Fast Adaptive Coordinate Descent for Non-linear Optimization

Fast Adaptive Coordinate Descent for Large- scale (D>>100) 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.