Greedy Strategies for Convex Optimization |
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Authors: | Hao Nguyen Guergana Petrova |
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Affiliation: | 1.WorldQuant LLC,Hanoi,Vietnam;2.Department of Mathematics,Texas A&M University,College Station,USA |
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Abstract: | 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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