 PRincipal Axis (PRAXIS) algorithm, also referred to as Brent's algorithm, is an derivative-free algorithm which assumes quadratic form of the optimized function and repeatedly updates a set of conjugate search directions.The algorithm, however, is not invariant to scaling of the objective function and may fail under its certain rank-preserving transformations (e.g., will lead to a non-quadratic shape of the objective function).A recent analysis of PRAXIS can be found in
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