迭代膨胀集值映射的定量收敛分析

Quantitative Convergence Analysis of Iterated Expansive, Set-Valued Mappings

Mathematics of Operations Research · 2018
被引 57
ABS 3

中文导读

该文为膨胀集值映射的Picard迭代建立了定量收敛分析框架,证明了非凸循环投影、前向后向算法和Douglas-Rachford算法在非凸问题上的局部线性收敛,对优化和不动点理论研究者有参考价值。

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 nonconvex, as special cases.

数学优化不动点理论非凸优化收敛分析