Parallel synchronous algorithm for nonlinear fixed point problems (Q2368438)
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English | Parallel synchronous algorithm for nonlinear fixed point problems |
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Parallel synchronous algorithm for nonlinear fixed point problems (English)
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19 April 2006
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The authors give a convergence result concerning a parallel synchronous algorithm for nonlinear fixed point problems \(F(x^*) = x^*\). Herewith, they extend a convergence result of Bahi for linear fixed point problems using nonexpansive linear mappings with respect to a weighted maximum norm. In fact, the step-wise update of the iterate is happening in a generalized but well controlled way. The authors introduce asynchronous algorithms but mainly refer to synchronous ones. A special case of this algorithm is applied to the proximal inverse operator of \(I + T\), where \(T\) is a multivalued maximal monotone operator. Special cases of this algorithm consist in the Jacobi and Gauss-Seidel algorithms. Finally, the authors apply their convergence result to some problems related with convex analysis, such as minimization of functionals, calculus of saddle points, convex programming, and variational inequalities.
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fixed point
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algorithm
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synchronous
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asynchronous
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Jacobi algorithm
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Gauss-Seidel algorithm
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convergence
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continuous optimization
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variational inequalities
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