Rescaled Pure Greedy Algorithm for Convex Optimization
Optimization and Control
2015-05-15 v1
Abstract
We suggest a new greedy strategy for convex optimization in Banach spaces and prove its convergent rates under a suitable behavior of the modulus of uniform smoothness of the objective function.
Cite
@article{arxiv.1505.03606,
title = {Rescaled Pure Greedy Algorithm for Convex Optimization},
author = {Zheming Gao and Guergana Petrova},
journal= {arXiv preprint arXiv:1505.03606},
year = {2015}
}