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We present a self-contained analysis of a particular family of metrics over the set of non-negative integers. We show that these metrics, which are defined through a nested sequence of optimal transport problems, provide tight estimates for general Krasnoselskii-Mann fixed point iterations for non-expansive maps. We also describe some of their very special properties, including their monotonicity and the so-called convex quadrangle inequality that yields a greedy algorithm to compute them efficiently.
This paper investigates optimal error bounds and convergence rates for general Mann iterations for computing fixed-points of non-expansive maps in normed spaces. We look for iterations that achieve the smallest fixed-point residual after $n$ steps, b
We estimate convergence rates for fixed-point iterations of a class of nonlinear operators which are partially motivated from solving convex optimization problems. We introduce the notion of the generalized averaged nonexpansive (GAN) operator with a
We study a natural Wasserstein gradient flow on manifolds of probability distributions with discrete sample spaces. We derive the Riemannian structure for the probability simplex from the dynamical formulation of the Wasserstein distance on a weighte
For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach is not nec
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a linear-quadra