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

DOI10.1134/S0081543816040222zbMATH Open1355.90067arXiv1412.3297OpenAlexW2963199525MaRDI QIDQ338510FDOQ338510

Authors: V. N. Temlyakov 

Publication date: 7 November 2016

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

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.

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

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zbMATH Keywords

approximate versionsgreedy-type algorithms

Mathematics Subject Classification ID

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

Cites Work

• A simple lemma on greedy approximation in Hilbert space and convergence rates for projection pursuit regression and neural network training
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• Greedy approximation in convex optimization

Cited In (8)

• Greedy approximation in convex optimization
• Biorthogonal greedy algorithms in convex optimization
• Greedy strategies for convex optimization
• Convergence of a greedy algorithm for high-dimensional convex nonlinear problems
• Duality gap estimates for weak Chebyshev greedy algorithms in Banach spaces
• The convergence rate of the sandwich algorithm for approximating convex functions
• 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

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