Variable metric random pursuit

DOI10.1007/s10107-015-0908-zzbMath1342.90137arXiv1210.5114OpenAlexW1539073050MaRDI QIDQ263217

Bernd Gärtner, Sebastian U. Stich, Christian L. Müller

Publication date: 4 April 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.5114

zbMATH Keywords

convex optimizationline searchgradient-free optimizationvariable metric

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56) Methods of quasi-Newton type (90C53)

Related Items (4)

Randomized Iterative Methods for Linear Systems ⋮ Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains ⋮ Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions ⋮ Randomized Quasi-Newton Updates Are Linearly Convergent Matrix Inversion Algorithms

Uses Software

• NEWUOA
• IMFIL

Cites Work

• When does the expectation of a ratio equal the ratio of expectations?
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• Convergence Conditions for Ascent Methods. II: Some Corrections
• On Steepest Descent
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
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• A Simplex Method for Function Minimization
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