English

Convergence rate analysis for averaged fixed point iterations in the presence of H\"older regularity

Optimization and Control 2018-08-16 v3

Abstract

In this paper, we establish sublinear and linear convergence of fixed point iterations generated by averaged operators in a Hilbert space. Our results are achieved under a bounded H\"older regularity assumption which generalizes the well-known notion of bounded linear regularity. As an application of our results, we provide a convergence rate analysis for Krasnoselskii-Mann iterations, the cyclic projection algorithm, and the Douglas-Rachford feasibility algorithm along with some variants. In the important case in which the underlying sets are convex sets described by convex polynomials in a finite dimensional space, we show that the H\"older regularity properties are automatically satisfied, from which sublinear convergence follows.

Keywords

Cite

@article{arxiv.1510.06823,
  title  = {Convergence rate analysis for averaged fixed point iterations in the presence of H\"older regularity},
  author = {Jonathan M. Borwein and Guoyin Li and Matthew K. Tam},
  journal= {arXiv preprint arXiv:1510.06823},
  year   = {2018}
}

Comments

34 pages, 1 figure