Bregman method

Bregman's method is an iterative algorithm to solve certain convex optimization problems. The algorithm is a row-action method accessing constraint functions one by one and the method is particularly suited for large optimization problems where constraints can be efficiently enumerated. The method has links to the method of multipliers and dual ascent method and multiple generalizations exist.

Bregman method

Bregman's method is an iterative algorithm to solve certain convex optimization problems. The algorithm is a row-action method accessing constraint functions one by one and the method is particularly suited for large optimization problems where constraints can be efficiently enumerated. The method has links to the method of multipliers and dual ascent method and multiple generalizations exist.