Greedy Strategies for Convex Optimization
Numerical Analysis
2014-01-09 v1
Abstract
We investigate two greedy strategies for finding an approximation to the minimum of a convex function defined on a Hilbert space . We prove convergence rates for these algorithms under suitable conditions on the objective function . These conditions involve the behavior of the modulus of smoothness and the modulus of uniform convexity of .
Cite
@article{arxiv.1401.1754,
title = {Greedy Strategies for Convex Optimization},
author = {Hao Nguyen and Guergana Petrova},
journal= {arXiv preprint arXiv:1401.1754},
year = {2014}
}