Interval underrelaxed bregman's method with an application
- 1 January 1995
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 35 (3) , 227-250
- https://doi.org/10.1080/02331939508844144
Abstract
In this paper we present a version of the underrelaxed Bregman's method for convex programming adapted for the case of interval constraints and establish its convergence. This interval Underrelaxed Bregman Algorithm (IUB) is used then to establish convergence of a simple algorithm for the case in which the minimand is the entropy functional. This algorithm, called IMART, substitutes closed-form formulate for the minimization subproblems of IUB. IMART is then applied to a generalized multicommodity network flow problem.Keywords
This publication has 13 references indexed in Scilit:
- A primal-dual iterative algorithm for a maximum likelihood estimation problemComputational Statistics & Data Analysis, 1992
- Proximal minimization algorithm withD-functionsJournal of Optimization Theory and Applications, 1992
- Optimization of Burg's entropy over linear constraintsApplied Numerical Mathematics, 1991
- A Simultaneous Iterative Method for Computing Projections on PolyhedraSIAM Journal on Control and Optimization, 1987
- A relaxed version of Bregman's method for convex programmingJournal of Optimization Theory and Applications, 1986
- Row-Action Methods for Huge and Sparse Systems and Their ApplicationsSIAM Review, 1981
- An iterative row-action method for interval convex programmingJournal of Optimization Theory and Applications, 1981
- Extensions of Hildreth’s Row-Action Method for Quadratic ProgrammingSIAM Journal on Control and Optimization, 1980
- The relaxation method of finding the common point of convex sets and its application to the solution of problems in convex programmingUSSR Computational Mathematics and Mathematical Physics, 1967
- A quadratic programming procedureNaval Research Logistics Quarterly, 1957