Minimization by coordinate descent |
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Authors: | T Abatzoglou B O'Donnell |
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Institution: | (1) Department of Mathematics, Iowa State University, Ames, Iowa;(2) Hughes Aircraft Company, Radar Systems Group, El Segundo, California |
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Abstract: | We examine the minimization of anN-dimensional real-valued function using the coordinate descent method. We impose conditions on the function under which the method converges; furthermore, by specializing our class of functions, we obtain the rate of convergence. We also present some examples from classical approximation theory where this method applies. A computational example is also given. |
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Keywords: | Coordinate descent convergence rate acceleration method |
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