Convergence and rate of convergence of some greedy algorithms in convex optimization

DOI10.1134/S0081543816040222MaRDI QIDQ338510zbMATH OpenOpenAlexFDO

Authors V. N. Temlyakov

Publication date 7 November 2016

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.3297

zbMATH Keywords

approximate versionsgreedy-type algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Abstract: The paper gives a systematic study of the approximate versions of three greedy-type algorithms that are widely used in convex optimization. By approximate version we mean the one where some of evaluations are made with an error. Importance of such versions of greedy-type algorithms in convex optimization and in approximation theory was emphasized in previous literature.

Recommendations

• Greedy strategies for convex optimization
• Sequential greedy approximation for certain convex optimization problems
• Greedy expansions in convex optimization
• Biorthogonal greedy algorithms in convex optimization
• Greedy approximation in convex optimization

Cites work

• scientific article; zbMATH DE number 3345848 (Why is no real title available?)
• A simple lemma on greedy approximation in Hilbert space and convergence rates for projection pursuit regression and neural network training
• Conditional gradient algorithms with open loop step size rules
• Convex optimization on Banach spaces
• Coresets, sparse greedy approximation, and the Frank-Wolfe algorithm
• Greedy algorithms and \(M\)-term approximation with regard to redundant dictionaries
• Greedy approximation
• Greedy approximation in convex optimization
• Greedy expansions in convex optimization
• Greedy-type approximation in Banach spaces and applications
• Sequential greedy approximation for certain convex optimization problems
• Trading accuracy for sparsity in optimization problems with sparsity constraints
• Universal approximation bounds for superpositions of a sigmoidal function

Cited in

(8)

• The convergence rate of the sandwich algorithm for approximating convex functions
• Biorthogonal greedy algorithms in convex optimization
• Convergence of a greedy algorithm for high-dimensional convex nonlinear problems
• Convergence of greedy approximation I. General systems
• Analysis of target data-dependent greedy kernel algorithms: convergence rates for \(f\)-, \(f \cdot P\)- and \(f/P\)-greedy
• Greedy strategies for convex optimization
• Greedy approximation in convex optimization
• Duality gap estimates for weak Chebyshev greedy algorithms in Banach spaces

This page was built for publication: Convergence and rate of convergence of some greedy algorithms in convex optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q338510)