TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa4568
UR  - https://pure.iiasa.ac.at/id/eprint/4568/
A1  - Kiwiel, K.
Y1  - 1995/03//
N2  - 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.
PB  - WP-95-024
M1  - working_paper
TI  - Proximal Minimization Methods with Generalized Bregman Functions
AV  - public
EP  - 30
ER  -