CONVERGENCE OF A GREEDY ALGORITHM FOR HIGH-DIMENSIONAL CONVEX NONLINEAR PROBLEMS (Q2892231)

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CONVERGENCE OF A GREEDY ALGORITHM FOR HIGH-DIMENSIONAL CONVEX NONLINEAR PROBLEMS
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    CONVERGENCE OF A GREEDY ALGORITHM FOR HIGH-DIMENSIONAL CONVEX NONLINEAR PROBLEMS (English)
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    18 June 2012
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    convex optimization
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    greedy algorithm
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    obstacle problem
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    uncertainty quantification
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    tensor product decomposition
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    Hilbert space
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    convergence
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    numerical results
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