Convergence and rate of convergence of some greedy algorithms in convex optimization


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Abstract

The paper gives a systematic study of the approximate versions of three greedy-type algorithms that are widely used in convex optimization. By an approximate version we mean the one where some of evaluations are made with an error. Importance of such versions of greedy-type algorithms in convex optimization and approximation theory was emphasized in previous literature.

About the authors

V. N. Temlyakov

Mathematics Department; Steklov Mathematical Institute of Russian Academy of Sciences

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Email: temlyakovv@gmail.com
United States, 1523 Greene Street, Columbia, SC, 29208; ul. Gubkina 8, Moscow, 119991

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