Abstract
Variational inequality problems over fixed point sets of nonexpansive mappings include many practical problems in engineering and applied mathematics, and a number of iterative methods have been presented to solve them. In this paper, we discuss a variational inequality problem for a monotone, hemicontinuous operator over the fixed point set of a strongly nonexpansive mapping on a real Hilbert space. We then present an iterative algorithm, which uses the strongly nonexpansive mapping at each iteration, for solving the problem. We show that the algorithm potentially converges in the fixed point set faster than algorithms using firmly nonexpansive mappings. We also prove that, under certain assumptions, the algorithm with slowly diminishing step-size sequences converges to a solution to the problem in the sense of the weak topology of a Hilbert space. Numerical results demonstrate that the algorithm converges to a solution to a concrete variational inequality problem faster than the previous algorithm.
MSC:47H06, 47J20, 47J25.
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1 Introduction
The paper presents an iterative algorithm for the variational inequality problem [1–8] for a monotone, hemicontinuous operator A over a nonempty, closed convex subset C of a real Hilbert space H with inner product and its induced norm ,
Problem (1) can be solved by using convex optimization techniques. A typical iterative procedure for Problem (1) is the projected gradient method [7, 9], and it is expressed as and for , where stands for the metric projection onto C, I is the identity mapping on H, and . However, as the method requires repetitive use of , it can only be applied when the explicit form of is known (e.g., C is a closed ball or a closed cone). The following method, called the hybrid steepest descent method (HSDM) [10], enables us to consider the case in which C has a more complicated form: and
for all , where and is an easily implemented nonexpansive mapping satisfying . HSDM converges strongly to a unique solution to the variational inequality problem over ,
when is strongly monotone and Lipschitz continuous. Problem (2) contains many applications such as signal recovery problems [11], beam-forming problems [12], power-control problems [13, 14], bandwidth allocation problems [15–17], and optimal control problems [18]. References [11, 19], and [20] presented acceleration methods for solving Problem (2) when A is strongly monotone and Lipschitz continuous. Algorithms were presented to solve Problem (2) when A is (strictly) monotone and Lipschitz continuous [15, 17]. When and is continuous (and is not necessarily monotone), a simple algorithm, (), was presented in [14] and the algorithm converges to a solution to Problem (2) under some conditions.
Reference [21] proposed an iterative algorithm for solving Problem (2) when is monotone and hemicontinuous and showed that the algorithm weakly converges to a solution to the problem under certain assumptions. The results in [21] are summarized as follows: suppose that is a firmly nonexpansive mapping with and that is a monotone, hemicontinuous mapping with
Define a sequence by and
for all , where and . Assume that in algorithm (3) is bounded, and that there exists such that . If and satisfy , , and , then weakly converges to a point in . To relax the strong monotonicity condition of A considered in [10], a firmly nonexpansive mapping F is used in algorithm (3) in place of a nonexpansive mapping T. From the fact that a firmly nonexpansive mapping F can be represented by the form, , for some nonexpansive mapping T, algorithm (3) when and can be simplified as follows: and
In constrained optimization problems, one is required to satisfy constraint conditions early in the process of executing an iterative algorithm. From this viewpoint, we introduce the following algorithm with a weighted parameter α, which is more than :
Algorithm (5) potentially converges in the fixed point set faster than algorithm (4). Here, we can see that the mapping, , satisfies the strong nonexpansivity condition [22], which is a weaker condition than firm nonexpansivity. This implies that the previous algorithms in [14, 21], which can be applied to Problem (2) when T is firmly nonexpansive, cannot solve Problem (2) when T is strongly nonexpansive.
In this paper, we present an iterative algorithm for solving the variational inequality problem with a monotone, hemicontinuous operator over the fixed point set of a strongly nonexpansive mapping and show that the algorithm weakly converges to a solution to the problem under certain assumptions.
The rest of the paper is organized as follows. Section 2 covers the mathematical preliminaries. Section 3 presents the algorithm for solving the variational inequality problem for a monotone, hemicontinuous operator over the fixed point set of a strongly nonexpansive mapping, and its convergence analyses. Section 4 provides numerical comparisons of the algorithm with the previous algorithm in [21] and shows that the algorithm converges to a solution to a concrete variational inequality problem faster than the previous algorithm. Section 5 concludes the paper.
2 Preliminaries
Throughout this paper, we will denote the set of all positive integers by ℕ and the set of all real numbers by ℝ. Let H be a real Hilbert space with inner product and its induced norm . We denote the strong convergence and weak convergence of to by and , respectively. It is well known that H satisfies the following condition, called Opial’s condition [23]: for any satisfying , holds for all with ; see also [5, 6, 24]. To prove our main theorems, we need the following lemma, which was proven in [25]; see also [5, 6, 26].
Lemma 2.1 ([25])
Assume that and are sequences of non-negative numbers such that for all . If , then exists.
2.1 Strong nonexpansivity and fixed point set
Let T be a mapping of H into itself. We denote the fixed point set of T by ; i.e., . A mapping is said to be nonexpansive if for all . is closed and convex when T is nonexpansive [5, 6, 24, 27]. is said to be strongly nonexpansive [22] if T is nonexpansive and if, for bounded sequences , implies . The following properties for strongly nonexpansive mappings were shown in [22]:
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is closed and convex when is strongly nonexpansive because T is also nonexpansive.
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A strongly nonexpansive mapping, , with is asymptotically regular[24, 28], i.e., for each , .
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If are strongly nonexpansive, then ST is also strongly nonexpansive, and when .
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If is strongly nonexpansive and if is nonexpansive, then is strongly nonexpansive for . If , then [29]. In particular, since the identity mapping I is strongly nonexpansive, the mapping is strongly nonexpansive. Such U is said to be averaged nonexpansive.
Example 2.1 Let be a closed convex set, which is simple in the sense that can be calculated explicitly. Furthermore, let be Fréchet differentiable and be Lipschitz continuous; i.e., there exists such that for all . Then, for , is nonexpansive [30], [[31], Lemma 2.1]. Define by
Then T is strongly nonexpansive and .
Example 2.2 Let () be a closed convex set, which is simple in the sense that can be calculated explicitly. Define for all , where with and (). Also, we define and as
Then S is nonexpansive [[10], Proposition 4.2] and . Hence, T is strongly nonexpansive and . is referred to as a generalized convex feasible set [10, 32] and is defined as the subset of that is closest to in the mean square sense. Even if , is well defined. holds when . Accordingly, is a generalization of .
A mapping is said to be firmly nonexpansive [33] if for all (see also [24, 27, 34]). Every firmly nonexpansive mapping F can be expressed as given some nonexpansive mapping T [24, 27, 34]. Hence, the class of averaged nonexpansive mappings includes the class of firmly nonexpansive mappings.
2.2 Variational inequality
An operator is said to be monotone if for all . is said to be hemicontinuous [[5], p.204] if, for any , the mapping defined by is continuous, where H has a weak topology. Let C be a nonempty, closed convex subset of H. The variational inequality problem [2, 4] for a monotone operator is as follows (see also [1, 3, 5–8]):
We denote the solution set of the variational inequality problem by . The monotonicity and hemicontinuity of A imply that [[5], Subsection 7.1]. This means that is closed and convex. is nonempty when is monotone and hemicontinuous, and is nonempty, compact, and convex [[5], Theorem 7.1.8].
Example 2.3 Let be convex and continuously Fréchet differentiable and . Then A is monotone and hemicontinuous.
(i) Suppose that is as in Example 2.1 and is defined as in (6) and set . Then
A solution of this problem is a minimizer of g over the set of all minimizers of f over D. Therefore, the problem has a triplex structure [16, 31, 35].
(ii) Suppose that is defined as in (7). Then
This problem is to find a minimizer of g over the generalized convex feasible set [10, 13, 14, 16, 18].
3 Optimization of variational inequality over fixed point set
In this section, we present an iterative algorithm for solving the variational inequality problem for a monotone, hemicontinuous operator over the fixed point set of a strongly nonexpansive mapping and its convergence analyses. We assume that is a strongly nonexpansive mapping with and that is a monotone, hemicontinuous operator.
Algorithm 3.1
Step 0. Choose , , and arbitrarily, and let .
Step 1. Given , choose and and compute as
Step 2. Update , and go to Step 1.
To prove our main theorems, we need the following lemma.
Lemma 3.1 Suppose that is a sequence generated by Algorithm 3.1 and that is bounded. Moreover, assume that
-
(A)
, or
-
(B)
, , and the existence of an satisfying .
Then is bounded.
Proof Put for all . We first assume that condition (A) is satisfied and choose arbitrarily. Accordingly, we see that, for any ,
From , the boundedness of , and Lemma 2.1, the limit of exists for all , which implies that is bounded.
Next, suppose that condition (B) is satisfied, and let . Then, from the monotonicity of A, we find that, for any ,
where . Especially in the case of , it follows from condition (B) that, for any ,
Hence, the condition, , and Lemma 2.1 guarantee that the limit of exists for all . We thus conclude that is bounded. □
Now, we are in the position to perform the convergence analysis on Algorithm 3.1 under condition (A) in Lemma 3.1.
Theorem 3.1 Let be a sequence generated by Algorithm 3.1 and assume that is bounded and that the sequences and satisfy
Then Algorithm 3.1 converges weakly to a point in .
Proof Put for all . The proof consists of the following steps:
-
(a)
Prove that and are bounded.
-
(b)
Prove that and hold.
-
(c)
Prove that converges weakly to a point in .
-
(a)
Choose arbitrarily. From the inequality, , and Lemma 3.1, we deduce that is bounded.
-
(b)
Put for any . Then, from , for any , we can choose such that , and for all . Also, there exists such that for all because of . Since , we have
for all . We find that, for any ,
Hence, for any and for any , we have
where , which implies that . Since T is strongly nonexpansive, we get
From (10) and as , we also get
From , and (11), we deduce that
-
(c)
From the boundedness of , there exists a subsequence of such that converges weakly to a point . From the nonexpansivity of T and (12), it is guaranteed that T is demiclosed (i.e., and imply ). Hence, we have . From (9), we get, for any and for any ,
which means
where . From , , , and , we have
The monotonicity and hemicontinuity of A imply that . Finally, we show that converges weakly to . Assume that another subsequence of converges weakly to w. Then, from the discussion above, we also get . If , Opial’s theorem [23] guarantees that
This is a contradiction. Thus, . This implies that every subsequence of converges weakly to the same point in . Therefore, converges weakly to . This completes the proof. □
Remark 3.1 The numerical examples in [14, 16, 21] show that Algorithm 3.1 satisfies when T is firmly nonexpansive and (). However, when , there are counterexamples that do not satisfy [14, 16, 21].
Remark 3.2 If the sequence satisfies the assumptions in Theorem 3.1, we need not assume that or that exists such that in condition (B) (see also [[14], Remark 7(c)]).
Remark 3.3 Let us provide the sufficient condition of the boundedness of . Suppose that is bounded and A is Lipschitz continuous. Then we can set a bounded set V with onto which the projection can be computed within a finite number of arithmetic operations (e.g., V is a closed ball with a large enough radius). Accordingly, we can compute
instead of in Algorithm 3.1. Since and V is bounded, is bounded. The Lipschitz continuity of A means that (), where L (>0) is a constant, and hence, is bounded. We can prove that Algorithm 3.1 with Equation (13) and and satisfying the conditions in Theorem 3.1 (or Theorem 3.2) weakly converges to a point in by referring to the proof of Theorem 3.1 (or Theorem 3.2).
We prove the following theorem under condition (B) in Lemma 3.1. The essential parts of a proof are similar those of Lemma 3.1 and Theorem 3.1, so we will only give an outline of the proof below.
Theorem 3.2 Let be a sequence generated by Algorithm 3.1. Assume that is bounded and that and satisfy
If and if there exists such that , then the sequence converges weakly to a point in .
Proof Put for all . As in the proof of Theorem 3.1, we proceed with the following steps:
-
(a)
Prove that and are bounded.
-
(b)
Prove that holds.
-
(c)
Prove that converges weakly to a point in .
-
(a)
From Lemma 3.1, it follows that the limit of exists for all , and hence and are bounded.
-
(b)
Let and put . Since , the condition, , holds. As in the proof of Theorem 3.1(b), for any , there exists such that
for all . By , there exists such that . Since the inequality holds, we have
where . This implies that . From the strong nonexpansivity of T, we get . The rest of the proof is the same as the proof of Theorem 3.1(b). Accordingly, we obtain .
-
(c)
Following the proof of Theorem 3.1(c), there exists a subsequence such that converges weakly to . Assume that another subsequence of converges weakly to w. Then we also have . Since the limit of exists for , Opial’s theorem [23] guarantees that . This implies that every subsequence of converges weakly to the same point in , and hence, converges weakly to . This completes the proof. □
As we mentioned in Section 1, to solve constrained optimization problems whose feasible set is the fixed point set of a nonexpansive mapping T, Algorithm 3.1 must converge in early in the execution. Therefore, it would be useful to use a large parameter α () when a strongly nonexpansive mapping is represented by . Theorem 3.1 has the following consequences.
Corollary 3.1 Let be a nonexpansive mapping with and let be a monotone, hemicontinuous mapping. Let be a sequence generated by and
for all , where , and . Assume that is a bounded sequence and that
Then converges weakly to a point in .
Proof Since every averaged nonexpansive mapping is strongly nonexpansive and for , Theorem 3.1 implies Corollary 3.1. □
By following the proof of Theorem 3.2 and Corollary 3.1, we get the following.
Corollary 3.2 Let be a nonexpansive mapping with and let be a monotone, hemicontinuous mapping. Let be a sequence in algorithm (14). Assume that is a bounded sequence and that
If and if there exists such that , then converges weakly to a point in .
4 Numerical examples
Let us apply Algorithm 3.1 and the algorithm in [21] to the following variational inequality problem.
Problem 4.1 Define and () () by
where is positive semidefinite, , and (). Find .
We set Q as a diagonal matrix with diagonal components and choose (, ) to be Mersenne Twister pseudo-random numbers given by the random-real function of srfi-27, Gauche.a We also set and . The compiler used in this experiment was gcc.b The double-precision floating points were used for arithmetic processing of real numbers. The language was C.
In the experiment, we used the following algorithm:
where . Note that the projection () can be computed within a finite number of arithmetic operations [[36], p.406] because () is halfspace. More precisely,
We can see that algorithm (15) with coincides with the previous algorithm in [21]. Hence, we comparec algorithm (15) with with algorithm (15) with and verify that algorithm (15) with converges in faster than algorithm (15) with . We selected one hundred initial points () as pseudo-random numbers generated by the rand function of the C Standard Library. We executed algorithm (15) with and algorithm (15) with for these initial points. Let be the sequence generated by and algorithm (15). Here, we define
The convergence of to 0 implies that algorithm (15) converges to a point in .
Corollary 3.1 guarantees that algorithm (15) converges to a solution to Problem 4.1 if is bounded and if
To verify whether algorithm (15) satisfies condition (16), we employed
where (, ). The convergence of to 0 implies that algorithm (15) satisfies condition (16). We also used
to check that algorithm (15) is stable.
Figure 1 indicates the behaviors of for algorithm (15) with and algorithm (15) with . This figure shows that in algorithm (15) with converges to 0 faster than in algorithm (15) with ; i.e., algorithm (15) with converges in faster than the previous algorithm in [21].
Figure 2 compares the behaviors of for algorithm (15) with and algorithm (15) with and shows that the generated by each algorithm converges to 0; i.e., they each satisfy (16). Therefore, from Corollary 3.1, we can conclude that they can find a solution to Problem 4.1.
We can see from Figure 3 that generated by the two algorithms converge to the same value. Figures 1, 2, and 3 indicate that algorithm (15) with converges to a solution to Problem 4.1 faster than the previous algorithm in [21]. This is because algorithm (15) uses a parameter () that is larger than and algorithm (15) with potentially converges in the constraint set faster than the previous algorithm in [21] with .
5 Conclusion
We studied a variational inequality problem for a monotone, hemicontinuous operator over the fixed point set of a strongly nonexpansive mapping in a Hilbert space and devised an iterative algorithm for solving it. Our convergence analyses guarantee that the algorithm weakly converges to a solution under certain assumptions. We gave numerical results to support the convergence analyses on the algorithm. The results showed that the algorithm converges to a solution to a concrete variational inequality problem faster than the previous algorithm.
6 Endnotes
We used the Gauche scheme shell, 0.9.3.3 [utf-8,pthreads], x86_64-apple-darwin12.4.1.
We used gcc version 4.2.1 (Based on Apple Inc. build 5658) (LLVM build 2336.11.00).
For example, we set a large parameter, i.e., much more than : .
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Acknowledgements
We are sincerely grateful to the Lead Guest Editor, Qamrul Hasan Ansari, of Special Issue on Variational Analysis and Fixed Point Theory: Dedicated to Professor Wataru Takahashi on the occasion of his 70th birthday, and the two anonymous referees for helping us improve the original manuscript. This work was supported by the Japan Society for the Promotion of Science through a Grant-in-Aid for JSPS Fellows (08J08592) and a Grant-in-Aid for Young Scientists (B) (23760077).
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Iemoto, S., Hishinuma, K. & Iiduka, H. Approximate solutions to variational inequality over the fixed point set of a strongly nonexpansive mapping. Fixed Point Theory Appl 2014, 51 (2014). https://doi.org/10.1186/1687-1812-2014-51
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DOI: https://doi.org/10.1186/1687-1812-2014-51