@techreport{iiasa4568, month = {March}, type = {IIASA Working Paper}, title = {Proximal Minimization Methods with Generalized Bregman Functions}, address = {IIASA, Laxenburg, Austria}, publisher = {WP-95-024}, year = {1995}, url = {https://pure.iiasa.ac.at/id/eprint/4568/}, abstract = {We consider methods for minimizing a convex function \$f\$ that generate a sequence \$\{x{\^{ }}k\}\$ by taking \$x{\^{ }}\{k+1\}\$ to be an approximate minimizer of \$f(x)+D\_h(x,x{\^{ }}k)/c\_k\$, where \$c\_k{\ensuremath{>}}0\$ and \$D\_h\$ is the \$D\$-function of a Bregman function \$h\$. Extensions are made to \$B\$-functions that generalize Bregman functions and cover more applications. Convergence is established under criteria amenable to implementation. Applications are made to nonquadratic multiplier methods for nonlinear programs.}, author = {Kiwiel, K.} }