Iterative averaging of entropic projections for solving stochastic convex feasibility problems

被引：72
|
作者：
Butnariu, D [1 ]
Censor, Y [1 ]
Reich, S [1 ]
机构：
[1] TECHNION ISRAEL INST TECHNOL,DEPT MATH,IL-32000 HAIFA,ISRAEL
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 1997年 / 8卷 / 01期
关键词：
stochastic convex feasibility problem; Bregman projection; entropic projection; modulus of local convexity; very convex function;
D O I：
10.1023/A:1008654413997
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
The problem considered in this paper is that of finding a point which is common to almost all the members of a measurable family of closed convex subsets of R-++(n), provided that such a point exists. The main results show that this problem can be solved by an iterative method essentially based on averaging at each step the Bregman projections with respect to f(x) = Sigma(i=1)(n) x(i) . ln x(i) of the current iterate onto the given sets.
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页码：21 / 39
页数：19
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