex.org/W1983599491","https://openalex.org/W1987083649","https://openalex.org/W1990823216","https://openalex.org/W1991083751","https://openalex.org/W1991765628","https://openalex.org/W1992688650","https://openalex.org/W1994616650","https://openalex.org/W1997288689","https://openalex.org/W2001732520","https://openalex.org/W2005876975","https://openalex.org/W2006262045","https://openalex.org/W2022611944","https://openalex.org/W2029463628","https://openalex.org/W2030161963","https://openalex.org/W2042173174","https://openalex.org/W2047152541","https://openalex.org/W2051434435","https://openalex.org/W2051669046","https://openalex.org/W2053643774","https://openalex.org/W2076063813","https://openalex.org/W2078299584","https://openalex.org/W2081385752","https://openalex.org/W2084845949","https://openalex.org/W2093417350","https://openalex.org/W2093545205","https://openalex.org/W2103628399","https://openalex.org/W2107438106","https://openalex.org/W2113734366","https://openalex.org/W2118545728","https://openalex.org/W2118585731","https://openalex.org/W2129680346","https://openalex.org/W2131242330","https://openalex.org/W2146502635","https://openalex.org/W2150341604","https://openalex.org/W2153635508","https://openalex.org/W2155894447","https://openalex.org/W2156909104","https://openalex.org/W2169071224","https://openalex.org/W2194775991","https://openalex.org/W2205688503","https://openalex.org/W2221861892","https://openalex.org/W2271349422","https://openalex.org/W2293249015","https://openalex.org/W2301983558","https://openalex.org/W2335571449","https://openalex.org/W2402588523","https://openalex.org/W2436943375","https://openalex.org/W2466668725","https://openalex.org/W2467074172","https://openalex.org/W2497446532","https://openalex.org/W2556623528","https://openalex.org/W2557168633","https://openalex.org/W2593248927","https://openalex.org/W2604738573","https://openalex.org/W2611328865","https://openalex.org/W2614389101","https://openalex.org/W2622263826","https://openalex.org/W2727020975","https://openalex.org/W2729157799","https://openalex.org/W2739910069","https://openalex.org/W2786313301","https://openalex.org/W2787803943","https://openalex.org/W2803380690","https://openalex.org/W2804009132","https://openalex.org/W2804140211","https://openalex.org/W2805907244","https://openalex.org/W2899771611","https://openalex.org/W2900789157","https://openalex.org/W2911293880","https://openalex.org/W2913464709","https://openalex.org/W2913535645","https://openalex.org/W2913954081","https://openalex.org/W2914584698","https://openalex.org/W2918712153","https://openalex.org/W2919115771","https://openalex.org/W2935410731","https://openalex.org/W2951948474","https://openalex.org/W2952215077","https://openalex.org/W2952372843","https://openalex.org/W2962696654","https://openalex.org/W2962747323","https://openalex.org/W2962781217","https://openalex.org/W2962961534","https://openalex.org/W2963060476","https://openalex.org/W2963156201","https://openalex.org/W2963173886","https://openalex.org/W2963190258","https://openalex.org/W2963255983","https://openalex.org/W2963264932","https://openalex.org/W2963307318","https://openalex.org/W2963353224","https://openalex.org/W2963397933","https://openalex.org/W2963411541","https://openalex.org/W2963433607","https://openalex.org/W2963470657","https://openalex.org/W2963607709","https://openalex.org/W2963653623","https://openalex.org/W2963807877","https://openalex.org/W2963813563","https://openalex.org/W2963837252","https://openalex.org/W2963941964","https://openalex.org/W2963965485","https://openalex.org/W2964121744","https://openalex.org/W2964303576","https://openalex.org/W2967791890","https://openalex.org/W2990200055","https://openalex.org/W3005768517","https://openalex.org/W3023471860","https://openalex.org/W3024655380","https://openalex.org/W3038605285","https://openalex.org/W3039770199","https://openalex.org/W3101255104","https://openalex.org/W3101644375","https://openalex.org/W4205213118","https://openalex.org/W4205947740","https://openalex.org/W4211192810","https://openalex.org/W4230674625","https://openalex.org/W4236362309","https://openalex.org/W4244393449","https://openalex.org/W4285719527","https://openalex.org/W6601216650","https://openalex.org/W6726259527"],"related_works":["https://openalex.org/W2124181538","https://openalex.org/W2981958474","https://openalex.org/W3207830353","https://openalex.org/W4286899070","https://openalex.org/W4323366756","https://openalex.org/W2734989445","https://openalex.org/W2403770454","https://openalex.org/W4285259204","https://openalex.org/W4224931241","https://openalex.org/W3012647659"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":7},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}