English, Article, Journal or magazine article edition: Proximal Minimization Methods with Generalized Bregman Functions. K. Kiwiel

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Bookmark: http://trove.nla.gov.au/version/137891
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Proximal Minimization Methods with Generalized Bregman Functions.
Author
  • K. Kiwiel
Physical Description
  • preprint
Notes
  • We consider methods for minimizing a convex function $f$ that generate a sequence $\{x^k\}$ by taking $x^{k+1}$ to be an approximate minimizer of $f(x)+D_h(x,x^k)/​c_k$, where $c_k>0$ and $D_h$ is the $D$-function of a Bregman function $h$. Extensions are made to $B$-functions that generalize Bregman functions and cover more applications. Convergence is established under criteria amenable to implementation. Applications are made to nonquadratic multiplier methods for nonlinear programs.
  • RePEc:wop:iasawp:wp95024
Language
  • English
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