Universal bounds for fixed point iterations via optimal transport metrics
Optimization and Control
2022-04-21 v2
Abstract
We present a self-contained analysis of a particular family of metrics over the set of non-negative integers. We show that these metrics, which are defined through a nested sequence of optimal transport problems, provide tight estimates for general Krasnosel'skii-Mann fixed point iterations for non-expansive maps. We also describe some of their very special properties, including their monotonicity and the so-called "convex quadrangle inequality" that yields a greedy algorithm to compute them efficiently.
Cite
@article{arxiv.2108.00300,
title = {Universal bounds for fixed point iterations via optimal transport metrics},
author = {Mario Bravo and Thierry Champion and Roberto Cominetti},
journal= {arXiv preprint arXiv:2108.00300},
year = {2022}
}