Randomized Hessian estimation and directional search
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Cites work
- A New Direction Set Method for Unconstrained Minimization without Evaluating Derivatives
- An efficient method for finding the minimum of a function of several variables without calculating derivatives
- Introduction to Stochastic Search and Optimization
- Minimization by Random Search Techniques
- Minimizing a function without calculating derivatives
- On a successive transformation of probability distribution and its application to the analysis of the optimum gradient method
- On search directions for minimization algorithms
- On the convergence of the coordinate descent method for convex differentiable minimization
Cited in
(6)- A stochastic subspace approach to gradient-free optimization in high dimensions
- Hessian informed mirror descent
- Mesh adaptive direct search with simplicial Hessian update
- Variable metric random pursuit
- Randomized quasi-Newton updates are linearly convergent matrix inversion algorithms
- Mesh adaptive direct search with second directional derivative-based Hessian update
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