Proximal minimization algorithm with D-functions

Y. Censor, S. A. Zenios

Research output: Contribution to journalArticlepeer-review

Abstract

The original proximal minimization algorithm employs quadratic additive terms in the objectives of the subproblems. In this paper, we replace these quadratic additive terms by more general D-functions which resemble (but are not strictly) distance functions. We characterize the properties of such D-functions which, when used in the proximal minimization algorithm, preserve its overall convergence. The quadratic case as well as an entropy-oriented proximal minimization algorithm are obtained as special cases.

Original languageEnglish
Pages (from-to)451-464
Number of pages14
JournalJournal of Optimization Theory and Applications
Volume73
Issue number3
DOIs
StatePublished - Jun 1992

Keywords

  • Bregman functions
  • D-functions
  • entropy optimization
  • Proximal minimization algorithms

ASJC Scopus subject areas

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

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