Iterative averaging of entropic projections for solving stochastic convex feasibility problems

被引：72

作者：

Butnariu, D ^{[1
]}

Censor, Y ^{[1
]}

Reich, S ^{[1
]}

机构：

[1] TECHNION ISRAEL INST TECHNOL,DEPT MATH,IL-32000 HAIFA,ISRAEL

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 1997年 / 8卷 / 01期

关键词：

stochastic convex feasibility problem; Bregman projection; entropic projection; modulus of local convexity; very convex function;

D O I：

10.1023/A:1008654413997

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The problem considered in this paper is that of finding a point which is common to almost all the members of a measurable family of closed convex subsets of R-++(n), provided that such a point exists. The main results show that this problem can be solved by an iterative method essentially based on averaging at each step the Bregman projections with respect to f(x) = Sigma(i=1)(n) x(i) . ln x(i) of the current iterate onto the given sets.

引用

页码：21 / 39

页数：19

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