Krasnoselskii-Mann Iterations: Inertia, Perturbations and Approximation

Fuente: arXiv
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Main Authors: Cortild, Daniel, Peypouquet, Juan
Format: Preprint
Published: 2024
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author Cortild, Daniel
Peypouquet, Juan
author_facet Cortild, Daniel
Peypouquet, Juan
contents This paper is concerned with the study of a family of fixed point iterations combining relaxation with different inertial (acceleration) principles. We provide a systematic, unified and insightful analysis of the hypotheses that ensure their weak, strong and linear convergence, either matching or improving previous results obtained by analysing particular cases separately. We also show that these methods are robust with respect to different kinds of perturbations--which may come from computational errors, intentional deviations, as well as regularisation or approximation schemes--under surprisingly weak assumptions. Although we mostly focus on theoretical aspects, numerical illustrations in image inpainting and electricity production markets reveal possible trends in the behaviour of these types of methods.
format Preprint
id arxiv_https___arxiv_org_abs_2401_16870
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Krasnoselskii-Mann Iterations: Inertia, Perturbations and Approximation
Cortild, Daniel
Peypouquet, Juan
Optimization and Control
46N10, 47J26, 65K10, 90C25
This paper is concerned with the study of a family of fixed point iterations combining relaxation with different inertial (acceleration) principles. We provide a systematic, unified and insightful analysis of the hypotheses that ensure their weak, strong and linear convergence, either matching or improving previous results obtained by analysing particular cases separately. We also show that these methods are robust with respect to different kinds of perturbations--which may come from computational errors, intentional deviations, as well as regularisation or approximation schemes--under surprisingly weak assumptions. Although we mostly focus on theoretical aspects, numerical illustrations in image inpainting and electricity production markets reveal possible trends in the behaviour of these types of methods.
title Krasnoselskii-Mann Iterations: Inertia, Perturbations and Approximation
topic Optimization and Control
46N10, 47J26, 65K10, 90C25
url https://arxiv.org/abs/2401.16870