A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems.

Farzad Yousefian Angelia Nedic Uday V. Shanbhag A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems. 2291-2302 2017 WSC https://doi.org/10.1109/WSC.2017.8247960 http://dl.acm.org/citation.cfm?id=3242374 conf/wsc/2017 db/conf/wsc/wsc2017.html#YousefianNS17