A Converse to Banach's Fixed Point Theorem and its CLS Completeness

February 23, 2017 ยท The Ethereal ยท ๐Ÿ› Symposium on the Theory of Computing

๐Ÿ”ฎ THE ETHEREAL: The Ethereal
Pure theory โ€” exists on a plane beyond code

"No code URL or promise found in abstract"

Evidence collected by the PWNC Scanner

Authors Constantinos Daskalakis, Christos Tzamos, Manolis Zampetakis arXiv ID 1702.07339 Category cs.CC: Computational Complexity Cross-listed cs.LG, math.GN, stat.ML Citations 31 Venue Symposium on the Theory of Computing Last Checked 1 month ago
Abstract
Banach's fixed point theorem for contraction maps has been widely used to analyze the convergence of iterative methods in non-convex problems. It is a common experience, however, that iterative maps fail to be globally contracting under the natural metric in their domain, making the applicability of Banach's theorem limited. We explore how generally we can apply Banach's fixed point theorem to establish the convergence of iterative methods when pairing it with carefully designed metrics. Our first result is a strong converse of Banach's theorem, showing that it is a universal analysis tool for establishing global convergence of iterative methods to unique fixed points, and for bounding their convergence rate. In other words, we show that, whenever an iterative map globally converges to a unique fixed point, there exists a metric under which the iterative map is contracting and which can be used to bound the number of iterations until convergence. We illustrate our approach in the widely used power method, providing a new way of bounding its convergence rate through contraction arguments. We next consider the computational complexity of Banach's fixed point theorem. Making the proof of our converse theorem constructive, we show that computing a fixed point whose existence is guaranteed by Banach's fixed point theorem is CLS-complete. We thus provide the first natural complete problem for the class CLS, which was defined in [Daskalakis, Papadimitriou 2011] to capture the complexity of problems such as P-matrix LCP, computing KKT-points, and finding mixed Nash equilibria in congestion and network coordination games.
Community shame:
Not yet rated
Community Contributions

Found the code? Know the venue? Think something is wrong? Let us know!

๐Ÿ“œ Similar Papers

In the same crypt โ€” Computational Complexity