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Finite-budget fixed-point iteration returns a status in bounded outer work
Statement
For admissible inputs of Fixed-point iteration with a residual stop and finite budget with budget , every entered iterate belongs to . The procedure uses at most updates and fixed-point residual evaluations and returns one of its stated statuses. Termination is in the model where each map evaluation, metric evaluation and comparison returns in finite time. These counts specify outer procedure operations and give no bound on the internal cost of evaluating the supplied map or metric.
Facts & Assumptions
Given: The algorithm's metric space, self-map, initial point, tolerance and finite budget, and returning evaluation primitives.
Fixed-point iteration with a residual stop and finite budget evaluates its residual once at each entered index, tests tolerance before budget, returns at index if tolerance fails, and updates only when .
Proof
At the initial entered index , the point belongs to , no update has occurred, and the single pass evaluates one residual.
For an entered index , assume the preceding entered indices are exactly , every entered point through lies in , and at most updates have occurred before pass .
If pass continues, [F1] requires and sets by the self-map condition. The next index is and exactly one additional update has occurred. Thus the assertion of step 1.2 holds at the next entered index. A return creates no further index or update.
The base and induction step prove membership of every entered iterate and that the entered indices form an initial segment of . At index , either the residual test returns or the budget test returns before another update. Hence there are at most residual evaluations and updates. Every pass contains finitely many returning primitives, so the procedure terminates with a stated status, including when .
Depends on
Used by
Nothing in the library uses this result yet.
Cited to discharge well-definedness by Fixed-point iteration with a residual stop and finite budget.
Dependency tree · two levels
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Sources
- Tobin A. Driscoll and Richard J. Braun, Fundamentals of Numerical Computation (standard reference, not scraped)