English

Weak, Strong and Linear Convergence of a Double-Layer Fixed Point Algorithm

Optimization and Control 2017-03-29 v1

Abstract

In this article we consider a consistent convex feasibility problem in a real Hilbert space defined by a finite family of sets CiC_i. We are interested, in particular, in the case where for each ii, Ci=Fix(Ui)={zHpi(z)=0}C_i=Fix (U_i)=\{z\in \mathcal H\mid p_i(z)=0\}, Ui ⁣:HHU_i\colon\mathcal H\rightarrow \mathcal H is a cutter and pi ⁣:H[0,)p_i\colon\mathcal H\rightarrow [0,\infty) is a proximity function. Moreover, we make the following assumption: the computation of pip_i is at most as difficult as the evaluation of UiU_i and this is at most as difficult as projecting onto CiC_i. We study a double-layer fixed point algorithm which applies two types of controls in every iteration step. The first one -- the outer control -- is assumed to be almost cyclic. The second one -- the inner control -- determines the most important sets from those offered by the first one. The selection is made in terms of proximity functions. The convergence results presented in this manuscript depend on the conditions which first, bind together the sets, the operators and the proximity functions and second, connect the inner and outer controls. In particular, weak regularity (demi-closedness principle), bounded regularity and bounded linear regularity imply weak, strong and linear convergence of our algorithm, respectively. The framework presented in this paper covers many known (subgradient) projection algorithms already existing in the literature; for example, those applied with (almost) cyclic, remotest-set, maximum displacement, most-violated constraint and simultaneous controls. In addition, we provide several new examples, where the double-layer approach indeed accelerates the convergence speed as we demonstrate numerically.

Keywords

Cite

@article{arxiv.1703.09426,
  title  = {Weak, Strong and Linear Convergence of a Double-Layer Fixed Point Algorithm},
  author = {Victor I. Kolobov and Simeon Reich and Rafał Zalas},
  journal= {arXiv preprint arXiv:1703.09426},
  year   = {2017}
}

Comments

accepted for publication in SIAM Journal on Optimization (SIOPT)

R2 v1 2026-06-22T18:58:56.668Z