Interval underrelaxed bregman's method with an application

In this paper we present a version of the underrelaxed Bregman's method for convex programming adapted for the case of interval constraints and establish its convergence. This interval Underrelaxed Bregman Algorithm (IUB) is used then to establish convergence of a simple algorithm for the case in which the minimand is the entropy functional. This algorithm, called IMART, substitutes closed-form formulate for the minimization subproblems of IUB. IMART is then applied to a generalized multicommodity network flow problem.

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