Bregman projection












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Given a convex body $K$ and a point $y$ outside the convex body (in the ambient space), the Bregman projection of $y$ , with respect to the regularizer $R$, is defined as



$x=rm{argmin}{B_{R}left(omega, yright):omega in K}$



where, $B_{R}left(omega, yright)=Rleft(omegaright)+Rleft(yright)-nabla Rleft(yright)'left(omega-yright)$



Then how can I show the following



$[nabla R(x) − nabla R(y)]' (omega − x) >0$



Please give me some hint.










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    0












    $begingroup$


    Given a convex body $K$ and a point $y$ outside the convex body (in the ambient space), the Bregman projection of $y$ , with respect to the regularizer $R$, is defined as



    $x=rm{argmin}{B_{R}left(omega, yright):omega in K}$



    where, $B_{R}left(omega, yright)=Rleft(omegaright)+Rleft(yright)-nabla Rleft(yright)'left(omega-yright)$



    Then how can I show the following



    $[nabla R(x) − nabla R(y)]' (omega − x) >0$



    Please give me some hint.










    share|cite|improve this question











    $endgroup$















      0












      0








      0





      $begingroup$


      Given a convex body $K$ and a point $y$ outside the convex body (in the ambient space), the Bregman projection of $y$ , with respect to the regularizer $R$, is defined as



      $x=rm{argmin}{B_{R}left(omega, yright):omega in K}$



      where, $B_{R}left(omega, yright)=Rleft(omegaright)+Rleft(yright)-nabla Rleft(yright)'left(omega-yright)$



      Then how can I show the following



      $[nabla R(x) − nabla R(y)]' (omega − x) >0$



      Please give me some hint.










      share|cite|improve this question











      $endgroup$




      Given a convex body $K$ and a point $y$ outside the convex body (in the ambient space), the Bregman projection of $y$ , with respect to the regularizer $R$, is defined as



      $x=rm{argmin}{B_{R}left(omega, yright):omega in K}$



      where, $B_{R}left(omega, yright)=Rleft(omegaright)+Rleft(yright)-nabla Rleft(yright)'left(omega-yright)$



      Then how can I show the following



      $[nabla R(x) − nabla R(y)]' (omega − x) >0$



      Please give me some hint.







      self-learning divergence






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Jan 7 at 9:17









      Bernard

      123k741117




      123k741117










      asked Jan 7 at 8:40









      Shefali royShefali roy

      93




      93






















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