@article{ year={2015}, issn={0025-5610}, journal={Mathematical Programming}, doi={10.1007/s10107-015-0908-z}, title={Variable metric random pursuit}, url={http://dx.doi.org/10.1007/s10107-015-0908-z}, publisher={Springer Berlin Heidelberg}, keywords={Gradient-free optimization; Convex optimization; Variable metric; Line search; 90C25; 90C56; 90C53; 68Q25}, author={Stich, S.U. and M{\"u}ller, C.L. and G{\"a}rtner, B.}, pages={1-31}, language={English} }