Fej\'er* monotonicity in optimization algorithms

Abstract

Fej\'er monotonicity is a well-established property often observed in sequences generated by optimization algorithms. In this paper, we study an extension of this property, called Fej\'er* monotonicity, which was initially proposed in [SIAM J. Optim., 34(3), 2535-2556 (2024)]. We discuss and explore its behavior within Hilbert spaces as a tool for optimization algorithms. Additionally, we investigate weak and strong convergence properties of this novel concept. Through illustrative examples and insightful results, we contrast Fej\'er* with weaker notions of quasi-Fej\'er-type monotonicity.