The componentwise descent method
Matematičeskie zametki, Tome 22 (1977) no. 1, pp. 137-142
Voir la notice de l'article provenant de la source Math-Net.Ru
The problem of minimizing a function of several variables on a parallelepiped is considered. A method of componentwise descent, not requiring the computation of derivatives of the function being minimized, is suggested for its solution. Its convergence for smooth convex functions is proved.
@article{MZM_1977_22_1_a14,
author = {V. A. Zhdanov},
title = {The componentwise descent method},
journal = {Matemati\v{c}eskie zametki},
pages = {137--142},
publisher = {mathdoc},
volume = {22},
number = {1},
year = {1977},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1977_22_1_a14/}
}
V. A. Zhdanov. The componentwise descent method. Matematičeskie zametki, Tome 22 (1977) no. 1, pp. 137-142. http://geodesic.mathdoc.fr/item/MZM_1977_22_1_a14/