Vladimir Temlyakov

Greedy approximation in convex optimization

  • Vladimir Temlyakov
    • Categories Convex Optimization Tags , , ,

    We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements from a given system of elements. There is an increasing interest in building such sparse approximate solutions using different greedy-type algorithms. … Read more

    Greedy expansions in convex optimization

  • Vladimir Temlyakov
    • Categories Convex Optimization Tags , , ,

    This paper is a follow up to the previous author’s paper on convex optimization. In that paper we began the process of adjusting greedy-type algorithms from nonlinear approximation for finding sparse solutions of convex optimization problems. We modified there three the most popular in nonlinear approximation in Banach spaces greedy algorithms — Weak Chebyshev Greedy … Read more