Sequential greedy approximation for certain convex optimization problems

  • Authors:
  • Tong Zhang

  • Affiliations:
  • IBM T. J. Watson Res. Center, Yorktown Heights, NY, USA

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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Abstract

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.