数学
迭代函数
固定点
收敛速度
希尔伯特空间
单调多边形
操作员(生物学)
趋同(经济学)
应用数学
迭代法
不动点定理
算法
数学分析
离散数学
几何学
计算机科学
基因
频道(广播)
转录因子
生物化学
抑制因子
经济增长
经济
化学
计算机网络
作者
Radu Ioan Boţ,Dang‐Khoa Nguyen
摘要
.The Krasnosel'skiĭ–Mann (KM) algorithm is the most fundamental iterative scheme designed to find a fixed point of an averaged operator in the framework of a real Hilbert space, since it lies at the heart of various numerical algorithms for solving monotone inclusions and convex optimization problems. We enhance the Krasnosel'skiĭ–Mann algorithm with Nesterov's momentum updates and show that the resulting numerical method exhibits a convergence rate for the fixed point residual of \(o \left(\frac{1}{k} \right)\) while preserving the weak convergence of the iterates to a fixed point of the operator. Numerical experiments illustrate the superiority of the resulting so-called Fast KM algorithm over various fixed point iterative schemes, and also its oscillatory behavior, which is a specific of Nesterov's momentum optimization algorithms.Keywordsnonexpansive operatoraveraged operatorKrasnosel'skiĭ–Mann iterationNesterov's momentumLyapunov analysisconvergence ratesconvergence of iteratesMSC codes47J2047H0565K1565Y20
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