A Converse to Banach's Fixed Point Theorem and its CLS Completeness

TL;DR

This paper establishes that Banach's fixed point theorem can universally analyze convergence of iterative methods via suitable metrics, proves a converse theorem, and shows computing fixed points in this context is CLS-complete.

Contribution

It proves a strong converse of Banach's theorem, demonstrating its universal applicability with appropriate metrics, and establishes the CLS-completeness of computing fixed points under this framework.

Findings

Existence of a metric making any globally convergent iterative map contractive.

A constructive proof showing fixed point computation is CLS-complete.

Application of the approach to the power method for convergence rate bounds.

Abstract

Banach's fixed point theorem for contraction maps has been widely used to analyze the convergence of iterative methods in non-convex problems. It is a common experience, however, that iterative maps fail to be globally contracting under the natural metric in their domain, making the applicability of Banach's theorem limited. We explore how generally we can apply Banach's fixed point theorem to establish the convergence of iterative methods when pairing it with carefully designed metrics. Our first result is a strong converse of Banach's theorem, showing that it is a universal analysis tool for establishing global convergence of iterative methods to unique fixed points, and for bounding their convergence rate. In other words, we show that, whenever an iterative map globally converges to a unique fixed point, there exists a metric under which the iterative map is contracting and which can be used to bound the number of iterations until convergence. We illustrate our approach in the widely used power method, providing a new way of bounding its convergence rate through contraction arguments. We next consider the computational complexity of Banach's fixed point theorem. Making the proof of our converse theorem constructive, we show that computing a fixed point whose existence is guaranteed by Banach's fixed point theorem is CLS-complete. We thus provide the first natural complete problem for the class CLS, which was defined in [Daskalakis, Papadimitriou 2011] to capture the complexity of problems such as P-matrix LCP, computing KKT-points, and finding mixed Nash equilibria in congestion and network coordination games.