English

Quantitative convergence analysis of iterated expansive, set-valued mappings

Optimization and Control 2018-09-24 v2 Numerical Analysis

Abstract

We develop a framework for quantitative convergence analysis of Picard iterations of expansive set-valued fixed point mappings. There are two key components of the analysis. The first is a natural generalization of single-valued averaged mappings to expansive, set-valued mappings that characterizes a type of strong calmness of the fixed point mapping. The second component to this analysis is an extension of the well-established notion of metric subregularity -- or inverse calmness -- of the mapping at fixed points. Convergence of expansive fixed point iterations is proved using these two properties, and quantitative estimates are a natural byproduct of the framework. To demonstrate the application of the theory, we prove for the first time a number of results showing local linear convergence of nonconvex cyclic projections for inconsistent (and consistent) feasibility problems, local linear convergence of the forward-backward algorithm for structured optimization without convexity, strong or otherwise, and local linear convergence of the Douglas--Rachford algorithm for structured nonconvex minimization. This theory includes earlier approaches for known results, convex and nonconvex, as special cases.

Keywords

Cite

@article{arxiv.1605.05725,
  title  = {Quantitative convergence analysis of iterated expansive, set-valued mappings},
  author = {D. Russell Luke and Nguyen H. Thao and Matthew K. Tam},
  journal= {arXiv preprint arXiv:1605.05725},
  year   = {2018}
}

Comments

41 pages 70 references. Detailed examples added and more historical commentary (with citations)

R2 v1 2026-06-22T14:04:05.445Z