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On the optimal relaxation parameters of Krasnosel'ski–Mann iteration

ABSTRACT This paper is devoted to the optimal selection of the relaxation parameter sequence for Krasnosel'ski–Mann iteration. Firstly, we establish the optimal relaxation parameter sequence of the Krasnosel'ski–Mann iteration, with… Click to show full abstract

ABSTRACT This paper is devoted to the optimal selection of the relaxation parameter sequence for Krasnosel'ski–Mann iteration. Firstly, we establish the optimal relaxation parameter sequence of the Krasnosel'ski–Mann iteration, with which the algorithm is proved to achieve the optimal convergence rate. Then we present an approximation to the optimal relaxation parameter sequence since the optimal relaxation parameter sequence involves fixed points of the operators and can't be used in actual computing. Thirdly, we apply our results to the operators splitting method, such as forward–backward splitting methods and Douglas–Rachford splitting method. Finally, numerical experiments are provided to illustrate that Krasnosel'ski–Mann iteration and the relaxed projected method with our proposed relaxation parameter sequence behave better than others.

Keywords: relaxation; optimal relaxation; krasnosel ski; mann iteration; ski mann

Journal Title: Optimization
Year Published: 2020

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