A relaxed version of Bregman's method for convex programming (Q1067977)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A relaxed version of Bregman's method for convex programming |
scientific article |
Statements
A relaxed version of Bregman's method for convex programming (English)
0 references
1986
0 references
A new type of relaxation for Bregman's method, an iterative primal-dual algorithm for linearly constrained convex programming, is presented. It is shown that the new relaxation procedure generalizes the usual concept of relaxation and preserves the convergence properties of Bregman's algorithm for a suitable choice of the relaxation parameters. For convergence, Bregman's method requires that the objective function satisfy certain conditions. A sufficient and easily checkable condition for these requirements to hold is also given.
0 references
relaxation
0 references
Bregman's method
0 references
iterative primal-dual algorithm
0 references
linearly constrained convex programming
0 references
entropy optimization
0 references
large and sparse matrices
0 references
nonorthogonal projections
0 references
