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
Citácia podle Chicago (17th ed.)Yang, Zhen-Ping, a 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.
Citácia podľa MLA (8th ed.)Yang, Zhen-Ping, a 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.