Suppose we are maximizing an objective function f(x,y) via optimizing x and y.
We have to optimization algorithms:
1) Joint optimization Algorithm (JOA) that simultaneously optimizes both x and y to maximize f;
2) Separate Optimization Algorithm (SOA) that splits the process into two stages:
a) select x
b) optimize y based on the choice of x
Some SOA results give higher f than that achieved by JOA, which is relatively strange!
Does JOA always have a higher f than that of SOA?
Thank you