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 |
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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. |
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Keywords: | derivative-free optimization directional search quasi-Newton random search steepest descent |
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