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
This is a revised version of
Computer Science Technical Report CMU-CS-01-109,
published in October 2001.
Keywords: Bragman distances, convex duality, Legendre 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.