Linear convergence rates for extrapolated fixed point algorithms
نویسندگان
چکیده
منابع مشابه
Convergence of fixed point continuation algorithms for matrix rank minimization
The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization problem, is often solved instead. Recently, Ma, Goldfarb and Chen proposed a fixed-point continuation algorithm for solving the nuclear norm minimization pr...
متن کاملMonotonic convergence of fixed-point algorithms for ICA
We re-examine a fixed-point algorithm proposed by Hyvarinen for independent component analysis, wherein local convergence is proved subject to an ideal signal model using a square invertible mixing matrix. Here, we derive step-size bounds which ensure monotonic convergence to a local extremum for any initial condition. Our analysis does not assume an ideal signal model but appeals rather to pro...
متن کاملConvergence rates for linear
In this work, we examine a finite-dimensional linear inverse problem where the measurements are disturbed by an additive normal noise. The problem is solved both in the frequentist and in the Bayesian frameworks. Convergence of the used methods when the noise tends to zero is studied in the Ky Fan metric. The obtained convergence rate results and parameter choice rules are of a similar structur...
متن کاملOn Rates of Convergence in Metric Fixed Point Theory
This thesis investigates some effective and quantitative aspects of metric fixed point theory in the light of methods from proof theory. The thesis consists of contributions to the program of proof mining, as developed by Kohlenbach and various collaborators since the early 1990s (but with roots back to Kreisel’s program “unwinding of proofs” from the 1950s). The contributions involve both case...
متن کاملA strong convergence theorem for solutions of zero point problems and fixed point problems
Zero point problems of the sum of two monotone mappings and fixed point problems of a strictly pseudocontractive mapping are investigated. A strong convergence theorem for the common solutions of the problems is established in the framework of Hilbert spaces.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Optimization
سال: 2018
ISSN: 0233-1934,1029-4945
DOI: 10.1080/02331934.2018.1512109