On Dual Convergence of the Generalized Proximal Point Method with Bregman Distances

@article{Iusem2000OnDC,
  title={On Dual Convergence of the Generalized Proximal Point Method with Bregman Distances},
  author={Alfredo N. Iusem and Renato D. C. Monteiro},
  journal={Math. Oper. Res.},
  year={2000},
  volume={25},
  pages={606-624}
}
TTie use of generalized distances (e.g.. Bregman distances), instead of Ihe Euclidean one, in the proximal point method for convex optimization, allows for elimination of the inequality constraints from the subproblems. In this paper we consider the proximal point method with Bregman distances applied to linearly constrained convex optimization problems, and study the behavior of the dual sequence obtained from the optimal multipliers of the linear constraints of each subproblcm. Under rather… CONTINUE READING

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