关于布雷格曼函数的性质

IF 0.8 4区管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Operations Research Letters Pub Date : 2024-09-12 DOI:10.1016/j.orl.2024.107183

Edouard Pauwels

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引用次数: 0

摘要

让 C⊂Rn 是凸的，紧凑的，内部非空的，而 h 是具有域 C 的 Legendre，在 C 上连续。这为许多基于布雷格曼发散的算法的顺序收敛提供了启示：布雷格曼和欧几里得拓扑之间的抽象相容条件可以等价地替换为关于 h 和 C 的明确条件。

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On the nature of Bregman functions

Let $C \subset R^{n}$ 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.

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来源期刊

Operations Research Letters 管理科学-运筹学与管理科学

CiteScore

2.10

自引率

9.10%

发文量

111

审稿时长

83 days

期刊介绍： Operations Research Letters is committed to the rapid review and fast publication of short articles on all aspects of operations research and analytics. Apart from a limitation to eight journal pages, quality, originality, relevance and clarity are the only criteria for selecting the papers to be published. ORL covers the broad field of optimization, stochastic models and game theory. Specific areas of interest include networks, routing, location, queueing, scheduling, inventory, reliability, and financial engineering. We wish to explore interfaces with other fields such as life sciences and health care, artificial intelligence and machine learning, energy distribution, and computational social sciences and humanities. Our traditional strength is in methodology, including theory, modelling, algorithms and computational studies. We also welcome novel applications and concise literature reviews.