Fejér and Fejér* Monotonicity: New Results and Limiting Examples

Many algorithms in convex optimization and variational analysis can be analyzed using Fejér monotone sequences. In 2024, Behling, Bello-Cruz, Iusem, Alves Ribeiro, and Santos introduced a new, more general, notion: Fejér* monotonicity. They obtained basic results and discussed applications in optimization. In this work, we complement Behling et al.'s work by presenting a thorough study of Fejér* monotonicity. We reveal striking similarities and differences between these notions, including descriptions of the maximal Fejér* set. Moreover, we also touch upon Opial sequences and quasi-Fejér monotonicity. Throughout this paper, we provide numerous limiting examples and counterexamples.