English

Exact Optimal Accelerated Complexity for Fixed-Point Iterations

Optimization and Control 2022-06-28 v2

Abstract

Despite the broad use of fixed-point iterations throughout applied mathematics, the optimal convergence rate of general fixed-point problems with nonexpansive nonlinear operators has not been established. This work presents an acceleration mechanism for fixed-point iterations with nonexpansive operators, contractive operators, and nonexpansive operators satisfying a H\"older-type growth condition. We then provide matching complexity lower bounds to establish the exact optimality of the acceleration mechanisms in the nonexpansive and contractive setups. Finally, we provide experiments with CT imaging, optimal transport, and decentralized optimization to demonstrate the practical effectiveness of the acceleration mechanism.

Keywords

Cite

@article{arxiv.2201.11413,
  title  = {Exact Optimal Accelerated Complexity for Fixed-Point Iterations},
  author = {Jisun Park and Ernest K. Ryu},
  journal= {arXiv preprint arXiv:2201.11413},
  year   = {2022}
}

Comments

ICML 2022 Long Talk

R2 v1 2026-06-24T09:05:09.708Z