Mathematics > Optimization and Control
[Submitted on 25 Aug 2021 (v1), last revised 23 Feb 2022 (this version, v2)]
Title:The Bregman proximal average
View PDFAbstract:We provide a proximal average with repect to a $1$-coercive Legendre function. In the sense of Bregman distance, the Bregman envelope of the proximal average is a convex combination of Bregman envelopes of individual functions. The Bregman proximal mapping of the average is a convex combination of convexified proximal mappings of individual functions. Techniques from variational analysis provide the keys for the Bregman proximal average.
Submission history
From: Shawn Wang [view email][v1] Wed, 25 Aug 2021 19:22:00 UTC (29 KB)
[v2] Wed, 23 Feb 2022 23:16:09 UTC (29 KB)
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