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布雷格曼近端平均

The Bregman Proximal Average

SIAM Journal on Optimization · 2022
被引 3
ABS 3

中文导读

针对1-强制勒让德函数,定义了布雷格曼近端平均,其布雷格曼包络是各函数布雷格曼包络的凸组合,近端映射也是各函数凸化近端映射的凸组合。

Abstract

We provide a proximal average with repect to a $1$-coercive Legendre function. In the sense of Bregman distance, the Bregman envelope of the proximal average is a convex combination of Bregman envelopes of individual functions. The Bregman proximal mapping of the average is a convex combination of convexified proximal mappings of individual functions. Techniques from variational analysis provide the keys for the Bregman proximal average.

数学变分分析优化理论布雷格曼散度