Note--A Note on the Cyclic Coordinate Ascent Method
Norman Zadeh
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Norman Zadeh: University of California, Berkeley, Berkeley, California
Management Science, 1970, vol. 16, issue 9, 642-644
Abstract:
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.
Date: 1970
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