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Calcolo

, 56:15 | Cite as

Rescaled Pure Greedy Algorithm for convex optimization

  • Zheming Gao
  • Guergana PetrovaEmail author
Article
  • 27 Downloads

Abstract

We suggest a new greedy strategy for convex optimization in Banach spaces and prove its convergence rates under a suitable behavior of the modulus of uniform smoothness of the objective function. We show that this algorithm is a generalization of the recently discovered Rescaled Pure Greedy Algorithm for approximation in Hilbert spaces.

Keywords

Greedy algorithms Convex optimization Rates of convergence 

Mathematics Subject Classification

65K05 90C25 41A46 

Notes

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Copyright information

© Istituto di Informatica e Telematica (IIT) 2019

Authors and Affiliations

  1. 1.Department of Operations ResearchNCSURaleighUSA
  2. 2.Department of MathematicsTexas A&M UniversityCollege StationUSA

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