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Multi-step iterative algorithms with regularization for triple hierarchical variational inequalities with constraints of mixed equilibria, variational inclusions, and convex minimization
Journal of Inequalities and Applications volume 2014, Article number: 414 (2014)
Abstract
In this paper, we introduce and analyze a relaxed iterative algorithm by virtue of Korpelevich’s extragradient method, the viscosity approximation method, the hybrid steepest-descent method, the regularization method, and the averaged mapping approach to the gradient-projection algorithm. It is proven that under appropriate assumptions, the proposed algorithm converges strongly to a common element of the fixed point set of infinitely many nonexpansive mappings, the solution set of finitely many generalized mixed equilibrium problems (GMEPs), the solution set of finitely many variational inclusions and the set of minimizers of convex minimization problem (CMP), which is just a unique solution of a triple hierarchical variational inequality (THVI) in a real Hilbert space. In addition, we also consider the application of the proposed algorithm to solving a hierarchical fixed point problem with constraints of finitely many GMEPs, finitely many variational inclusions, and CMP. The results obtained in this paper improve and extend the corresponding results announced by many others.
MSC:49J30, 47H09, 47J20, 49M05.
1 Introduction
Let C be a nonempty closed convex subset of a real Hilbert space H and be the metric projection of H onto C. Let be a nonlinear mapping on C. We denote by the set of fixed points of S and by R the set of all real numbers. A mapping is called L-Lipschitz continuous if there exists a constant such that
In particular, if then S is called a nonexpansive mapping; if then S is called a contraction.
Let be a nonlinear mapping on C. We consider the following variational inequality problem (VIP): find a point such that
The solution set of VIP (1.1) is denoted by .
The VIP (1.1) was first discussed by Lions [1]. There are many applications of VIP (1.1) in various fields; see, e.g., [2–5]. It is well known that, if A is a strongly monotone and Lipschitz continuous mapping on C, then VIP (1.1) has a unique solution. In 1976, Korpelevich [6] proposed an iterative algorithm for solving the VIP (1.1) in Euclidean space :
with a given number, which is known as the extragradient method. The literature on the VIP is vast and Korpelevich’s extragradient method has received great attention from many authors, who improved it in various ways; see, e.g., [7–20] and references therein, to name but a few.
Let be a real-valued function, be a nonlinear mapping and be a bifunction. In 2008, Peng and Yao [8] introduced the generalized mixed equilibrium problem (GMEP) of finding such that
We denote the set of solutions of GMEP (1.2) by . The GMEP (1.2) is very general in the sense that it includes, as special cases, optimization problems, variational inequalities, minimax problems, Nash equilibrium problems in noncooperative games and others. The GMEP is further considered and studied; see, e.g., [10, 16, 18, 19, 21–23]. In particular, if , then GMEP (1.2) reduces to the generalized equilibrium problem (GEP) which is to find such that
It was introduced and studied by Takahashi and Takahashi [24]. The set of solutions of GEP is denoted by .
If , then GMEP (1.2) reduces to the mixed equilibrium problem (MEP) which is to find such that
It was considered and studied in [25]. The set of solutions of MEP is denoted by .
If , , then GMEP (1.2) reduces to the equilibrium problem (EP) which is to find such that
It was considered and studied in [26, 27]. The set of solutions of EP is denoted by . It is worth to mention that the EP is an unified model of several problems, namely, variational inequality problems, optimization problems, saddle point problems, complementarity problems, fixed point problems, Nash equilibrium problems, etc.
It was assumed in [8] that is a bifunction satisfying conditions (A1)-(A4) and is a lower semicontinuous and convex function with restriction (B1) or (B2), where
-
(A1) for all ;
-
(A2) T is monotone, i.e., for any ;
-
(A3) T is upper-hemicontinuous, i.e., for each ,
-
(A4) is convex and lower semicontinuous for each ;
-
(B1) for each and , there exists a bounded subset and such that, for any ,
-
(B2) C is a bounded set.
Given a positive number . Let be the solution set of the auxiliary mixed equilibrium problem, that is, for each ,
On the other hand, let B be a single-valued mapping of C into H and R be a multivalued mapping with . Consider the following variational inclusion: find a point such that
We denote by the solution set of the variational inclusion (1.3). In particular, if , then . If , then problem (1.3) becomes the inclusion problem introduced by Rockafellar [28]. It is well known that problem (1.3) provides a convenient framework for the unified study of optimal solutions in many optimization related areas including mathematical programming, complementarity problems, variational inequalities, optimal control, mathematical economics, equilibria, and game theory, etc. Let a set-valued mapping be maximal monotone. We define the resolvent operator associated with R and λ as follows:
where λ is a positive number.
In 1998, Huang [9] studied problem (1.3) in the case where R is maximal monotone and B is strongly monotone and Lipschitz continuous with . Subsequently, Zeng et al. [29] further studied problem (1.3) in the case which is more general than Huang’s one [9]. Moreover, the authors of [29] obtained the same strong convergence conclusion as in Huang’s result [9]. In addition, the authors also gave the geometric convergence rate estimate for approximate solutions. Also, various types of iterative algorithms for solving variational inclusions have been further studied and developed; for more details, refer to [11, 12, 30, 31] and the references therein.
Let be a convex and continuously Fréchet differentiable functional. Consider the convex minimization problem (CMP) of minimizing f over the constraint set C,
It and its special cases were considered and studied in [13, 14, 32–34]. We denote by Γ the set of minimizers of CMP (1.4). The gradient-projection algorithm (GPA) generates a sequence determined by the gradient ∇f and the metric projection :
or, more generally,
where, in both (1.5) and (1.6), the initial guess is taken from C arbitrarily, the parameters λ or are positive real numbers. The convergence of algorithms (1.5) and (1.6) depends on the behavior of the gradient ∇f. As a matter of fact, it is well known that, if ∇f is α-strongly monotone and L-Lipschitz continuous, then, for , the operator is a contraction; hence, the sequence defined by the GPA (1.5) converges in norm to the unique solution of CMP (1.4). More generally, if is chosen to satisfy the property
then the sequence defined by the GPA (1.6) converges in norm to the unique minimizer of CMP (1.4). If the gradient ∇f is only assumed to be Lipschitz continuous, then can only be weakly convergent if H is infinite-dimensional (a counterexample is given in Section 5 of Xu [33]). Recently, Xu [33] used averaged mappings to study the convergence analysis of the GPA, which is hence an operator-oriented approach.
Very recently, Ceng and Al-Homidan [23] introduced and analyzed the following iterative algorithm by the hybrid steepest-descent viscosity method and derived its strong convergence under appropriate conditions.
Theorem CA (see [[23], Theorem 21])
Let C be a nonempty closed convex subset of a real Hilbert space H. Let be a convex functional with L-Lipschitz continuous gradient ∇f. Let M, N be two integers. Let be a bifunction from to R satisfying (A1)-(A4) and be a proper lower semicontinuous and convex function, where . Let and be -inverse strongly monotone and -inverse strongly monotone, respectively, where , . Let be a κ-Lipschitzian and η-strongly monotone operator with positive constants . Let be an l-Lipschitzian mapping with constant . Let and , where . Assume that and that either (B1) or (B2) holds. For arbitrarily given , let be a sequence generated by
where (here is nonexpansive, for each ). Assume that the following conditions hold:
-
(i)
for each , and ();
-
(ii)
and ;
-
(iii)
and for all ;
-
(iv)
and for all .
Then converges strongly as () to a point , which is a unique solution in Ω to the VIP:
Equivalently, .
In 2009, Yao et al. [35] considered the following hierarchical fixed point problem (HFPP): find hierarchically a fixed point of a nonexpansive mapping T with respect to another nonexpansive mapping S, namely; find such that
The solution set of HFPP (1.7) is denoted by Λ. It is not hard to check that solving HFPP (1.7) is equivalent to the fixed point problem of the composite mapping , i.e., find such that . The authors of [35] introduced and analyzed the following iterative algorithm for solving HFPP (1.7):
Theorem YLM (see [[35], Theorem 3.2])
Let C be a nonempty closed convex subset of a real Hilbert space H. Let S and T be two nonexpansive mappings of C into itself. Let be a fixed contraction with . Let and be two sequences in . For any given , let be the sequence generated by (1.8). Assume that the sequence is bounded and that
-
(i)
;
-
(ii)
, ;
-
(iii)
, and ;
-
(iv)
;
-
(v)
there exists a constant such that for each , where . Then converges strongly to which solves the VIP: , .
Very recently, Iiduka [36, 37] considered a variational inequality with a variational inequality constraint over the set of fixed points of a nonexpansive mapping. Since this problem has a triple structure in contrast with bilevel programming problems or hierarchical constrained optimization problems or hierarchical fixed point problem, it is referred to as a triple hierarchical constrained optimization problem (THCOP). He presented some examples of THCOP and developed iterative algorithms to find the solution of such a problem. The convergence analysis of the proposed algorithms is also studied in [36, 37]. Since the original problem is a variational inequality, in this paper, we call it a triple hierarchical variational inequality (THVI). Subsequently, Ceng et al. [38] introduced and considered the following triple hierarchical variational inequality (THVI):
Problem I Let be two nonexpansive mappings with , be a ρ-contractive mapping with constant and be a κ-Lipschitzian and η-strongly monotone mapping with constants . Let and where . Consider the following THVI: find such that
in which Ξ denotes the solution set of the following hierarchical variational inequality (HVI): find such that
where the solution set Ξ is assumed to be nonempty.
The authors of [38] proposed both implicit and explicit iterative methods and studied the convergence analysis of the sequences generated by the proposed methods. In this paper, we introduce and study the following triple hierarchical variational inequality (THVI) with constraints of mixed equilibria, variational inequalities, and convex minimization problem.
Problem II Let M, N be two integers. Let be a convex functional with L-Lipschitz continuous gradient ∇f. Let be a bifunction from to R satisfying (A1)-(A4) and be a proper lower semicontinuous and convex function, where . Let be a maximal monotone mapping and let and be -inverse strongly monotone and -inverse strongly monotone, respectively, where , . Let be a nonexpansive mapping and be a sequence of nonexpansive mappings on H. Let be a κ-Lipschitzian and η-strongly monotone operator with positive constants . Let be an l-Lipschitzian mapping with constant . Let , , and , where . Consider the following triple hierarchical variational inequality (THVI): find such that
where Ξ denotes the solution set of the following hierarchical variational inequality (HVI): find such that
where the solution set Ξ is assumed to be nonempty.
Motivated and inspired by the above facts, we introduce and analyze a relaxed iterative algorithm by virtue of Korpelevich’s extragradient method, the viscosity approximation method, the hybrid steepest-descent method, the regularization method, and the averaged mapping approach to the GPA. It is proven that, under appropriate assumptions, the proposed algorithm converges strongly to a common element of the fixed point set of infinitely many nonexpansive mappings , the solution set of finitely many GMEPs, the solution set of finitely many variational inclusions and the set of minimizers of CMP (1.4), which is just a unique solution of the THVI (1.9). In addition, we also consider the application of the proposed algorithm to solving a hierarchical fixed point problem with constraints of finitely many GMEPs, finitely many variational inclusions and CMP (1.4). That is, under very mild conditions, it is proven that the proposed algorithm converges strongly to a unique solution of the VIP: , ; equivalently, . The results obtained in this paper improve and extend the corresponding results announced by many others.
2 Preliminaries
Throughout this paper, we assume that H is a real Hilbert space whose inner product and norm are denoted by and , respectively. Let C be a nonempty closed convex subset of H. We write to indicate that the sequence converges weakly to x and to indicate that the sequence converges strongly to x. Moreover, we use to denote the weak ω-limit set of the sequence , i.e.,
Recall that a mapping is called
-
(i)
monotone if
-
(ii)
η-strongly monotone if there exists a constant such that
-
(iii)
α-inverse strongly monotone if there exists a constant such that
It is obvious that if A is α-inverse strongly monotone, then A is monotone and -Lipschitz continuous. Moreover, we also have, for all and ,
So, if , then is a nonexpansive mapping from C to H.
The metric (or nearest point) projection from H onto C is the mapping which assigns to each point the unique point satisfying the property
Some important properties of projections are gathered in the following proposition.
Proposition 2.1 For given and :
-
(i)
, ;
-
(ii)
, ;
-
(iii)
, .
Consequently, is nonexpansive and monotone.
Definition 2.1 A mapping is said to be:
-
(a)
nonexpansive if
-
(b)
firmly nonexpansive if is nonexpansive, or equivalently, if T is 1-inverse strongly monotone (1-ism),
alternatively, T is firmly nonexpansive if and only if T can be expressed as
where is nonexpansive; projections are firmly nonexpansive.
It can easily be seen that if T is nonexpansive, then is monotone. It is also easy to see that a projection is 1-ism. Inverse strongly monotone (also referred to as co-coercive) operators have been applied widely in solving practical problems in various fields.
Definition 2.2 A mapping is said to be an averaged mapping if it can be written as the average of the identity I and a nonexpansive mapping, that is,
where and is nonexpansive. More precisely, when the last equality holds, we say that T is α-averaged. Thus firmly nonexpansive mappings (in particular, projections) are -averaged mappings.
Proposition 2.2 (see [39])
Let be a given mapping.
-
(i)
T is nonexpansive if and only if the complement is -ism.
-
(ii)
If T is ν-ism, then for , γT is -ism.
-
(iii)
T is averaged if and only if the complement is ν-ism for some . Indeed, for , T is α-averaged if and only if is -ism.
Proposition 2.3 (see [39, 40])
Let be given operators.
-
(i)
If for some and if S is averaged and V is nonexpansive, then T is averaged.
-
(ii)
T is firmly nonexpansive if and only if the complement is firmly nonexpansive.
-
(iii)
If for some and if S is firmly nonexpansive and V is nonexpansive, then T is averaged.
-
(iv)
The composite of finitely many averaged mappings is averaged. That is, if each of the mappings is averaged, then so is the composite . In particular, if is -averaged and is -averaged, where , then the composite is α-averaged, where .
-
(v)
If the mappings are averaged and have a common fixed point, then
The notation denotes the set of all fixed points of the mapping T, that is, .
Next we list some elementary conclusions for the MEP.
Proposition 2.4 (see [25])
Assume that satisfies (A1)-(A4) and let be a proper lower semicontinuous and convex function. Assume that either (B1) or (B2) holds. For and , define a mapping as follows:
for all . Then the following hold:
-
(i)
for each , is nonempty and single-valued;
-
(ii)
is firmly nonexpansive, that is, for any ,
-
(iii)
;
-
(iv)
is closed and convex;
-
(v)
for all and .
We need some facts and tools in a real Hilbert space H, which are listed as lemmas below.
Lemma 2.1 Let X be a real inner product space. Then we have the following inequality:
Lemma 2.2 Let be a monotone mapping. In the context of the variational inequality problem the characterization of the projection (see Proposition 2.1(i)) implies
Lemma 2.3 (see [[41], Demiclosedness principle])
Let C be a nonempty closed convex subset of a real Hilbert space H. Let T be a nonexpansive self-mapping on C with . Then is demiclosed. That is, whenever is a sequence in C weakly converging to some and the sequence strongly converges to some y, it follows that . Here I is the identity operator of H.
Let be an infinite family of nonexpansive self-mappings on C and be a sequence of nonnegative numbers in . For any , define a mapping on C as follows:
Such a mapping is called the W-mapping generated by and .
Lemma 2.4 (see [[42], Lemma 3.2])
Let C be a nonempty closed convex subset of a real Hilbert space H. Let be a sequence of nonexpansive self-mappings on C such that and let be a sequence in for some . Then, for every and the limit exists where is defined as in (2.2).
Remark 2.1 (see [[43], Remark 3.1])
It can be found from Lemma 2.4 that if D is a nonempty bounded subset of C, then for there exists such that, for all ,
Remark 2.2 (see [[43], Remark 3.2])
Utilizing Lemma 2.4, we define a mapping as follows:
Such a W is called the W-mapping generated by and . Since is nonexpansive, is also nonexpansive. If is a bounded sequence in C, then we put . Hence, it is clear from Remark 2.1 that, for an arbitrary , there exists such that, for all ,
This implies that
Lemma 2.5 (see [[42], Lemma 3.3])
Let C be a nonempty closed convex subset of a real Hilbert space H. Let be a sequence of nonexpansive self-mappings on C such that , and let be a sequence in for some . Then .
The following lemma can easily be proven, and therefore we omit the proof.
Lemma 2.6 Let be an l-Lipschitzian mapping with constant , and be a κ-Lipschitzian and η-strongly monotone operator with positive constants . Then for ,
That is, is strongly monotone with constant .
Let C be a nonempty closed convex subset of a real Hilbert space H. We introduce some notations. Let λ be a number in and let . Associated with a nonexpansive mapping , we define the mapping by
where is an operator such that, for some positive constants , F is κ-Lipschitzian and η-strongly monotone on H; that is, F satisfies the conditions:
for all .
Lemma 2.7 (see [[44], Lemma 3.1])
is a contraction provided ; that is,
where .
Lemma 2.8 (see [45])
Let be a sequence of nonnegative real numbers satisfying the property
where and are such that
-
(i)
;
-
(ii)
either or ;
-
(iii)
where , .
Then .
Lemma 2.9 (see [41])
Let H be a real Hilbert space. Then the following hold:
-
(a)
for all ;
-
(b)
for all and with ;
-
(c)
if is a sequence in H such that , it follows that
Finally, recall that a set-valued mapping is called monotone if for all , and imply
A set-valued mapping T is called maximal monotone if T is monotone and for each , where I is the identity mapping of H. We denote by the graph of T. It is well known that a monotone mapping T is maximal if and only if, for , for every implies . Next we provide an example to illustrate the concept of maximal monotone mapping.
Let be a monotone, k-Lipschitz continuous mapping and let be the normal cone to C at , i.e.,
Define
Then is maximal monotone (see [28]) such that
Let be a maximal monotone mapping. Let be two positive numbers.
Lemma 2.10 (see [46])
We have the resolvent identity
Remark 2.3 For , we have the following relation:
Indeed, whenever , utilizing Lemma 2.10 we deduce that
Similarly, whenever , we get
Combining the above two cases we conclude that (2.4) holds.
In terms of Huang [9] (see also [29]), we have the following property for the resolvent operator .
Lemma 2.11 is single-valued and firmly nonexpansive, i.e.,
Consequently, is nonexpansive and monotone.
Lemma 2.12 (see [12])
Let R be a maximal monotone mapping with . Then for any given , is a solution of problem (1.6) if and only if satisfies
Lemma 2.13 (see [29])
Let R be a maximal monotone mapping with and let be a strongly monotone, continuous, and single-valued mapping. Then for each , the equation has a unique solution for .
Lemma 2.14 (see [12])
Let R be a maximal monotone mapping with and be a monotone, continuous and single-valued mapping. Then for each . In this case, is maximal monotone.
3 Strong convergence theorems for the THVI and HFPP
In this section, we will introduce and analyze a relaxed iterative algorithm for finding a solution of the THVI (1.9) with constraints of several problems: finitely many GMEPs, finitely many variational inclusions, and CMP (1.4) in a real Hilbert space. This algorithm is based on Korpelevich’s extragradient method, the viscosity approximation method, the hybrid steepest-descent method, the regularization method, and the averaged mapping approach to the GPA. We prove the strong convergence of the proposed algorithm to a unique solution of THVI (1.9) under suitable conditions. In addition, we also consider the application of the proposed algorithm to solving a hierarchical fixed point problem with the same constraints.
Let be a convex functional with L-Lipschitz continuous gradient ∇f. It is worth emphasizing that the regularization, in particular, the traditional Tikhonov regularization, is usually used to solve ill-posed optimization problems. Consider the regularized minimization problem
where is the regularization parameter.
The advantage of a regularization method is its possible strong convergence to the minimum-norm solution of the optimization problem under investigation. The disadvantage is, however, its implicity, and hence explicit iterative methods seem more attractive, with which Xu was also concerned in [33, 47]. Very recently, some approximation methods are proposed in [13, 14, 32, 48] to solve the vector optimization problem and split feasibility problem by virtue of the regularization method.
We are now in a position to state and prove the first main result in this paper.
Theorem 3.1 Let C be a nonempty closed convex subset of a real Hilbert space H. Let M, N be two integers. Let be a convex functional with L-Lipschitz continuous gradient ∇f. Let be a bifunction from to R satisfying (A1)-(A4) and be a proper lower semicontinuous and convex function, where . Let be a maximal monotone mapping and let and be -inverse strongly monotone and -inverse strongly monotone, respectively, where , . Let be a nonexpansive mapping, be a sequence of nonexpansive mappings on H and be a sequence in for some . Let be a κ-Lipschitzian and η-strongly monotone operator with positive constants . Let be an l-Lipschitzian mapping with constant . Let , , and , where . Assume that either (B1) or (B2) holds. Let and be sequences in and be a sequence in with . For arbitrarily given , let be a sequence generated by
where is the W-mapping defined by (2.2). Suppose that the following conditions are satisfied:
-
(H1) and ;
-
(H2) and ;
-
(H3) , and ;
-
(H4) and ;
-
(H5) and for all ;
-
(H6) and for all .
Then we have the following:
-
(i)
;
-
(ii)
;
-
(iii)
provided additionally.
Proof First of all, let us show that is ξ-averaged for each , where
Indeed, note that the Lipschitzian property of ∇f implies that ∇f is -ism [49] (see also [33]), that is,
Observe that
Hence, it follows that is -ism. Thus, is -ism according to Proposition 2.2(ii). By Proposition 2.2(iii) the complement is -averaged. Therefore, noting that is -averaged and utilizing Proposition 2.3(iv), we know that, for each , is ξ-averaged with
This shows that is nonexpansive. Furthermore, for , utilizing the fact that , we may assume that
Consequently, it follows that, for each integer , is -averaged with
This immediately implies that is nonexpansive for all . Put
for all and ,
for all , and , where I is the identity mapping on H. Then we have and .
We divide the rest of the proof into several steps.
Step 1. We prove that is bounded.
Indeed, taking into account the assumption in Problem II, we know that . Take arbitrarily. Then from (2.1) and Proposition 2.4(ii) we have
Similarly, we have
Combining (3.2) and (3.3), we have
Utilizing Lemma 2.7, from (3.1), and (3.4) we obtain
and hence
Let us show that, for all ,
Indeed, for , it is clear that (3.5) holds. Assume that (3.5) holds for some . Observe that
By induction, (3.5) holds for all . Taking into account , we know that is bounded and so are the sequences , , .
Step 2. We prove that .
Indeed, for simplicity, put and . Then and for every . We observe that
Similarly, we get
Also, it is easy to see from (3.1) that
and
Hence we obtain
and
Utilizing Lemma 2.7, we deduce from (3.6) and (3.7) that
and
where .
Utilizing (2.1) and (2.4), we obtain
where
for some and for some .
Utilizing Proposition 2.4(ii), (v) we deduce that
where is a constant such that, for each ,
In the meantime, from (2.2), since , , and are all nonexpansive, we have
where is a constant such that for each . So, from (3.8)-(3.12), and it follows that
and hence