On complexity and convergence of high-order coordinate descent algorithms for smooth nonconvex box-constrained minimization

Coordinate descent methods have considerable impact in global optimization because global (or, at least, almost global) minimization is affordable for low-dimensional problems. Coordinate descent methods with high-order regularized models for smooth nonconvex box-constrained minimization are introduced in this work. High-order stationarity asymptotic convergence and first-order stationarity worst-case evaluation complexity bounds are established. The computer work that is necessary for obtaining first-order varepsilon-stationarity with respect to the variables of each coordinate-descent block is O(varepsilon-(p+1)/p) whereas the computer work for getting first-order varepsilon-stationarity with respect to all the variables simultaneously is O(varepsilon-(p+1)). Numerical examples involving multidimensional scaling problems are presented. The numerical performance of the methods is enhanced by means of coordinate-descent strategies for choosing initial points.