Linear Convergence of Stochastic Iterative Greedy Algorithms With Sparse Constraints.
Nam NguyenDeanna NeedellTina WoolfPublished in: IEEE Trans. Inf. Theory (2017)
Keyphrases
- greedy algorithms
- greedy algorithm
- gauss seidel
- linear constraints
- chance constraints
- nonlinear optimization problems
- stochastic approximation
- knapsack problem
- linear inequalities
- regularized least squares
- sparse data
- monte carlo
- constraint satisfaction
- search algorithm
- convergence rate
- high dimensional
- machine learning
- simple linear
- global convergence
- convergence speed
- constraint programming
- closed form
- optimization problems