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-Zitierstil (17. Ausg.)Yang, Zhen-Ping, und 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-Zitierstil (9. Ausg.)Yang, Zhen-Ping, und 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.