paper

Convergence rate analysis for averaged fixed point iterations in the presence of Hölder regularity

arXiv:1510.06823 · doi:10.1137/15M1045223

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 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.

34 pages, 1 figure

References in corpus (2)

Cited by in corpus (13)