relation: https://pure.iiasa.ac.at/id/eprint/4568/
title: Proximal Minimization Methods with Generalized Bregman Functions
creator: Kiwiel, K.
description: 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 $c_k>0$ 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.
publisher: WP-95-024
date: 1995-03
type: Monograph
type: NonPeerReviewed
format: text
language: en
identifier: https://pure.iiasa.ac.at/id/eprint/4568/1/WP-95-024.pdf
identifier:   Kiwiel, K.  (1995).  Proximal Minimization Methods with Generalized Bregman Functions.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-024