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

February 2002

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, 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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