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A Single-Loop Stochastic Proximal Quasi-Newton Method for Large-Scale Nonsmooth Convex Optimization
We propose a new stochastic proximal quasi-Newton method for minimizing the sum of two convex functions in the particular context that one of the functions is the average of a large number of smooth functions and the other one is nonsmooth. The new method integrates a simple single-loop SVRG (L-SVRG
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