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- Bregman_method abstract "Bregman's method is an iterative algorithm to solve certain convex optimization problems. The algorithm is a row-action method accessing constraint functions one by one and the method is particularly suited for large optimization problems where constraints can be efficiently enumerated.The algorithm starts with a pair of primal and dual variables. Then, for each constraint a generalized projection onto its feasible set is performed, updating both the constraint's dual variable and all primal variables for which there are non-zero coefficients in the constraint functions gradient. In case the objective is strictly convex and all constraint functions are convex, the limit of this iterative projection converges to the optimal primal dual pair.The method has links to the method of multipliers and dual ascent method and multiple generalizations exist.One drawback of the method is that it is only provably convergent if the objective function is strictly convex. In case this can not be ensured, as for linear programs or non-strictly convex quadratic programs, additional methods such as proximal methods have been developed.".
- Bregman_method wikiPageExternalLink bregman.
- Bregman_method wikiPageExternalLink Split_Bregman.html.
- Bregman_method wikiPageID "21410975".
- Bregman_method wikiPageLength "1518".
- Bregman_method wikiPageOutDegree "8".
- Bregman_method wikiPageRevisionID "695120447".
- Bregman_method wikiPageWikiLink Bregman_divergence.
- Bregman_method wikiPageWikiLink Category:Mathematical_optimization.
- Bregman_method wikiPageWikiLink Convex_optimization.
- Bregman_method wikiPageWikiLink Dual_ascent_method.
- Bregman_method wikiPageWikiLink Iterative_method.
- Bregman_method wikiPageWikiLink Linear_programming.
- Bregman_method wikiPageWikiLink Method_of_multipliers.
- Bregman_method wikiPageWikiLink Proximal_method.
- Bregman_method wikiPageWikiLinkText "Bregman method".
- Bregman_method wikiPageWikiLinkText "Bregman".
- Bregman_method wikiPageUsesTemplate Template:Unreferenced.
- Bregman_method subject Category:Mathematical_optimization.
- Bregman_method hypernym Algorithm.
- Bregman_method type Area.
- Bregman_method type Software.
- Bregman_method type Area.
- Bregman_method comment "Bregman's method is an iterative algorithm to solve certain convex optimization problems. The algorithm is a row-action method accessing constraint functions one by one and the method is particularly suited for large optimization problems where constraints can be efficiently enumerated.The algorithm starts with a pair of primal and dual variables.".
- Bregman_method label "Bregman method".
- Bregman_method sameAs Q4960383.
- Bregman_method sameAs m.05f8mjg.
- Bregman_method sameAs Q4960383.
- Bregman_method wasDerivedFrom Bregman_method?oldid=695120447.
- Bregman_method isPrimaryTopicOf Bregman_method.