12,675 research outputs found
Convergence Rates with Inexact Non-expansive Operators
In this paper, we present a convergence rate analysis for the inexact
Krasnosel'skii-Mann iteration built from nonexpansive operators. Our results
include two main parts: we first establish global pointwise and ergodic
iteration-complexity bounds, and then, under a metric subregularity assumption,
we establish local linear convergence for the distance of the iterates to the
set of fixed points. The obtained iteration-complexity result can be applied to
analyze the convergence rate of various monotone operator splitting methods in
the literature, including the Forward-Backward, the Generalized
Forward-Backward, Douglas-Rachford, alternating direction method of multipliers
(ADMM) and Primal-Dual splitting methods. For these methods, we also develop
easily verifiable termination criteria for finding an approximate solution,
which can be seen as a generalization of the termination criterion for the
classical gradient descent method. We finally develop a parallel analysis for
the non-stationary Krasnosel'skii-Mann iteration. The usefulness of our results
is illustrated by applying them to a large class of structured monotone
inclusion and convex optimization problems. Experiments on some large scale
inverse problems in signal and image processing problems are shown.Comment: This is an extended version of the work presented in
http://arxiv.org/abs/1310.6636, and is accepted by the Mathematical
Programmin
- …