Linear Convergence of Stochastic Iterative Greedy Algorithms with Sparse Constraints.
Nam NguyenDeanna NeedellTina WoolfPublished in: CoRR (2014)
Keyphrases
- greedy algorithms
- greedy algorithm
- gauss seidel
- chance constraints
- linear constraints
- stochastic approximation
- convergence rate
- sparse data
- high dimensional
- nonlinear optimization problems
- stationary points
- linear systems
- knapsack problem
- closed form
- convergence speed
- initial conditions
- simple linear
- global convergence
- constraint programming
- linear inequalities
- sparse approximation
- constrained optimization
- quadratic programming
- stochastic dynamic programming
- linear program
- sparse representation
- machine learning