Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions

DOI10.1137/0803026zbMath0808.90103OpenAlexW2090376964MaRDI QIDQ3140001

Gong Chen, Marc Teboulle

Publication date: 15 March 1995

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0803026

zbMATH Keywords

Bregman functionsglobal convergence rateconvergence proofproximal-like minimization

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (only showing first 100 items - show all)

The proximal point method with a vectorial Bregman regularization in multiobjective DC programming ⋮ Proximal Methods with Penalization Effects in Banach Spaces ⋮ Convex-Concave Backtracking for Inertial Bregman Proximal Gradient Algorithms in Nonconvex Optimization ⋮ Accelerated Bregman Primal-Dual Methods Applied to Optimal Transport and Wasserstein Barycenter Problems ⋮ Interior proximal extragradient method for equilibrium problems ⋮ Reconstructing conductivity coefficients based on sparsity regularization and measured data in electrical impedance tomography ⋮ Exact gradient methods with memory ⋮ Revisiting linearized Bregman iterations under Lipschitz-like convexity condition ⋮ A derivative-free comirror algorithm for convex optimization ⋮ Regularizing with Bregman--Moreau Envelopes ⋮ The Bregman Proximal Average ⋮ A penalty algorithm for solving convex separable knapsack problems ⋮ First Order Methods Beyond Convexity and Lipschitz Gradient Continuity with Applications to Quadratic Inverse Problems ⋮ On the linear convergence of a Bregman proximal point algorithm ⋮ Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant ⋮ An inexact scalarization proximal point method for multiobjective quasiconvex minimization ⋮ Unifying mirror descent and dual averaging ⋮ Non-smooth non-convex Bregman minimization: unification and new algorithms ⋮ Transformed primal-dual methods for nonlinear saddle point systems ⋮ A stochastic variance reduction algorithm with Bregman distances for structured composite problems ⋮ Stochastic composition optimization of functions without Lipschitz continuous gradient ⋮ The Legendre Transformation in Modern Optimization ⋮ Sinkhorn Algorithm for Lifted Assignment Problems ⋮ Optimal Algorithms for Stochastic Complementary Composite Minimization ⋮ Bregman-Golden ratio algorithms for variational inequalities ⋮ Nonstationary online convex optimization with multiple predictions ⋮ Market Equilibria and Risk Diversification in Blockchain Mining Economies ⋮ The method of randomized Bregman projections for stochastic feasibility problems ⋮ Perturbed Fenchel duality and first-order methods ⋮ Provable Phase Retrieval with Mirror Descent ⋮ First-order methods for convex optimization ⋮ A Nonlocal Graph-PDE and Higher-Order Geometric Integration for Image Labeling ⋮ Bregman proximal point type algorithms for quasiconvex minimization ⋮ On the Convergence of Gradient-Like Flows with Noisy Gradient Input ⋮ Bregman three-operator splitting methods ⋮ Event-triggered distributed online convex optimization with delayed bandit feedback ⋮ An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems ⋮ Re-examination of Bregman functions and new properties of their divergences ⋮ Optimal Affine-Invariant Smooth Minimization Algorithms ⋮ Approximating common fixed points of Bregman weakly relatively nonexpansive mappings in Banach spaces ⋮ Dykstras algorithm with bregman projections: A convergence proof ⋮ Unnamed Item ⋮ Iterations of paracontractions and firmaly nonexpansive operators with applications to feasibility and optimization ⋮ Newton-type Methods with Generalized Distances For Constrained Optimization ⋮ The Generalized Bregman Distance ⋮ Unnamed Item ⋮ Generalized proximal point algorithms for multiobjective optimization problems ⋮ Second-Order Dynamics with Hessian-Driven Damping for Linearly Constrained Convex Minimization ⋮ On the existence and convergence of approximate solutions for equilibrium problems in Banach spaces ⋮ A BREGMAN ITERATIVE REGULARIZATION METHOD FOR WAVELET-BASED IMAGE DEBLURRING ⋮ On a proximal point method for convex optimization in banach spaces ⋮ An Extension of the Auxiliary Problem Principle to Nonsymmetric Auxiliary Operators ⋮ Approximate proximal algorithms for generalized variational inequalities with pseudomonotone multifunctions ⋮ The perturbed generalized proximal point algorithm ⋮ An introduction to continuous optimization for imaging ⋮ INEXACT VERSIONS OF PROXIMAL POINT AND AUGMENTED LAGRANGIAN ALGORITHMS IN BANACH SPACES ⋮ Singular Riemannian barrier methods and gradient-projection dynamical systems for constrained optimization ⋮ A new family of penalties for augmented Lagrangian methods ⋮ Interior Proximal Methods for equilibrium programming: part II ⋮ Non-Convex feasibility problems and proximal point methods ⋮ A proximal point algorithm with a ϕ-divergence for quasiconvex programming ⋮ Dual convergence of the proximal point method with Bregman distances for linear programming ⋮ Convergence theorem for equilibrium problem and Bregman strongly nonexpansive mappings in Banach spaces ⋮ A proximal multiplier method for separable convex minimization ⋮ Unnamed Item ⋮ Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming ⋮ Accelerated hybrid iterative algorithm for common fixed points of a finite families of countable Bregman quasi-Lipschitz mappings and solutions of generalized equilibrium problem with application ⋮ An interior proximal linearized method for DC programming based on Bregman distance or second-order homogeneous kernels ⋮ Coordinate descent with arbitrary sampling I: algorithms and complexity^† ⋮ Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions ⋮ Bregman best proximity points for Bregman asymptotic cyclic contraction mappings in Banach spaces ⋮ Interior projection-like methods for monotone variational inequalities ⋮ A proximal trust-region algorithm for column generation stabilization ⋮ On the Convergence of Mirror Descent beyond Stochastic Convex Programming ⋮ The split common null point problem for Bregman generalized resolvents in two Banach spaces ⋮ On inexact solution of auxiliary problems in tensor methods for convex optimization ⋮ Inexact model: a framework for optimization and variational inequalities ⋮ Interior proximal methods for equilibrium programming: part I ⋮ Strong convergence of Halpern iteration for products of finitely many resolvents of maximal monotone operators in Banach spaces ⋮ Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity ⋮ Hybrid iterative algorithm for finite families of countable Bregman quasi-Lipschitz mappings with applications in Banach spaces ⋮ A proximal method with logarithmic barrier for nonlinear complementarity problems ⋮ New hybrid shrinking projection algorithm for common fixed points of a family of countable quasi-Bregman strictly pseudocontractive mappings with equilibrium and variational inequality and optimization problems ⋮ A strong convergence theorem for Bregman asymptotically quasi-nonexpansive mappings in the intermediate sense ⋮ Strong convergence theorems for Bregman \(W\)-mappings with applications to convex feasibility problems in Banach spaces ⋮ Generalized proximal-type methods for weak vector variational inequality problems in Banach spaces ⋮ On Bregman-type distances and their associated projection mappings ⋮ Interior quasi-subgradient method with non-Euclidean distances for constrained quasi-convex optimization problems in Hilbert spaces ⋮ Sparsity regularization of the diffusion coefficient identification problem: well-posedness and convergence rates ⋮ On the ergodic convergence rates of a first-order primal-dual algorithm ⋮ Some properties of generalized proximal point methods for quadratic and linear programming ⋮ An inexact proximal method for quasiconvex minimization ⋮ Iterative total variation regularization with non-quadratic fidelity ⋮ Inverse scale spaces for nonlinear regularization ⋮ A weighted mirror descent algorithm for nonsmooth convex optimization problem ⋮ A simplified view of first order methods for optimization ⋮ The developments of proximal point algorithms ⋮ A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem ⋮ Block coordinate proximal gradient methods with variable Bregman functions for nonsmooth separable optimization ⋮ An interior point method for the nonlinear complementarity problem

This page was built for publication: Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions