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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Luenberger, D. G.,Introduction to Linear and Nonlinear Programming, Addison-Welsey Publishing Company, Reading, Massachusetts, 1973.
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Communicated by D. G. Luenberger
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Abatzoglou, T., O'Donnell, B. Minimization by coordinate descent. J Optim Theory Appl 36, 163–174 (1982). https://doi.org/10.1007/BF00933827
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DOI: https://doi.org/10.1007/BF00933827