Open AccessNote—A Note on the Cyclic Coordinate Ascent Method
Author(s) -
Norman Zadeh
Publication year - 1970
Publication title -
management science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.954
H-Index - 255
eISSN - 1526-5501
pISSN - 0025-1909
DOI - 10.1287/mnsc.16.9.642
Subject(s) - coordinate descent , point (geometry) , coordinate system , mathematics , mathematical optimization , computer science , geometry
The cyclic coordinate ascent method is a frequently used algorithm in optimization problems. It requires no derivatives and indicates in one iteration if a given point is optimal. It is proved that the cyclic coordinate ascent method will converge for pseudo concave functions, as well as for strictly concave functions as was previously known.