Moduli of regularity and rates of convergence for Fejér monotone sequences

Abstract

In this paper we introduce the concept of modulus of regularity as a tool to analyze the speed of convergence, including the linear convergence and finite termination, for classes of Fejer monotone sequences which appear in fixed point theory, monotone operator theory, and convex optimization. This concept allows for a unified approach to several notions such as weak sharp minima, error bounds, metric subregularity, Holder regularity, etc., as well as to obtain rates of convergence for Picard iterates, the Mann algorithm, the proximal point algorithm and the cyclic projection method. As a byproduct we obtain a quantitative version of the well-known fact that for a convex lower semi-continuous function the set of minimizers coincides with the set of zeros of its subdifferential and the set of fixed points of its resolvent.