Chebushev Greedy Algorithm in convex optimization
Abstract
Chebyshev Greedy Algorithm is a generalization of the well known Orthogonal Matching Pursuit defined in a Hilbert space to the case of Banach spaces. We apply this algorithm for constructing sparse approximate solutions (with respect to a given dictionary) to convex optimization problems. Rate of convergence results in a style of the Lebesguetype inequalities are proved.
 Publication:

arXiv eprints
 Pub Date:
 December 2013
 arXiv:
 arXiv:1312.1244
 Bibcode:
 2013arXiv1312.1244T
 Keywords:

 Statistics  Machine Learning;
 Mathematics  Optimization and Control