The Krasnosel'skii-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'skii-Mann algorithm with Nesterov's momentum updates and show that the resulting numerical method exhibits a convergence rate for the fixed point residual of $o(1/k)$ 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.
翻译:Krasnosel'skii-Mann(KM)算法(KM)是最根本的迭代办法,目的是在真正的Hilbert空间框架内找到一个平均操作员的固定点,因为它是解决单调包容和convex优化问题的各种数字算法的核心。 我们用Nesterov的动力更新来强化Krasnosel'skii-Mann算法,并表明由此得出的数字方法显示固定点剩余值为1美元(k)美元(o1/k)的趋同率,同时保持循环体与操作员固定点的薄弱趋同率。 数字实验表明,由此产生的所谓快速KM算法优于各种固定点迭代算法,还有其随机行为,这是Nestrov动力优化算法的具体特点。