APA (7th ed.) Citation

Yang, Z., & Zhao, Y. (2024). Hybrid SGD algorithms to solve stochastic composite optimization problems with application in sparse portfolio selection problems. Journal of computational and applied mathematics, 436, 115425. https://doi.org/10.1016/j.cam.2023.115425

Chicago Style (17th ed.) Citation

Yang, Zhen-Ping, and Yong Zhao. "Hybrid SGD Algorithms to Solve Stochastic Composite Optimization Problems with Application in Sparse Portfolio Selection Problems." Journal of Computational and Applied Mathematics 436 (2024): 115425. https://doi.org/10.1016/j.cam.2023.115425.

MLA (9th ed.) Citation

Yang, Zhen-Ping, and Yong Zhao. "Hybrid SGD Algorithms to Solve Stochastic Composite Optimization Problems with Application in Sparse Portfolio Selection Problems." Journal of Computational and Applied Mathematics, vol. 436, 2024, p. 115425, https://doi.org/10.1016/j.cam.2023.115425.