Error Forgetting of Bregman Iteration
نویسندگان
چکیده
منابع مشابه
Error Forgetting of Bregman Iteration
This short article analyzes an interesting property of the Bregman iterative procedure, which is equivalent to the augmented Lagrangian method, for minimizing a convex piece-wise linear function J(x) subject to linear constraints Ax = b. The procedure obtains its solution by solving a sequence of unconstrained subproblems of minimizing J(x)+ 12‖Ax−b ‖2, where b k is iteratively updated. In prac...
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ژورنال
عنوان ژورنال: Journal of Scientific Computing
سال: 2012
ISSN: 0885-7474,1573-7691
DOI: 10.1007/s10915-012-9616-5