2009
DOI: 10.1007/s11784-009-0128-3
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Computational complexity of fixed points

Abstract: A review of computational complexity results for approximating fixed points of Lipschitz functions is presented. Univariate and multivariate results are summarized for the second and infinity norm cases as well as the absolute, residual and relative error criteria. Contractive, nonexpansive, directionally nonexpansive, and expansive classes of functions are considered and optimal or nearly optimal algorithms exhibited. Some numerical experiments are summarized. A literature devoted to the complexity aspects of… Show more

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Cited by 4 publications
(2 citation statements)
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“…For arbitrary maps with c > 1, exponential bounds on the query complexity of computing fixpoints are known [8,41]. In [6,44,72], algorithms for computing fixpoints for specialized maps such as weakly (c = 1) or strictly (c < 1) contracting maps are studied. For both cases, algorithms are known for the case of ℓ 2 and ℓ ∞ norms, both for absolute approximation (||x − x * || ≤ ǫ where x * is an exact fixpoint) and relative approximation (||x − f (x)|| ≤ ǫ).…”
Section: Related Workmentioning
confidence: 99%
“…For arbitrary maps with c > 1, exponential bounds on the query complexity of computing fixpoints are known [8,41]. In [6,44,72], algorithms for computing fixpoints for specialized maps such as weakly (c = 1) or strictly (c < 1) contracting maps are studied. For both cases, algorithms are known for the case of ℓ 2 and ℓ ∞ norms, both for absolute approximation (||x − x * || ≤ ǫ where x * is an exact fixpoint) and relative approximation (||x − f (x)|| ≤ ǫ).…”
Section: Related Workmentioning
confidence: 99%
“…For arbitrary maps with c > 1, exponential bounds on the query complexity of computing fixpoints are known [7,33]. In [5,35,59], algorithms for computing fixpoints for specialized maps such as weakly (c = 1) or strictly (c < 1) contracting maps are studied. For both cases, algorithms are known for the case of ℓ 2 and ℓ ∞ norms, both for absolute approximation (||x − x * || ≤ ǫ where x * is an exact fixpoint) and relative approximation (||x − f (x)|| ≤ ǫ).…”
Section: Simple Stochastic Gamesmentioning
confidence: 99%

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Fearnley,
Gordon,
Mehta
et al. 2018
Preprint