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On over-relaxed -proximal point algorithm frameworks with errors and applications to general variational inclusion problems
Journal of Inequalities and Applications volume 2013, Article number: 97 (2013)
Abstract
The purpose of this paper is to provide some remarks for the main results of the paper Verma (Appl. Math. Lett. 21:142-147, 2008). Further, by using the generalized proximal operator technique associated with the -monotone operators, we discuss the approximation solvability of general variational inclusion problem forms in Hilbert spaces and the convergence analysis of iterative sequences generated by the over-relaxed -proximal point algorithm frameworks with errors, which generalize the hybrid proximal point algorithm frameworks due to Verma.
MSC:47H05, 49J40.
1 Introduction
In 2008, Verma [1] developed a general framework for a hybrid proximal point algorithm using the notion of -monotonicity (also referred to as -maximal monotonicity or -monotonicity in literature) and explored convergence analysis for this algorithm in the context of solving the following variational inclusion problems along with some results on the resolvent operator corresponding to -monotonicity: Find a solution to
where is a set-valued mapping on a real Hilbert space ℋ.
We remark that the problem (1.1) provides us a general and unified framework for studying a wide range of interesting and important problems arising in mathematics, physics, engineering sciences, economics finance, etc. For more details, see [1–14] and the following example.
Example 1.1 [5]
Let be a local Lipschitz continuous function, and let K be a closed convex set in . If is a solution to the following problem:
then
where denotes the subdifferential of V at , and the normal cone of K at .
Very recently, Huang and Noor [7] have pointed out ‘the question on whether the strong convergence holds or not for the over-relaxed proximal point algorithm is still open’. Verma [12] also pointed out ‘the over-relaxed proximal point algorithm is of interest in the sense that it is quite application-oriented, but nontrivial in nature’. In [10, 11], we discussed the convergence of iterative sequences generated by the hybrid proximal point algorithm frameworks associated with -monotonicity when operator A is strongly monotone and Lipschitz continuous.
Motivated and inspired by the recent works, in this paper, we correct the main result of the paper [1]. Further, by using the generalized proximal operator technique associated with the -monotone operators, we discuss the approximation solvability of general variational inclusion problem forms in Hilbert spaces and the convergence analysis of iterative sequences generated by the over-relaxed -proximal point algorithm frameworks with errors, which generalize the hybrid proximal point algorithm frameworks due to Verma [1].
2 Preliminaries
In the sequel, let ℋ be a real Hilbert space with the norm and the inner product and denote the family of all subsets of ℋ.
Definition 2.1 A single-valued operator is said to be
-
(i)
r-strongly monotone, if there exists a positive constant r such that
-
(ii)
s-Lipschitz continuous, if there exists a constant such that
If , then A is called nonexpansive.
Definition 2.2 Let and be two nonlinear (in general) operators. A set-valued operator is said to be
-
(i)
maximal monotone if for any ,
-
(ii)
r-strongly η-monotone if there exists a positive constant r such that
where η is said to be τ-Lipschitz continuous if there exists a constant such that
-
(iii)
m-relaxed η-monotone if there exists a positive constant m such that
Similarly, if for all , we can obtain the definition of strong monotonicity and relaxed monotonicity.
Definition 2.3 Let be r-strongly monotone. The operator is said to be A-maximal monotone if
-
(i)
M is m-relaxed monotone;
-
(ii)
for .
Definition 2.4 Let be r-strongly η-monotone. Then is said to be -monotone if
-
(i)
M is m-relaxed η-monotone;
-
(ii)
for .
Lemma 2.1 [13]
Let ℋ be a real Hilbert space, be r-strongly monotone, and be A-maximal monotone. Then the resolvent operator associated with M and defined by
is -Lipschitz continuous.
Lemma 2.2 [9]
Let ℋ be a real Hilbert space, be r-strongly η-monotone, be -maximal monotone, and be τ-Lipschitz continuous. Then the generalized resolvent operator associated with M and defined by
is -Lipschitz continuous.
3 Remarks and algorithm frameworks
In this section, we give some remarks for the main results of [1] and then introduce a new class of over-relaxed -proximal point algorithm frameworks with errors to approximate solvability of the general variational inclusion problem (1.1).
Lemma 3.1 [1]
Let ℋ be a real Hilbert space, be r-strongly η-monotone, and be -maximal monotone. Then the following statements are mutually equivalent:
-
(i)
An element is a solution to (1.1).
-
(ii)
For an , we have
where .
Lemma 3.2 [1]
Let ℋ be a real Hilbert space, be r-strongly monotone, and be A-maximal monotone. Then the following statements are mutually equivalent:
-
(i)
An element is a solution to (1.1).
-
(ii)
For an , we have
where .
In [1], by using Lemmas 2.1, 2.2, 3.1, and 3.2, the author obtained the following main results on the convergence rate (or convergence), which hold only when :
Theorem V1 (See [[1], p.145, Theorem 3.3])
Let ℋ be a real Hilbert space, let be r-strongly monotone and s-Lipschitz continuous, and let be A-maximal monotone. For an arbitrarily chosen initial point , suppose that the sequence is generated by an iterative procedure
and satisfies
where and are scalar sequences such that
Then the sequence converges linearly to a solution of (1.1) with the convergence rate
for ,
and for
Theorem V2 (See [[1], p.147, Theorem 3.4])
Let ℋ be a real Hilbert space, let be r-strongly η-monotone and s-Lipschitz continuous, and let be -maximal monotone. Let be τ-Lipschitz continuous. For an arbitrarily chosen initial point , suppose that the sequence is generated by an iterative procedure
and satisfies
where and are scalar sequences such that , . Then the sequence converges linearly to a solution of (1.1) for
and for
In the sequel, we give the following remarks to show that the main proof of Theorems 3.3 and 3.4 of [1] is worth correcting.
Remark 3.1 By the r-strongly monotonicity and s-Lipschitz continuity of the underlying operator A, it follows that for all , if ,
showing that .
Remark 3.2 From Remark 3.1, it is easy to prove that the convergence rate in p.146 of [1] for . Therefore, the strong convergence of [[1], Theorem 3.3], is not true.
In fact, from Remark 3.1 and the definition of the convergence rate in line 11, p.146 of [1], we have the following estimate:
and
it is because for all .
Remark 3.3 Similarly, we can show that the conditions for the convergence of [[1], Theorem 3.4] must be revised.
Indeed, from and the assumption, it follows that the conditions for the convergence of a sequence generated by the iterative algorithm are equivalent to
that is,
which should be revised because it follows from the assumption, (3.1), and Remark 3.1 that
Thus, if , then the conditions for the convergence are not true.
Next, in order to illustrate the main results in [1], we construct the following over-relaxed proximal point algorithm frameworks with errors based on Lemmas 3.1 and 3.2.
Algorithm 3.1 Step 1. Choose an arbitrary initial point .
Step 2. Choose sequences , , and such that for , , , and are three sequences in satisfying
Step 3. Let be generated by the following iterative procedure:
where is an error sequence in ℋ to take into account a possible inexact computation of the operator point, which satisfies , and satisfies
where , and .
Step 4. If and satisfy (3.2) to sufficient accuracy, stop; otherwise, set and return to Step 2.
Remark 3.4 If , , and for , then Algorithm 3.1 is reduced to the iterative algorithm in Theorem 3.4 of [1].
Algorithm 3.2 Step 1. Choose an arbitrary initial point .
Step 2. Choose sequences , , and such that for , , , and are three sequences in satisfying
Step 3. Let be generated by the following iterative procedure:
where is an error sequence in ℋ to take into account a possible inexact computation of the operator point, which satisfies , and satisfies
where , and .
Step 4. If and satisfy (3.3) to sufficient accuracy, stop; otherwise, set and return to Step 2.
Remark 3.5 If and for , then Algorithm 3.2 is reduced to the iterative algorithm in Theorem 3.3 of [1].
4 Convergence analysis
In this section, we apply the over-relaxed proximal point Algorithms 3.1 and 3.2 to approximate the solution of (1.1), and as a result, we end up showing linear convergence.
Theorem 4.1 Let ℋ be a real Hilbert space, be r-strongly monotone and s-Lipschitz continuous, be τ-Lipschitz continuous, and be -maximal monotone. If for ,
and there exists a constant such that
then the sequence generated by Algorithm 3.1 converges linearly to a solution of the problem (1.1) with the convergence rate
where and .
Proof Let be a solution of the problem (1.1). Then it follows from Lemma 3.1 that
Let
Thus, by the assumptions of the theorem, Lemma 2.2, and (4.2), now we find the estimate
where
Thus, we have
Since , , it follows that
Using the above arguments, we estimate that
This implies that
Since A is r-strongly monotone (and hence, , ), this implies from (4.3) that the converges linearly to a solution for
Hence, we have
where , . This completes the proof. □
Remark 4.1 The conditions (4.1) in Theorem 4.1 hold for some suitable values of constants, for example, , , , , , , and the convergence rate .
From Theorem 4.1, we have the following result.
Theorem 4.2 Let ℋ be a real Hilbert space, be r-strongly monotone with and s-Lipschitz continuous, and be A-maximal monotone. If for ,
and there exists a constant such that
then the sequence generated by Algorithm 3.2 converges linearly to a solution of the problem (1.1) with the convergence rate
where and .
Remark 4.2 In Theorems 4.1 and 4.2, if we apply the c-Lipschitz continuity of instead, it seems that the strong convergence could be achieved (see, for example, [6–8]).
Remark 4.3 For an arbitrarily chosen initial point , let the iterative sequence generate the following over-relaxed proximal point algorithm:
and satisfy
where , , the resolvent operator associated with A-maximal monotone M, or , the resolvent operator associated with -maximal monotone M, and scalar sequences . Then we can obtain the corresponding results by using the same method as in Theorem 4.1 (see, for example, [10, 11]). Therefore, the results presented in this paper improve, generalize, and unify the corresponding results of recent works.
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Acknowledgements
This work was supported by the Scientific Research Fund of Sichuan Provincial Education Department (10ZA136), Sichuan Province Youth Fund project (2011JTD0031) and the Cultivation Project of Sichuan University of Science and Engineering (2011PY01), and Artificial Intelligence of Key Laboratory of Sichuan Province (2012RYY04).
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HYL conceived of the study and participated in its design and coordination, the proof of convergence of the theorems and gave some examples to show the main results. The author read and approved the final manuscript.
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Lan, Hy. On over-relaxed -proximal point algorithm frameworks with errors and applications to general variational inclusion problems. J Inequal Appl 2013, 97 (2013). https://doi.org/10.1186/1029-242X-2013-97
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DOI: https://doi.org/10.1186/1029-242X-2013-97