Fast Adaptive Coordinate Descent for Non-linear Optimization
Fast Adaptive Coordinate Descent
The algorithm adapts an appropriate coordinate system using PCA and performs a coordinate descent along principal components.
For simple demo on 2-dimensional Rosenbrock function, please use ACD_test.m
For large-scale optimization (D>>100) set parameter 'howOftenUpdateRotation' to the problem dimension D.
Cite As
Ilya (2024). Fast Adaptive Coordinate Descent for Non-linear Optimization (https://www.mathworks.com/matlabcentral/fileexchange/37057-fast-adaptive-coordinate-descent-for-non-linear-optimization), MATLAB Central File Exchange. Retrieved .
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1.0.0.0 |