Joint minimization with alternating Bregman proximity operators
H. H. Bauschke (hbauschkuoguelph.ca)
Abstract: A systematic study of the proximity properties of Bregman distances is carried out. This investigation leads to the introduction of a new type of proximity operator which complements the usual Bregman proximity operator. We establish key properties of these operators and utilize them to devise a new alternating procedure for solving a broad class of joint minimization problems. We provide a comprehensive convergence analysis of this algorithm. Our framework is shown to capture and extend various optimization methods.
Keywords: Alternating minimization, alternating projections, Bregman distance, Bregman projection, left proximity operator, Moreau envelope, proximal point algorithm, prox operator, right proximity operator.
Category 1: Convex and Nonsmooth Optimization (Convex Optimization )
Entry Submitted: 12/28/2004
Modify/Update this entry
|Visitors||Authors||More about us||Links|
Search, Browse the Repository
Give us feedback
|Optimization Journals, Sites, Societies|