Conical averagedness and convergence analysis of fixed point algorithms
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Publication:2114584
forward-backward algorithmproximal point algorithmstrong monotonicityweak monotonicitycocoercivityadaptive Douglas-Rachford algorithmconically averaged operator
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)
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.
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Cited in
(15)- A Bregman-style improved ADMM and its linearized version in the nonconvex setting: convergence and rate analyses
- Convergence of relaxation algorithms by averaging
- Linear and strong convergence of algorithms involving averaged nonexpansive operators
- Convergence rate analysis for averaged fixed point iterations in common fixed point problems
- An adaptive alternating direction method of multipliers
- Tight coefficients of averaged operators via scaled relative graph
- 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
- Compositions and convex combinations of averaged nonexpansive operators
- 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
- Generalized monotone operators and their averaged resolvents
- On compositions of special cases of Lipschitz continuous operators
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