Generalized bregman envelopes and proximity operators
- Authors: Burachik, Regina , Dao, Minh , Lindstrom, Scott
- Date: 2021
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 190, no. 3 (2021), p. 744-778
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- Description: Every maximally monotone operator can be associated with a family of convex functions, called the Fitzpatrick family or family of representative functions. Surprisingly, in 2017, Burachik and Martínez-Legaz showed that the well-known Bregman distance is a particular case of a general family of distances, each one induced by a specific maximally monotone operator and a specific choice of one of its representative functions. For the family of generalized Bregman distances, sufficient conditions for convexity, coercivity, and supercoercivity have recently been furnished. Motivated by these advances, we introduce in the present paper the generalized left and right envelopes and proximity operators, and we provide asymptotic results for parameters. Certain results extend readily from the more specific Bregman context, while others only extend for certain generalized cases. To illustrate, we construct examples from the Bregman generalizing case, together with the natural “extreme” cases that highlight the importance of which generalized Bregman distance is chosen. © 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.
The generalized bregman distance
- Authors: Burachik, Regina , Dao, Minh , Lindstrom, Scott
- Date: 2021
- Type: Text , Journal article
- Relation: SIAM Journal on Optimization Vol. 31, no. 1 (2021), p. 404-424
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- Description: Recently, a new kind of distance has been introduced for the graphs of two point-to-set operators, one of which is maximally monotone. When both operators are the subdifferential of a proper lower semicontinuous convex function, this kind of distance specializes under modest assumptions to the classical Bregman distance. We name this new kind of distance the generalized Bregman distance, and we shed light on it with examples that utilize the other two most natural representative functions: the Fitzpatrick function and its conjugate. We provide sufficient conditions for convexity, coercivity, and supercoercivity: properties which are essential for implementation in proximal point type algorithms. We establish these results for both the left and right variants of this new kind of distance. We construct examples closely related to the Kullback-Leibler divergence, which was previously considered in the context of Bregman distances and whose importance in information theory is well known. In so doing, we demonstrate how to compute a difficult Fitzpatrick conjugate function, and we discover natural occurrences of the Lambert \scrW function, whose importance in optimization is of growing interest. © 2021 Society for Industrial and Applied Mathematics
The Douglas–Rachford algorithm for a hyperplane and a doubleton
- Authors: Bauschke, Heinz , Dao, Minh , Lindstrom, Scott
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of global optimization Vol. 74, no. 1 (2019), p. 79-93
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- Description: The Douglas–Rachford algorithm is a popular algorithm for solving both convex and nonconvex feasibility problems. While its behaviour is settled in the convex inconsistent case, the general nonconvex inconsistent case is far from being fully understood. In this paper, we focus on the most simple nonconvex inconsistent case: when one set is a hyperplane and the other a doubleton (i.e., a two-point set). We present a characterization of cycling in this case which—somewhat surprisingly—depends on whether the ratio of the distance of the points to the hyperplane is rational or not. Furthermore, we provide closed-form expressions as well as several concrete examples which illustrate the dynamical richness of this algorithm.
Variational analysis Down Under open problem session
- Authors: Bui, Hoa , Lindstrom, Scott , Roshchina, Vera
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 182, no. 1 (2019), p. 430-437
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- Description: We state the problems discussed in the open problem session at Variational Analysis Down Under conference held in honour of Prof. Asen Dontchev on 19-21 February 2018 at Federation University Australia.