Rescaled Pure Greedy Algorithm for Convex Optimization

2015/05/14 by Zheming Gao, Guergana Petrova, Gao, Zheming +1
Mathematics · #FOS: Mathematics #Optimization and Control (math.OC) #math.OC

paper · pdf · doi:10.48550/arxiv.1505.03606

arxiv created 2015/05/14 · arxiv updated 2015/05/15

Abstract

We suggest a new greedy strategy for convex optimization in Banach spaces and prove its convergent rates under a suitable behavior of the modulus of uniform smoothness of the objective function.

Related

• Convex optimization on Banach Spaces
• Greedy Strategies for Convex Optimization
• Biorthogonal Greedy Algorithms in Convex Optimization
• Rescaled Pure Greedy Algorithm for Hilbert and Banach Spaces
• Convergence and rate of convergence of some greedy algorithms in convex optimization