Convergence rate analysis for averaged fixed point iterations in the presence of Hölder regularity. Borwein, J. M, Li, G., & Tam, M. K arXiv:1510.06823, 2015.
Arxiv abstract bibtex In this paper, we establish sublinear and linear convergence of fixed point iterations generated by averaged operators in a Hilbert space. Our results are achieved under a bounded Hölder regularity assumption which generalizes the well-known notion of bounded linear regularity. As an application of our results, we provide a convergence rate analysis for Krasnoselskii--Mann iterations, the cyclic projection algorithm, and the Douglas--Rachford feasibility algorithm along with some variants. In the important case in which the underlying sets are convex sets described by convex polynomials in a finite dimensional space, we show that the Hölder regularity properties are automatically satisfied, from which sublinear convergence follows.
@Article{borwein2015convergence,
Title = {Convergence rate analysis for averaged fixed point iterations in the presence of {H}\"older regularity},
Author = {Borwein, Jonathan M and Li, Guoyin and Tam, Matthew K},
Journal = {arXiv:1510.06823},
Year = {2015},
Abstract = {In this paper, we establish sublinear and linear convergence of fixed point iterations generated by averaged operators in a Hilbert space. Our results are achieved under a bounded H\"older regularity assumption which generalizes the well-known notion of bounded linear regularity. As an application of our results, we provide a convergence rate analysis for Krasnoselskii--Mann iterations, the cyclic projection algorithm, and the Douglas--Rachford feasibility algorithm along with some variants. In the important case in which the underlying sets are convex sets described by convex polynomials in a finite dimensional space, we show that the H\"older regularity properties are automatically satisfied, from which sublinear convergence follows.},
Owner = {matt},
Timestamp = {2015.11.05},
Url_arxiv = {http://arxiv.org/abs/1510.06823}
}
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