On the nature of Bregman functions
Résumé
Let C be convex, compact, with nonempty interior and h be Legendre with domain C, continuous on C. We prove that h is Bregman if and only if it is strictly convex on C and C is a polytope. This provides insights on sequential convergence of many Bregman divergence based algorithm: abstract compatibility conditions between Bregman and Euclidean topology may equivalently be replaced by explicit conditions on h and C. This also emphasizes that a general convergence theory for these methods (beyond polyhedral domains) would require more refinements than Bregman's conditions.
Domaines
Optimisation et contrôle [math.OC]Origine | Fichiers produits par l'(les) auteur(s) |
---|