English

Optimal error bounds for nonexpansive fixed-point iterations in normed spaces

Optimization and Control 2022-05-13 v3

Abstract

This paper investigates optimal error bounds and convergence rates for general Mann iterations for computing fixed-points of non-expansive maps. We look for iterations that achieve the smallest fixed-point residual after nn steps, by minimizing a worst-case bound xnTxnRn\|x^n-Tx^n\|\le R_n derived from a nested family of optimal transport problems. We prove that this bound is tight so that minimizing RnR_n yields optimal iterations. Inspired from numerical results we identify iterations that attain the rate Rn=O(1/n)R_n=O(1/n), which we also show to be the best possible. In particular, we prove that the classical Halpern iteration achieves this optimal rate for several alternative stepsizes, and we determine analytically the optimal stepsizes that attain the smallest worst-case residuals at every step nn, with a tight bound Rn4n+4R_n\approx\frac{4}{n+4}. We also determine the optimal Halpern stepsizes for affine non-expansive maps, for which we get exactly Rn=1n+1R_n=\frac{1}{n+1}. Finally, we show that the best rate for the classical Krasnosel'ski\u{\i}-Mann iteration is Ω(1/n)\Omega(1/\sqrt{n}), and present numerical evidence suggesting that even extended variants cannot reach a faster rate.

Keywords

Cite

@article{arxiv.2108.10969,
  title  = {Optimal error bounds for nonexpansive fixed-point iterations in normed spaces},
  author = {Juan Pablo Contreras and Roberto Cominetti},
  journal= {arXiv preprint arXiv:2108.10969},
  year   = {2022}
}

Comments

Forthcoming in Mathematical Programming (2022)

R2 v1 2026-06-24T05:23:41.804Z