- Research
- Open access
- Published:
An implicitly defined iterative sequence for monotone operators in Banach spaces
Journal of Inequalities and Applications volume 2014, Article number: 181 (2014)
Abstract
Given a monotone operator in a Banach space, we show that an iterative sequence, which is implicitly defined by a fixed point theorem for mappings of firmly nonexpansive type, converges strongly to a minimum norm zero point of the given operator. Applications to a convex minimization problem and a variational inequality problem are also included.
MSC:47H05, 47J25, 47N10.
1 Introduction
Many nonlinear problems can be formulated as the problem of finding a zero point of a maximal monotone operator in a Banach space. The proximal point method, which was first introduced by Martinet [1] and generally studied by Rockafellar [2], is an iterative method for approximating a solution to this problem.
The proximal point method generates a sequence by and
for all , where is a maximal monotone operator, X is a smooth, strictly convex, and reflexive real Banach space, is the normalized duality mapping, and is a sequence of positive real numbers.
The following result was obtained in [3]: If , then is bounded if and only if is nonempty. Further, if X is uniformly convex, the norm of X is uniformly Gâteaux differentiable, is nonempty, , and J is weakly sequentially continuous, then converges weakly to an element of . This is a generalization of the result due to Rockafellar [2] in Hilbert spaces. See also [4, 5] for some related results.
The aim of the present paper is to study the asymptotic behavior of the sequence generated by
for all , where A, X, J, and are the same as in (1.1) and is a sequence of . Under some additional assumptions, we show that is well defined and is strongly convergent to an element of of minimal norm; see Theorem 3.5.
The schemes (1.1) and (1.2) above are similar to each other, though their properties are quite different. In fact, the former fails to converge strongly even in Hilbert spaces [6], whereas the latter converges strongly in Banach spaces. Further, the former is well defined since for each , whereas the latter is not necessarily well defined. To study the well definedness and the asymptotic behavior of in (1.2), we exploit some techniques in [3, 7].
This paper is organized as follows: In Section 2, we give some definitions, recall some known results, and briefly study the existence of a zero point of a monotone operator. In Section 3, using the results in the previous section, we first obtain a convergence theorem for a monotone operator satisfying a range condition; see Theorem 3.1. Using this result, we show a convergence theorem for a maximal monotone operator; see Theorem 3.5. In Section 4, we apply Theorem 3.5 to a convex minimization problem and a variational inequality problem.
2 Preliminaries
Throughout the present paper, we denote by ℕ the set of all positive integers, ℝ the set of all real numbers, X a smooth, strictly convex, and reflexive real Banach space with dual , the norms of X and , the value of at , the strong convergence of a sequence of X to , the weak convergence of a sequence of X to , the norm closure of , coU the convex hull of , the closed convex hull of , and the unit sphere of X, respectively.
Under the assumptions on X, we know that for each , there is a corresponding unique Jx in such that and . The mapping J is called the normalized duality mapping of X into . We know the following: is a bijection; for all and ; J is norm-to-weak continuous, that is, whenever is a sequence of X such that ; J is strictly monotone, that is, for all distinct . The norm of X is said to be uniformly Gâteaux differentiable if the limit
converges uniformly in for all . The space X is said to be uniformly convex if for each , there exists such that whenever and . The space X is said to have the Kadec-Klee property if whenever is a sequence of X such that and . Every uniformly convex Banach space is both strictly convex and reflexive and has the Kadec-Klee property; see [8, 9].
For a nonempty closed convex subset C of X and , there exists a unique point in C such that for all . The metric projection of X onto C is defined by for all . It is well known [9] that
for . The function is defined by
for all ; see [10, 11]. If X is a Hilbert space, then for all . It is easy to see that
and
for all .
Let C be a nonempty subset of X and a mapping. The set of all fixed points of T is denoted by . The mapping T is said to be of firmly nonexpansive type [12] if
for all ; see also [13]. If X is a Hilbert space, then is firmly nonexpansive if and only if it is of firmly nonexpansive type.
For an operator , the domain , the range , and the graph of A are defined by , , and , respectively. The operator A is said to be monotone if whenever . It is also said to be maximal monotone if A is monotone and there is no monotone operator such that and . Let C be a nonempty closed convex subset of X and a monotone operator such that . Then the mapping defined by for all is of firmly nonexpansive type and ; see [12, 14]. We know the following lemma.
Lemma 2.1 ([3])
Suppose that the norm of X is uniformly Gâteaux differentiable. Let C be a nonempty closed convex subset of X, a monotone operator such that
a sequence of such that , and the mapping defined by for all and . If is a sequence of C such that and , then u is an element of .
We know the following result for mappings of firmly nonexpansive type.
Lemma 2.2 ([12])
Let C be a nonempty closed convex subset of X and a mapping of firmly nonexpansive type. Then the following hold:
-
(i)
is nonempty if and only if is bounded for some ;
-
(ii)
is closed and convex.
Using Lemma 2.2, we can show the following.
Lemma 2.3 Let C be a nonempty closed convex subset of X and a mapping of firmly nonexpansive type. Suppose that , , and is bounded. Then the mapping βT has a unique fixed point.
Proof Set . Since J is monotone, T is of firmly nonexpansive type, and , we have
for all . This implies that S is of firmly nonexpansive type. Since C is convex, , and , we know that S is a mapping of C into itself. Further, since and is bounded, the sequence is bounded for all . Thus Lemma 2.2 implies that is nonempty.
We next show that consists of one point. Suppose that . Then it follows from (2.8) that . Since , we obtain . Thus the strict monotonicity of J implies that . □
As a direct consequence of Lemmas 2.2 and 2.3, we obtain the following.
Corollary 2.4 Let be a monotone operator such that is bounded and for some nonempty closed convex subset C of X. Then the following hold:
-
(i)
is nonempty, closed, and convex;
-
(ii)
if and , then there exists a unique such that
(2.9)
Proof Let be the mapping defined by for all . Then we know that T is of firmly nonexpansive type and . Hence is bounded for all . On the other hand, we know that . Therefore, part (i) follows from Lemma 2.2. Part (ii) follows from Lemma 2.3. □
3 Strong convergence of an iterative sequence
In this section, we first show the following strong convergence theorem for a monotone operator satisfying a range condition.
Theorem 3.1 Let X be a smooth, strictly convex, and reflexive real Banach space, C a nonempty closed convex subset of X such that , and a monotone operator such that is bounded and
Let be a sequence of positive real numbers, a sequence of , and the mapping defined by for all and . Then the following hold:
-
(i)
For each , there exists a unique such that ;
-
(ii)
if X has the Kadec-Klee property, the norm of X is uniformly Gâteaux differentiable, , and , then the sequence converges strongly to .
Part (i) of Theorem 3.1 follows from Corollary 2.4.
The proof of (i) of Theorem 3.1 Let be given and set . Then is monotone and . Thus we know that is bounded and . Therefore, part (ii) of Corollary 2.4 ensures the conclusion. □
Before proving (ii) of Theorem 3.1, we show the following lemma.
Lemma 3.2 The following hold:
-
(i)
for all and ;
-
(ii)
for all and .
Proof We show (i). Let and be given. Since is of firmly nonexpansive type and , we know that
On the other hand, by the definition of , we also know that
By (3.2), (3.3), and , the result follows.
By (2.5) and (i), we have
for all and . Thus the result follows. □
We next show (ii) of Theorem 3.1.
The proof of (ii) of Theorem 3.1 Suppose that X has the Kadec-Klee property, the norm of X is uniformly Gâteaux differentiable, , and . Set for all . By (i) of Corollary 2.4, the set is nonempty, closed, and convex. Hence is well defined. We denote by P.
Since for all and is bounded, is bounded. By the definition of , we have for all . Thus is also bounded.
Let be any subsequence of . To see that , it is sufficient to see that there exists a subsequence of which converges strongly to . Since X is reflexive and is a bounded sequence of C, there exist and a subsequence of such that . Since is bounded and , we have
Since , Lemma 2.1 shows that u is an element of . It also follows from (3.5) and that .
We next show that . By (2.4) and (ii) of Lemma 3.2, we have
Thus we obtain . Since X has the Kadec-Klee property, we have . Consequently, it follows from (3.5) that .
We next show that . To see this, let be given. Since J is norm-to-weak continuous and , we know that . On the other hand, by (i) of Lemma 3.2, we have
for all . Letting in (3.7), we obtain and hence
Noting that , we have from (2.2) and (3.8) that . Therefore, we conclude that converges strongly to . □
As a direct consequence of Theorem 3.1, we obtain the following corollary.
Corollary 3.3 Let X be a smooth, strictly convex, and reflexive real Banach space, C a nonempty closed convex subset of X such that , a mapping of firmly nonexpansive type such that is bounded, a sequence of positive real numbers, and a sequence of . Then the following hold:
-
(i)
For each , there exists a unique such that ;
-
(ii)
if X has the Kadec-Klee property, the norm of X is uniformly Gâteaux differentiable, and , then the sequence converges strongly to .
Proof Let be the mapping defined by , where is defined by
for all . Then, by [14], we know that the following hold:
-
A is a monotone operator and ;
-
;
-
for all .
Thus the result follows from Theorem 3.1. □
Remark 3.4 In the case when C is bounded, Corollary 3.3 is reduced to the result obtained in [7].
Using Theorem 3.1, we can also show the following strong convergence theorem for a maximal monotone operator.
Theorem 3.5 Let X be a smooth, strictly convex, and reflexive real Banach space, a maximal monotone operator such that and is bounded, a sequence of positive real numbers, and a sequence of . Then for each , there exists a unique satisfying (1.2). Moreover, if X has the Kadec-Klee property, the norm of X is uniformly Gâteaux differentiable, , and , then the sequence converges strongly to .
Proof The maximal monotonicity of A implies that is nonempty and hence so is . It is obvious that is closed. It is well known [15] that is convex. In fact, we know that
for all , where I denotes the identity mapping on X; see [16, 17]. Since for all and , it follows from (3.10) that . Thus and hence is convex.
On the other hand, since A is maximal monotone, we know that for all ; see [18]. Putting , we have
Noting that , we obtain the desired result by Theorem 3.1. □
4 Results deduced from Theorem 3.5
In this final section, we study two applications of Theorem 3.5. Throughout this section, we suppose the following:
-
X is a uniformly convex real Banach space whose norm is uniformly Gâteaux differentiable;
-
is a sequence of positive real numbers such that ;
-
is a sequence of such that .
We first study a convex minimization problem. For a function , we denote by argminf or the set of all such that . In the case when for some , we identify argminf with p. The set of all such that is denoted by . We denote by ∂f the subdifferential mapping of f; see [17, 19] for more details.
Corollary 4.1 Let be a proper lower semicontinuous convex function such that and is bounded. Then for each , there exists a unique such that
Moreover, the sequence converges strongly to .
Proof Let be the operator defined by . It is well known that A is maximal monotone [20] and . Since is bounded and , we know that is bounded. By Brøndsted and Rockafellar’s theorem [21], we know that . Thus we have . Further, the equality
holds for all and . Thus we know that for all . Consequently, Theorem 3.5 implies the conclusion. □
We finally study a variational inequality problem. For a nonempty closed convex subset C of X and an operator , we denote by the set of all such that for all . In the case when for some , we identify with p. The operator B is said to be hemicontinuous if the mapping defined by for all is continuous with respect to the weak* topology in for all .
Corollary 4.2 Let C be a nonempty bounded closed convex subset of X such that and a monotone and hemicontinuous operator. Then for each , there exists a unique such that
Moreover, the sequence converges strongly to .
Proof Let be the operator defined by
for all , where denotes the indicator function of C. It is well known that A is maximal monotone [18], , and . Thus we know that is bounded and . Further, the equality
holds for all and . Thus we have for all . Consequently, Theorem 3.5 implies the conclusion. □
References
Martinet B: Régularisation d’inéquations variationnelles par approximations successives. Rev. Fr. Inform. Rech. Opér. 1970, 4: 154–158. (in French)
Rockafellar RT: Monotone operators and the proximal point algorithm. SIAM J. Control Optim. 1976, 14: 877–898. 10.1137/0314056
Aoyama K, Kohsaka F, Takahashi W: Proximal point methods for monotone operators in Banach spaces. Taiwanese J. Math. 2011, 15: 259–281.
Kamimura S: The proximal point algorithm in a Banach space. In Nonlinear Analysis and Convex Analysis. Yokohama Publishers, Yokohama; 2004:143–148.
Kamimura S, Kohsaka F, Takahashi W: Weak and strong convergence theorems for maximal monotone operators in a Banach space. Set-Valued Anal. 2004, 12: 417–429. 10.1007/s11228-004-8196-4
Güler O: On the convergence of the proximal point algorithm for convex minimization. SIAM J. Control Optim. 1991, 29: 403–419. 10.1137/0329022
Kohsaka F, Takahashi W: Strongly convergent net given by a fixed point theorem for firmly nonexpansive type mappings. Appl. Math. Comput. 2008, 202: 760–765. 10.1016/j.amc.2008.03.019
Cioranescu I: Geometry of Banach Spaces, Duality Mappings and Nonlinear Problems. Kluwer Academic, Dordrecht; 1990.
Takahashi W: Nonlinear Functional Analysis. Yokohama Publishers, Yokohama; 2000.
Alber YI: Metric and generalized projection operators in Banach spaces: properties and applications. Lecture Notes in Pure and Appl. Math. 178. In Theory and Applications of Nonlinear Operators of Accretive and Monotone Type. Dekker, New York; 1996:15–50.
Kamimura S, Takahashi W: Strong convergence of a proximal-type algorithm in a Banach space. SIAM J. Optim. 2002, 13: 938–945. 10.1137/S105262340139611X
Kohsaka F, Takahashi W: Existence and approximation of fixed points of firmly nonexpansive-type mappings in Banach spaces. SIAM J. Optim. 2008, 19: 824–835. 10.1137/070688717
Aoyama K, Kohsaka F, Takahashi W: Three generalizations of firmly nonexpansive mappings: their relations and continuity properties. J. Nonlinear Convex Anal. 2009, 10: 131–147.
Kohsaka F, Takahashi W: Fixed point theorems for a class of nonlinear mappings related to maximal monotone operators in Banach spaces. Arch. Math. 2008, 91: 166–177. 10.1007/s00013-008-2545-8
Rockafellar RT: On the virtual convexity of the domain and range of a nonlinear maximal monotone operator. Math. Ann. 1970, 185: 81–90. 10.1007/BF01359698
Barbu V: Nonlinear Semigroups and Differential Equations in Banach Spaces. Editura Academiei Republicii Socialiste România, Bucharest; 1976.
Takahashi W: Convex Analysis and Approximation of Fixed Points. Yokohama Publishers, Yokohama; 2000. (in Japanese)
Rockafellar RT: On the maximality of sums of nonlinear monotone operators. Trans. Am. Math. Soc. 1970, 149: 75–88. 10.1090/S0002-9947-1970-0282272-5
Zălinescu C: Convex Analysis in General Vector Spaces. World Scientific, River Edge; 2002.
Rockafellar RT: On the maximal monotonicity of subdifferential mappings. Pac. J. Math. 1970, 33: 209–216. 10.2140/pjm.1970.33.209
Brøndsted A, Rockafellar RT: On the subdifferentiability of convex functions. Proc. Am. Math. Soc. 1965, 16: 605–611. 10.1090/S0002-9939-1965-0178103-8
Acknowledgements
The author would like to thank the anonymous referees for carefully reading the original version of the manuscript. The author is supported by Grant-in-Aid for Young Scientists No. 25800094 from the Japan Society for the Promotion of Science.
Author information
Authors and Affiliations
Corresponding author
Additional information
Competing interests
The author declares that he has no competing interests.
Rights and permissions
Open Access This article is distributed under the terms of the Creative Commons Attribution 2.0 International License (https://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
About this article
Cite this article
Kohsaka, F. An implicitly defined iterative sequence for monotone operators in Banach spaces. J Inequal Appl 2014, 181 (2014). https://doi.org/10.1186/1029-242X-2014-181
Received:
Accepted:
Published:
DOI: https://doi.org/10.1186/1029-242X-2014-181