1. Quantitative Convergence Analysis of Iterated Expansive, Set-Valued Mappings
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Luke, D. Russell, Thao, Nguyen H., and Tarn, Matthew K.
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Iterative methods (Mathematics) -- Research ,Mappings (Mathematics) -- Research ,Fixed point theory -- Research ,Mathematical research ,Convergence (Mathematics) -- Research ,Business ,Computers and office automation industries ,Mathematics - 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 by-product 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 non-convex, as special cases. Open Access Statement: This work is licensed under a Creative Commons Attribution 4.0 International License. You are free to copy, distribute, transmit, and adapt this work, but you must attribute this work as 'Mathematics of Operations Research. Copyright [c] 2018 The Author(s). https://doi.org/10.1287/moor.2017.0898, used under a Creative Commons Attribution License: https://creativecommons.org/hcenses/by/4.0/.' Funding: DRL was supported in part by the German-Israeli Foundation [Grant G-1253-304.6] and Deutsche Forschungsgemeinschaft Collaborative Research Center SFB755. NHT was supported by the German-Israeli Foundation [Grant G-1253-304.6], MKT was supported by Deutsche Forschungsgemeinschaft Research Training [Grant 2088] and the Alexander von Humboldt Foundation. Keywords: analysis of algorithms * feasibility * fixed points * Kurdyka-Lojasiewicz inequality * linear convergence * metric regularity * nonconvex * nonsmooth * proximal algorithms * subtransversality * transversality, 1. Introduction We present a program of analysis that enables one to quantify the rate of convergence of sequences generated by fixed point iterations of expansive set-valued mappings. The framework [...]
- Published
- 2018
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