IDEAS home Printed from https://ideas.repec.org/p/wop/iasawp/wp95024.html
   My bibliography  Save this paper

Proximal Minimization Methods with Generalized Bregman Functions

Author

Listed:
  • K. Kiwiel

Abstract

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.

Suggested Citation

  • K. Kiwiel, 1995. "Proximal Minimization Methods with Generalized Bregman Functions," Working Papers wp95024, International Institute for Applied Systems Analysis.
  • Handle: RePEc:wop:iasawp:wp95024
    as

    Download full text from publisher

    File URL: http://www.iiasa.ac.at/Publications/Documents/WP-95-024.ps
    Download Restriction: no

    References listed on IDEAS

    as
    1. K. Kiwiel, 1994. "Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints," Working Papers wp94089, International Institute for Applied Systems Analysis.
    2. Jong-Il Kim & Lawrence J. Lau, 1996. "The sources of Asian Pacific economic growth," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 448-454, April.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wop:iasawp:wp95024. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel). General contact details of provider: http://edirc.repec.org/data/iiasaat.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.