A Regularized Hessian-Free Inexact Newton-Type Method with Global $\mathcal{O}(k^{-2})$ Convergence

Leandro Farias Maia, Antonio Victor B. Nascimento, Paulo Sergio M. Santos +1

We propose a regularized Hessian-free Newton-type method for minimizing smooth convex functions with Lipschitz continuous Hessians. The algorithm constructs an approximate Hessian…