Duality for Bregman projections onto translated cones and affine subspaces. (Q1874472)
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| Language | Label | Description | Also known as |
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| English | Duality for Bregman projections onto translated cones and affine subspaces. |
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Duality for Bregman projections onto translated cones and affine subspaces. (English)
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25 May 2003
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The author proves differently the dual characterization of Bregman projection onto linear constraints presented by \textit{S. Della Peitra}, \textit{V. Della Pietra} and \textit{J. Lafferty} [Duality and auxiliary functions for Bregman distances, Technical Report CMU-CS-01-109, School of Computer Science, Carnegie Mellon University (2002)] using the framework of convex analysis. Assuming a standard constraint qualification, the given proof is much shorter and cleaner and reveals the strange nonconvex component as a reformulation of a convex optimization problem.
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Affine subspace
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Bregman distance
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Bregman projection
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Convex cone
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Convex duality
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Legendre function
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Orthogonal complement
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