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Coordinate Descent
Coordinate descent is an optimization algorithm that successively minimizes along coordinate directions to find the minimum of a function. At each iteration, the algorithm determines a coordinate or coordinate block via a coordinate selection rule, then exactly or inexactly minimizes over the corresponding coordinate hyperplane while fixing all other coordinates or coordinate blocks. A line search along the coordinate direction can be performed at the current iterate to determine the appropriate step size. Coordinate descent is applicable in both differentiable and derivative-free contexts. Description Coordinate descent is based on the idea that the minimization of a multivariable function F(\mathbf) can be achieved by minimizing it along one direction at a time, i.e., solving univariate (or at least much simpler) optimization problems in a loop. In the simplest case of ''cyclic coordinate descent'', one cyclically iterates through the directions, one at a time, minimizing the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Optimization Algorithm
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criteria, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maximizing or minimizing a real function by systematically choosing input values from within an allowed set and computing the value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. Optimization problems Optimization problems can be divided into two categories, depending on whether the variables ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
