On complexity and convergence of high-order coordinate descent algorithms for smooth nonconvex box-constrained minimization
نویسندگان
چکیده
Coordinate descent methods have considerable impact in global optimization because (or, at least, almost global) minimization is affordable for low-dimensional problems. with high-order regularized models smooth nonconvex box-constrained are introduced this work. High-order stationarity asymptotic convergence and first-order worst-case evaluation complexity bounds established. The computer work that necessary obtaining $\varepsilon$-stationarity respect to the variables of each coordinate-descent block $O(\varepsilon^{-(p+1)/p})$ whereas getting all simultaneously $O(\varepsilon^{-(p+1)})$. Numerical examples involving multidimensional scaling problems presented. numerical performance enhanced by means strategies choosing initial points.
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2022
ISSN: ['1573-2916', '0925-5001']
DOI: https://doi.org/10.1007/s10898-022-01168-6