Quasi-Nonexpansive Iterations on the Affine Hull of Orbits: From Mann's Mean Value Algorithm to Inertial Methods

Patrick L. Combettes, Lilian E. Glaudin · SIAM Journal on Optimization · 2017

Fixed point iterations play a central role in the design and the analysis of a large number of optimization algorithms. We study a new iterative scheme in which the update is obtained by applying a composition of quasi-nonexpansive operators to a point in the affine hull of the orbit generated up to the current iterate. This investigation unifies several algorithmic constructs, including Mann's mean value method, inertial methods, and multilayer memoryless methods. It also provides a framework for the development of new algorithms, such as those we propose for solving monotone inclusion and minimization problems.

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