Rescaled Pure Greedy Algorithm for convex optimization
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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.
KeywordsGreedy algorithms Convex optimization Rates of convergence
Mathematics Subject Classification65K05 90C25 41A46
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