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A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization Richard H. Byrd and Jorge Nocedal SIAM Journal on Numerical Analysis , pp. 727-739 (13 pages) ...
This order is attained, e.g., by the stochastic analogue of Heun's method. In the n-dimensional case, the highest order of convergence is in general only O (h 2), attained by Euler's method.