Convergence rates with inexact non-expansive operators

作者: Jingwei Liang , Jalal Fadili , Gabriel Peyré

DOI: 10.1007/S10107-015-0964-4

关键词: Iterated functionMathematical optimizationFixed pointConvergence (routing)PointwiseRate of convergenceNumerical analysisMetric (mathematics)Gradient descentMathematics

摘要: In this paper, we present a convergence rate analysis for the inexact Krasnosel'skiăź---Mann iteration built from non-expansive operators. The presented results include two main parts: first establish global pointwise and ergodic iteration-complexity bounds; then, under metric sub-regularity assumption, local linear distance of iterates to set fixed points. obtained can be applied analyze various monotone operator splitting methods in literature, including Forward---Backward splitting, Generalized Forward---Backward, Douglas---Rachford alternating direction method multipliers Primal---Dual methods. For these methods, also develop easily verifiable termination criteria finding an approximate solution, which seen as generalization criterion classical gradient descent method. We finally parallel non-stationary iteration.

参考文章(78)
R. S. Burachik, S. Scheimberg, B. F. Svaiter, Robustness of the Hybrid Extragradient Proximal-Point Algorithm Journal of Optimization Theory and Applications. ,vol. 111, pp. 117- 136 ,(2001) , 10.1023/A:1017523331361
Patrick L. Combettes, Heinz H. Bauschke, Convex Analysis and Monotone Operator Theory in Hilbert Spaces ,(2011)
Bernard Lemaire, Which Fixed Point Does the Iteration Method Select? Lecture Notes in Economics and Mathematical Systems. pp. 154- 167 ,(1997) , 10.1007/978-3-642-59073-3_11
D. Gabay, Chapter IX Applications of the Method of Multipliers to Variational Inequalities Studies in Mathematics and Its Applications. ,vol. 15, pp. 299- 331 ,(1983) , 10.1016/S0168-2024(08)70034-1
J. B. Baillon, Un theoreme de type ergodique pour les contractions non lineaires dans un espace de Hilbert C. R. Acad. Sci. Paris Ser. A-B. ,vol. 280, pp. 1511- 1514 ,(1975)
Boris T Poljak, Introduction to optimization Optimization Software, Publications Division. ,(1987)
Patrick L. Combettes, Quasi-Fejérian Analysis of Some Optimization Algorithms Studies in Computational Mathematics. ,vol. 8, pp. 115- 152 ,(2001) , 10.1016/S1570-579X(01)80010-0