Computer Science Department
School of Computer Science, Carnegie Mellon University


Duality and Auxiliary Functions for Bregman Distances

Stephen Della Pietra, Vincent Della Pietra, John Lafferty

October 2001

This document has been revised and is now superceded by
Computer Science Technical Report CMU-CS-01-109R
published in February 2002.

Keywords: Bragman distances, convex duality, Legendre functions, auxiliary functions

We formulate and prove a convex duality theorem for Bregman distances and present a technique based on auxiliary functions for deriving and proving convergence of iterative algorithms to minimize Bregman distance subject to linear constraints.

15 pages

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