Iterating Bregman retractions

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Résumé: On introduit la notion de retraction de Bregman d'un convexe ferme dans un espace euclidien. Les retractions de Bregman incluent les projections de Bregman amont et aval, ainsi que leurs combinaisons convexes. Le resultat principal unifie plusieurs resultats de convergence sur les methodes de projection de Bregman pour les problemes d'admissibilite convexe. On l'utilise egalement pour construire de nouveaux algorithmes sequentiels et paralleles.
Abstract: The notion of a Bregman retraction of a closed convex set in Euclidean space is introduced. Bregman retractions include backward Bregman projections, forward Bregman projections, as well as their convex combinations, and are thus quite flexible. The main result on iterating Bregman retractions unifies several convergence results on projection methods for solving convex feasibility problems. It is also used to construct new sequential and parallel algorithms.

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Date: 2003-05-01