1. Regularizing with Bregman--Moreau Envelopes
- Author
-
Scott B. Lindstrom, Heinz H. Bauschke, and Minh N. Dao
- Subjects
021103 operations research ,010102 general mathematics ,0211 other engineering and technologies ,Regular polygon ,02 engineering and technology ,Bregman divergence ,01 natural sciences ,Functional Analysis (math.FA) ,Theoretical Computer Science ,Mathematics - Functional Analysis ,Combinatorics ,Optimization and Control (math.OC) ,FOS: Mathematics ,0101 mathematics ,Convex function ,Mathematics - Optimization and Control ,Software ,Envelope (motion) ,Mathematics - Abstract
Moreau's seminal paper, introducing what is now called the Moreau envelope and the proximity operator (also known as the proximal mapping), appeared in 1965. The Moreau envelope of a given convex function provides a regularized version which has additional desirable properties such as differentiability and full domain. Fifty years ago, Attouch proposed using the Moreau envelope for regularization. Since then, this branch of convex analysis has developed in many fruitful directions. In 1967, Bregman introduced what is nowadays known as the Bregman distance as a measure of discrepancy between two points generalizing the square of the Euclidean distance. Proximity operators based on the Bregman distance have become a topic of significant research as they are useful in the algorithmic solution of optimization problems. More recently, in 2012, Kan and Song studied regularization aspects of the left Bregman-Moreau envelope even for nonconvex functions. In this paper, we complement previous works by analyzing the left and right Bregman-Moreau envelopes and by providing additional asymptotic results. Several examples are provided.
- Published
- 2018
- Full Text
- View/download PDF