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Subsampled inexact Newton methods for minimizing large sums of convex functions

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1 Published in 2019 at "IMA Journal of Numerical Analysis"

DOI: 10.1093/imanum/drz027

Abstract: This paper deals with the minimization of a large sum of convex functions by inexact Newton (IN) methods employing subsampled functions, gradients and Hessian approximations. The conjugate gradient method is used to compute the IN… read more here.

Keywords: newton methods; subsampled inexact; convergence; inexact newton ... See more keywords