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Abstract

The study of greedy approximation in the context of convex optimization is becoming a promising research direction as greedy algorithms are actively being employed to construct sparse minimizers for convex functions with respect to given sets of elements. In this paper we propose a unified way of analyzing a certain kind of greedy-type algorithms for the minimization of convex functions on Banach spaces. Specifically, we define the class of Weak Biorthogonal Greedy Algorithms for convex optimization that contains a wide range of greedy algorithms. We analyze the introduced class of algorithms and establish the properties of convergence, rate of convergence, and numerical stability, which is understood in the sense that the steps of the algorithm are allowed to be performed not precisely but with controlled computational inaccuracies. We show that the following well-known algorithms for convex optimization -- the Weak Chebyshev Greedy Algorithm (co) and the Weak Greedy Algorithm with Free Relaxation (co) -- belong to this class, and introduce a new algorithm -- the Rescaled Weak Relaxed Greedy Algorithm (co). Presented numerical experiments demonstrate the practical performance of the aforementioned greedy algorithms in the setting of convex minimization as compared to optimization with regularization, which is the conventional approach of constructing sparse minimizers.

Details

1009240
Title
Biorthogonal Greedy Algorithms in Convex Optimization
Publication title
arXiv.org; Ithaca
Publication year
2022
Publication date
Apr 25, 2022
Section
Computer Science; Mathematics
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2022-04-26
Milestone dates
2020-01-15 (Submission v1); 2022-04-25 (Submission v2)
Publication history
 
 
   First posting date
26 Apr 2022
ProQuest document ID
2340168662
Document URL
https://www.proquest.com/working-papers/biorthogonal-greedy-algorithms-convex/docview/2340168662/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2022. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2023-09-13
Database
2 databases
  • ProQuest One Academic
  • ProQuest One Academic