Greedy Strategies for Convex Optimization

被引：0
作者：
Hao Nguyen
Guergana Petrova
机构：
[1] WorldQuant LLC,Department of Mathematics
[2] Texas A&M University,undefined
来源：
Calcolo | 2017年 / 54卷
关键词：
Greedy algorithms; Convex optimization; Rates of convergence; 65K05; 90C25; 41A46;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We investigate two greedy strategies for finding an approximation to the minimum of a convex function E defined on a Hilbert space H. We prove convergence rates for these algorithms under suitable conditions on the objective function E. These conditions involve the behavior of the modulus of smoothness and the modulus of uniform convexity of E.
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页码：207 / 224
页数：17
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