Bregman Monotone Optimization Algorithms (2002)
| Citations: | 5 - 2 self |
BibTeX
@MISC{Bauschke02bregmanmonotone,
author = {Heinz H. Bauschke and Jonathan M. Borwein and Patrick L. Combettes},
title = {Bregman Monotone Optimization Algorithms},
year = {2002}
}
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Abstract
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 simpli ed 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.
