Chebushev Greedy Algorithm in convex optimization
Machine Learning
2013-12-05 v1 Optimization and Control
Abstract
Chebyshev Greedy Algorithm is a generalization of the well known Orthogonal Matching Pursuit defined in a Hilbert space to the case of Banach spaces. We apply this algorithm for constructing sparse approximate solutions (with respect to a given dictionary) to convex optimization problems. Rate of convergence results in a style of the Lebesgue-type inequalities are proved.
Keywords
Cite
@article{arxiv.1312.1244,
title = {Chebushev Greedy Algorithm in convex optimization},
author = {Vladimir Temlyakov},
journal= {arXiv preprint arXiv:1312.1244},
year = {2013}
}