PROXIMAL MINIMIZATION ALGORITHM WITH D-FUNCTIONS

被引：193

作者：

CENSOR, Y ^{[1
]}

ZENIOS, SA ^{[1
]}

机构：

[1] UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1992年 / 73卷 / 03期

关键词：

PROXIMAL MINIMIZATION ALGORITHMS; BREGMAN FUNCTIONS; D-FUNCTION; ENTROPY OPTIMIZATION;

D O I：

10.1007/BF00940051

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 original proximal minimization algorithm employs quadratic additive terms in the objectives of the subproblems. In this paper, we replace these quadratic additive terms by more general D-functions which resemble (but are not strictly) distance functions. We characterize the properties of such D-functions which, when used in the proximal minimization algorithm, preserve its overall convergence. The quadratic case as well as an entropy-oriented proximal minimization algorithm are obtained as special cases.

引用

页码：451 / 464

页数：14

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