Joint minimization with alternating Bregman proximity operators
Heinz H. Bauschke, Patrick L. Combettes, Dominikus Noll · 2005
Abstract A systematic study of the proximity properties of Bregman distances is carried out. Thisinvestigation leads to the introduction of a new type of proximity operator which complements the usual Bregman proximity operator. We establish key properties of these operators andutilize them to devise a new alternating procedure for solving a broad class of joint minimization problems. We provide a comprehensive convergence analysis of this algorithm. Our frameworkis shown to capture and extend various optimization methods.