Global convergence and acceleration of fixed point iterations of union upper semicontinuous operators: proximal algorithms, alternating and averaged nonconvex projections, and linear complementarity problems

We propose a unified framework to analyze fixed point iterations of a set-valued operator that is the union of a finite number of upper semicontinuous maps, each with a nonempty closed domain and compact values. We discuss global convergence, local linear convergence under a calmness condition, and component identification, and further propose acceleration strategies that … Read more