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Book review of spectral theory of linear operators and spectral systems in banach algebras,operator theory: advances and applications,Vladimir Müller,Birkhäuser Verlag,Basel-Boston-Berlin, 2003, Volume 139, 381 pages. ISBN 3-7643-6912-4
Abstract:We explore how randomization can help asymptotic convergence properties of simple directional search-based optimization methods. Specifically, we develop a cheap, iterative randomized Hessian estimation scheme. We then apply this technique and analyse how it enhances a random directional search method. Then, we proceed to develop a conjugate-directional search method that incorporates estimated Hessian information without requiring the direct use of gradients.
Keywords:derivative-free optimization  directional search  quasi-Newton  random search  steepest descent
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