Abstract
We estimate convergence rates for fixed-point iterations of a class of nonlinear operators which are partially motivated by convex optimization problems. We introduce the notion of the generalized averaged nonexpansive (GAN) operator with a positive exponent, and provide convergence rate analysis of the fixed-point iteration of the GAN operator. The proposed generalized averaged nonexpansiveness is weaker than averaged nonexpansiveness while stronger than nonexpansiveness. We show that the fixed-point iteration of a GAN operator with a positive exponent converges to its fixed-point and estimate the local convergence rate (the convergence rate in terms of the distance between consecutive iterates) depending on the range of the exponent. We prove that the fixed-point iteration of a GAN operator with a positive exponent strictly smaller than 1 can achieve an exponential global convergence rate (the convergence rate in terms of the distance between an iterate and the solution). Furthermore, we establish the global convergence rate of the fixed-point iteration of a GAN operator, depending on both the exponent of generalized averaged nonexpansiveness and the exponent of the H\(\ddot{\text {o}}\)lder regularity, if the GAN operator is also H\(\ddot{\text {o}}\)lder regular. We then apply the established theory to three types of convex optimization problems that appear often in data science to design fixed-point iterative algorithms for solving these optimization problems and to analyze their convergence properties.
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Acknowledgements
Yizun Lin was supported in part by Guangdong Basic and Applied Basic Research Foundation under Grant 2021A1515110541, by the Fundamental Research Funds for the Central Universities of China under Grant 21620352, by the Opening Project of Guangdong Province Key Laboratory of Computational Science at the Sun Yat-sen University under Grant 2021006, and by National Natural Science Foundation of China under Grant 62176103. Yuesheng Xu was supported in part by US National Science Foundation under grants DMS-1912958 and DMS-2208386, and by National Natural Science Foundation of China under grant 11771464. All correspondence should be addressed to Y. Xu.
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Lin, Y., Xu, Y. Convergence rate analysis for fixed-point iterations of generalized averaged nonexpansive operators. J. Fixed Point Theory Appl. 24, 61 (2022). https://doi.org/10.1007/s11784-022-00972-7
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DOI: https://doi.org/10.1007/s11784-022-00972-7