CONVERGENCE ANALYSIS OF A PROXIMAL-LIKE MINIMIZATION ALGORITHM USING BREGMAN FUNCTIONS

被引：346

作者：

Chen, Gong ^{[1
]}

Teboulle, Marc ^{[1
]}

机构：

[1] Univ Maryland, Dept Math & Stat, Baltimore, MD 21228 USA

来源：

SIAM JOURNAL ON OPTIMIZATION | 1993年 / 3卷 / 03期

基金：

美国国家科学基金会;

关键词：

Bregman functions; proximal methods; convex programming;

D O I：

10.1137/0803026

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

An alternative convergence proof of a proximal-like minimization algorithm using Bregman functions, recently proposed by Censor and Zenios, is presented. The analysis allows the establishment of a global convergence rate of the algorithm expressed in terms of function values.

引用

页码：538 / 543

页数：6

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