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Zbl 1063.90040
Zhang, Tong
Sequential greedy approximation for certain convex optimization problems. (English)
[J] IEEE Trans. Inf. Theory 49, No. 3, 682-691 (2003). ISSN 0018-9448

Summary: A greedy algorithm for a class of convex optimization problems is presented. The algorithm is motivated from function approximation using a sparse combination of basis functions as well as some of its variants. We derive a bound on the rate of approximate minimization for this algorithm, and present examples of its application. Our analysis generalizes a number of earlier studies.
MSC 2000:
*90C25 Convex programming

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