Bregman Monotone Optimization Algorithms

Borwein, Jonathan M. and Combettes, Patrick L. and Bauschke, Heinz H. (2003) Bregman Monotone Optimization Algorithms. SIAM J. Control and Optimization, 42 . pp. 596-636.

Download (520Kb) | Preview
    Download (594Kb) | Preview


      A broad class of optimization algorithms based on Bregman distances in Banach spaces is unified around the notion of Bregman monotonicity. A systematic investigation of this notion leads to a simplified analysis of numerous algorithms and to the development of a new class of parallel block-iterative surrogate Bregman projection schemes. Another key contribution is the introduction of a class of operators that is shown to be intrinsically tied to the notion of Bregman monotonicity and to include the operators commonly found in Bregman optimization methods. Special emphasis is placed on the viability of the algorithms and the importance of Legendre functions in this regard. Various applications are discussed.

      Item Type: Article
      Additional Information: pubdom FALSE
      Subjects: 26-xx Real functions
      Faculty: UNSPECIFIED
      Depositing User: Users 1 not found.
      Date Deposited: 20 Nov 2003
      Last Modified: 12 Jan 2015 15:59

      Actions (login required)

      View Item