Conical averagedness and convergence analysis of fixed point algorithms

DOI10.1007/S10898-021-01057-4zbMATH Open1497.47107arXiv1910.14185OpenAlexW3191428020MaRDI QIDQ2114584FDOQ2114584

Sedi Bartz, Minh N. Dao, Hung M. Phan

Publication date: 15 March 2022

Published in: Journal of Global Optimization (Search for Journal in Brave)

Abstract: We study a conical extension of averaged nonexpansive operators and the role it plays in convergence analysis of fixed point algorithms. Various properties of conically averaged operators are systematically investigated, in particular, the stability under relaxations, convex combinations and compositions. We derive conical averagedness properties of resolvents of generalized monotone operators. These properties are then utilized in order to analyze the convergence of the proximal point algorithm, the forward-backward algorithm, and the adaptive Douglas-Rachford algorithm. Our study unifies, improves and casts new light on recent studies of these topics.

Full work available at URL: https://arxiv.org/abs/1910.14185

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• Generalized monotone operators and their averaged resolvents
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zbMATH Keywords

forward-backward algorithmproximal point algorithmstrong monotonicityweak monotonicitycocoercivityadaptive Douglas-Rachford algorithmconically averaged operator

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Monotone operators and generalizations (47H05) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Decomposition methods (49M27) Fixed-point iterations (47J26)

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Cited In (10)

• A Bregman-style improved ADMM and its linearized version in the nonconvex setting: convergence and rate analyses
• Convergence of relaxation algorithms by averaging
• An adaptive alternating direction method of multipliers
• A direct proof of convergence of Davis-Yin splitting algorithm allowing larger stepsizes
• Various Notions of Nonexpansiveness Coincide for Proximal Mappings of Functions
• Strict pseudocontractions and demicontractions, their properties, and applications
• Finite-time nonconvex optimization using time-varying dynamical systems
• Convergence rates for the relaxed Peaceman-Rachford splitting method on a monotone inclusion problem
• An adaptive splitting algorithm for the sum of two generalized monotone operators and one cocoercive operator
• On compositions of special cases of Lipschitz continuous operators

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