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Scaled relative graphs: nonexpansive operators via 2D Euclidean geometry.

Authors :
Ryu, Ernest K.
Hannah, Robert
Yin, Wotao
Source :
Mathematical Programming. Jul2022, Vol. 194 Issue 1/2, p569-619. 51p.
Publication Year :
2022

Abstract

Many iterative methods in applied mathematics can be thought of as fixed-point iterations, and such algorithms are usually analyzed analytically, with inequalities. In this paper, we present a geometric approach to analyzing contractive and nonexpansive fixed point iterations with a new tool called the scaled relative graph. The SRG provides a correspondence between nonlinear operators and subsets of the 2D plane. Under this framework, a geometric argument in the 2D plane becomes a rigorous proof of convergence. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00255610
Volume :
194
Issue :
1/2
Database :
Academic Search Index
Journal :
Mathematical Programming
Publication Type :
Academic Journal
Accession number :
157667606
Full Text :
https://doi.org/10.1007/s10107-021-01639-w