Inertial Krasnoselskii-Mann Iterations

We establish the weak convergence of inertial Krasnoselskii-Mann iterations towards a common fixed point of a family of quasi-nonexpansive operators, along with worst case estimates for the rate at which the residuals vanish. Strong and linear convergence are obtained in the quasi-contractive setting. In both cases, we highlight the relationship with the non-inertial case, and show that passing from one regime to the other is a continuous process in terms of parameter hypotheses and convergence rates. Numerical illustrations for an inertial primal-dual method and an inertial three-operator splitting algorithm, whose performance is superior to that of their non-inertial counterparts.

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