Note—A Note on the Cyclic Coordinate Ascent Method
- 1 May 1970
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Management Science
- Vol. 16 (9) , 642-644
- https://doi.org/10.1287/mnsc.16.9.642
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.Keywords
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