Efficient Bregman projections onto the simplex

2015 ◽  
Author(s):  
Walid Krichene ◽  
Syrine Krichene ◽  
Alexandre Bayen
Keyword(s):  
Bregman Projections

scholarly journals Block-Iterative Algorithms with Underrelaxed Bregman Projections

2002 ◽  
Vol 13 (1) ◽  
pp. 283-297 ◽  
Author(s):  
Yair Censor ◽  
Gabor T. Herman
Keyword(s):  
Iterative Algorithms ◽  
Bregman Projections

Dykstras algorithm with bregman projections: A convergence proof

Optimization ◽  
2000 ◽  
Vol 48 (4) ◽  
pp. 409-427 ◽  
Author(s):  
Heinz H Bauschke ◽  
Adrian S Lewis
Keyword(s):  
Convergence Proof ◽  
Bregman Projections

scholarly journals Iterative Bregman Projections for Regularized Transportation Problems

2015 ◽  
Vol 37 (2) ◽  
pp. A1111-A1138 ◽  
Author(s):  
Jean-David Benamou ◽  
Guillaume Carlier ◽  
Marco Cuturi ◽  
Luca Nenna ◽  
Gabriel Peyré
Keyword(s):  
Transportation Problems ◽  
Bregman Projections

scholarly journals Forward-reflected-backward method with variance reduction

2021 ◽  
Author(s):  
Ahmet Alacaoglu ◽  
Yura Malitsky ◽  
Volkan Cevher
Keyword(s):  
Variational Inequalities ◽  
Rate Of Convergence ◽  
Variance Reduction ◽  
Almost Sure Convergence ◽  
Ergodic Average ◽  
Strong Monotonicity ◽  
Monotone Variational Inequalities ◽  
Monotone Inclusions ◽  
Bregman Projections

AbstractWe propose a variance reduced algorithm for solving monotone variational inequalities. Without assuming strong monotonicity, cocoercivity, or boundedness of the domain, we prove almost sure convergence of the iterates generated by the algorithm to a solution. In the monotone case, the ergodic average converges with the optimal O(1/k) rate of convergence. When strong monotonicity is assumed, the algorithm converges linearly, without requiring the knowledge of strong monotonicity constant. We finalize with extensions and applications of our results to monotone inclusions, a class of non-monotone variational inequalities and Bregman projections.

A multiprojection algorithm using Bregman projections in a product space

1994 ◽  
Vol 8 (2) ◽  
pp. 221-239 ◽  
Author(s):  
Yair Censor ◽  
Tommy Elfving
Keyword(s):  
Product Space ◽  
Bregman Projections
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