Subsampled Inexact Newton methods for minimizing large sums of convex functions

This paper deals with the minimization of large sum of convex functions by Inexact Newton (IN) methods employing subsampled Hessian approximations. The Conjugate Gradient method is used to compute the inexact Newton step and global convergence is enforced by a nonmonotone line search procedure. The aim is to obtain methods with affordable costs and fast … Read more