ON DUAL CONVERGENCE AND THE RATE OF PRIMAL CONVERGENCE OF BREGMAN'S CONVEX PROGRAMMING METHOD

被引：17
|
作者：
Iusem, Alfredo N. [1 ]
机构：
[1] Inst Matemat Pura & Aplicada, BR-22460 Rio De Janeiro, Brazil
来源：
SIAM JOURNAL ON OPTIMIZATION | 1991年 / 1卷 / 03期
关键词：
convex programming; iterative algorithms; entropy maximization; large and sparse matrices;
D O I：
10.1137/0801025
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Bregman's method is an iterative algorithm for solving optimization problems with convex objective and linear inequality constraints. It generates two sequences: one, the primal one, is known to converge to the solution of the problem. Under the assumption of smoothness of the objective function at the solution, it is proved that the other sequence, the dual one, converges to a solution of the dual problem, and that the rate of convergence of the primal sequence is at least linear.
引用
收藏
页码：401 / 423
页数：23
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