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Distributed Algorithms for Computing a Common Fixed Point of a Group of Nonexpansive Operators

Published 7 Feb 2019 in math.OC | (1902.02481v1)

Abstract: This paper addresses the problem of seeking a common fixed point for a collection of nonexpansive operators over time-varying multi-agent networks in real Hilbert spaces, where each operator is only privately and approximately known to each individual agent, and all agents need to cooperate to solve this problem by propagating their own information to their neighbors through local communications over time-varying networks. To handle this problem, inspired by the centralized inexact Krasnosel'ski\u{\i}-Mann (IKM) iteration, we propose a distributed algorithm, called distributed inexact Krasnosel'ski\u{\i}-Mann (D-IKM) iteration. It is shown that the D-IKM iteration can converge weakly to a common fixed point of the family of nonexpansive operators. Moreover, under the assumption that all operators and their own fixed point sets are (boundedly) linearly regular, it is proved that the D-IKM iteration converges with a rate $O(1/k{\ln(1/\xi)})$ for some constant $\xi\in(0,1)$, where $k$ is the iteration number. To reduce computational complexity and burden of storage and transmission, a scenario, where only a random part of coordinates for each agent is updated at each iteration, is further considered, and a corresponding algorithm, named distributed inexact block-coordinate Krasnosel'ski\u{\i}-Mann (D-IBKM) iteration, is developed. The algorithm is proved to be weakly convergent to a common fixed point of the group of considered operators, and, with the extra assumption of (bounded) linear regularity, it is convergent with a rate $O(1/k{\ln(1/\xi)})$. Furthermore, it is shown that the convergence rate $O(1/k{\ln(1/\xi)})$ can still be guaranteed under a more relaxed (bounded) power regularity condition.

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