Rate of asymptotic regularity for the Krasnoselskii–Mann iteration with constant step (Baillon–Bruck)
ProvedPlasticity.Ext.KMRateLet be a convex subset of a real normed space with for all , let be nonexpansive, let , and let . Then for every and every ,
The iterates are the Krasnoselskii–Mann iterates with constant step , so this is the bound for . The space need not be complete, and need not have a fixed point.
Preamble
import Mathlib.Analysis.Normed.Module.Basic import Mathlib.Analysis.Convex.Basic import Mathlib.Analysis.SpecialFunctions.Trigonometric.Basic import Mathlib.Analysis.SpecialFunctions.Sqrt import Mathlib.Topology.EMetricSpace.Lipschitz
Formal statement
namespace Plasticity.Ext
theorem KMRate {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
(C : Set E) (hconv : Convex ℝ C) (D : ℝ) (hD : ∀ x ∈ C, ∀ y ∈ C, ‖x - y‖ ≤ D)
(K : E → E) (hmaps : Set.MapsTo K C C) (hlip : LipschitzOnWith 1 K C)
(α : ℝ) (hα0 : 0 < α) (hα1 : α < 1) (n : ℕ) (hn : 1 ≤ n) (x : E) (hx : x ∈ C) :
‖(fun z => (1 - α) • z + α • K z)^[n] x - K ((fun z => (1 - α) • z + α • K z)^[n] x)‖
≤ D / Real.sqrt (Real.pi * n * α * (1 - α)) := by sorry
end Plasticity.ExtSource
J.-B. Baillon and R. E. Bruck, The rate of asymptotic regularity is O(1/√n), in: Theory and Applications of Nonlinear Operators of Accretive and Monotone Type, Lecture Notes in Pure and Applied Mathematics 178, Dekker, New York (1996), pp. 51–81 (constant step); R. Cominetti, J. A. Soto and J. Vaisman, On the rate of convergence of Krasnosel'skii–Mann iterations and their connection with sums of Bernoullis, Israel J. Math. 199 (2014), 757–772, Theorem 1 with α_i ≡ α (arXiv:1206.4195)