Optimal error bounds for nonexpansive fixed-point iterations in normed spaces

TL;DR

This paper derives and proves the optimal error bounds and convergence rates for various fixed-point iteration methods in normed spaces, including Mann and Halpern iterations, showing their efficiency limits.

Contribution

It establishes tight bounds for fixed-point residuals, identifies optimal iteration parameters, and compares convergence rates of classical methods.

Findings

Halpern iteration achieves the optimal rate of O(1/n) for non-expansive maps.

Optimal stepsizes for Halpern iteration are analytically determined.

Krasnosel'ski-Mann iteration has a fundamental convergence rate limit of (1/)

Abstract

This paper investigates optimal error bounds and convergence rates for general Mann iterations for computing fixed-points of non-expansive maps. We look for iterations that achieve the smallest fixed-point residual after $n$ steps, by minimizing a worst-case bound $\|x^n-Tx^n\|\le R_n$ derived from a nested family of optimal transport problems. We prove that this bound is tight so that minimizing $R_n$ yields optimal iterations. Inspired from numerical results we identify iterations that attain the rate $R_n=O(1/n)$, which we also show to be the best possible. In particular, we prove that the classical Halpern iteration achieves this optimal rate for several alternative stepsizes, and we determine analytically the optimal stepsizes that attain the smallest worst-case residuals at every step $n$, with a tight bound $R_n\approx\frac{4}{n+4}$. We also determine the optimal Halpern stepsizes for affine non-expansive maps, for which we get exactly $R_n=\frac{1}{n+1}$. Finally, we show that the best rate for the classical Krasnosel'ski\u{\i}-Mann iteration is $\Omega(1/\sqrt{n})$, and present numerical evidence suggesting that even extended variants cannot reach a faster rate.