Regular Self-Proximal Distances are Bregman
Journal of convex analysis, Tome 24 (2017) no. 1, pp. 135-148
Bregman distances play a key role in generalized versions of the proximal algorithm. This paper proposes a new characterization of Bregman distances in terms of their gradient and Hessian matrix. Thanks to this characterization, we obtain two results: all the so called self-proximal distances are Bregman, and all the induced proximal distances, under some regularity assumptions, are Bregman functions.
@article{JCA_2017_24_1_JCA_2017_24_1_a10,
author = {F. Alvarez and R. Correa and M. Marechal},
title = {Regular {Self-Proximal} {Distances} are {Bregman}},
journal = {Journal of convex analysis},
pages = {135--148},
year = {2017},
volume = {24},
number = {1},
url = {http://geodesic.mathdoc.fr/item/JCA_2017_24_1_JCA_2017_24_1_a10/}
}
F. Alvarez; R. Correa; M. Marechal. Regular Self-Proximal Distances are Bregman. Journal of convex analysis, Tome 24 (2017) no. 1, pp. 135-148. http://geodesic.mathdoc.fr/item/JCA_2017_24_1_JCA_2017_24_1_a10/