HAMSI: A Parallel Incremental Optimization Algorithm Using Quadratic Approximations for Solving Partially Separable Problems

Kamer Kaya, Figen Öztoprak, Ş. İlker Birbil +5

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable o…