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

DOI10.1142/S0218202511005799zbMath1259.65098arXiv1004.0095MaRDI QIDQ2892231

Eric Cancès, Tony Lelièvre, Virginie Ehrlacher

Publication date: 18 June 2012

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.0095

zbMATH Keywords

convergence numerical results convex optimization Hilbert space greedy algorithm obstacle problem uncertainty quantification tensor product decomposition

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Existence theories for problems in abstract spaces (49J27)

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Cites Work