Mathematics > Optimization and Control
[Submitted on 24 Aug 2021 (v1), last revised 12 May 2022 (this version, v3)]
Title:Optimal error bounds for nonexpansive fixed-point iterations in normed spaces
View PDFAbstract:This paper investigates optimal error bounds and convergence rates for general Mann iterations for computing fixed-points of non-expansive maps. We look for iterations that achieve the smallest fixed-point residual after $n$ steps, by minimizing a worst-case bound $\|x^n-Tx^n\|\le R_n$ derived from a nested family of optimal transport problems. We prove that this bound is tight so that minimizing $R_n$ yields optimal iterations. Inspired from numerical results we identify iterations that attain the rate $R_n=O(1/n)$, which we also show to be the best possible. In particular, we prove that the classical Halpern iteration achieves this optimal rate for several alternative stepsizes, and we determine analytically the optimal stepsizes that attain the smallest worst-case residuals at every step $n$, with a tight bound $R_n\approx\frac{4}{n+4}$. We also determine the optimal Halpern stepsizes for affine non-expansive maps, for which we get exactly $R_n=\frac{1}{n+1}$. Finally, we show that the best rate for the classical Krasnosel'ski\uı-Mann iteration is $\Omega(1/\sqrt{n})$, and present numerical evidence suggesting that even extended variants cannot reach a faster rate.
Submission history
From: Juan Pablo Contreras [view email][v1] Tue, 24 Aug 2021 21:44:56 UTC (181 KB)
[v2] Fri, 3 Sep 2021 12:56:19 UTC (181 KB)
[v3] Thu, 12 May 2022 15:59:14 UTC (236 KB)
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