Some Iterative Methods for Solving Nonconvex Bifunction Equilibrium Variational Inequalities
Abstract
We introduce and consider a new class of equilibrium problems and variational inequalities involving bifunction, which is called the nonconvex bifunction equilibrium variational inequality. We suggest and analyze some iterative methods for solving the nonconvex bifunction equilibrium variational inequalities using the auxiliary principle technique. We prove that the convergence of implicit method requires only monotonicity. Some special cases are also considered. Our proof of convergence is very simple. Results proved in this paper may stimulate further research in this dynamic field.
1. Introduction
These problems have been studied in the convexity setting. This means that the underlying set is a convex set. Naturally a question arises as to whether or not these problems are well defined on the nonconvex sets. The answer to this question is positive. It is possible to consider these problems on the prox-regular sets. The prox-regular sets are nonconvex sets, see [11, 12, 24, 29]. Several authors have studied properties of these nonconvex sets related to a good behaviour of their boundary. See Sebbah and Thibault [30] and Noor [23] for the applications and projection characterization of the prox-regular sets. In recent years, Noor [7, 20–24] and Bounkhel et al. [11] have considered variational inequality in the context of uniformly prox-regular sets. In this paper, we introduce and consider the bifunction equilibrium variational inequalities on the prox-regular sets, which is called the nonconvex bifunction equilibrium variational inequality. This class is quite general and unifying one. One can easily show that the several classes of equilibrium problems and variational inequalities are special cases of this new class. There are a substantial number of numerical methods including projection technique and its variant forms, Wiener-Hopf equations, auxiliary principle and resolvent equations methods for solving variational inequalities. However, it is known that projection, Wiener-Hopf equations, and proximal and resolvent equations techniques cannot be extended and generalized to suggest and analyze similar iterative methods for solving bifunction variational inequalities due to the nature of the problem. This fact has motivated the use of the auxiliary principle technique, which is mainly due to mainly due to Glowinski et al. [13]. This technique deals with finding the auxiliary problem and proving that the solution of the auxiliary problem is a solution of the original problem by using the fixed point problem. This technique is very useful and can be used to find the equivalent differentiable optimization problem. Glowinski et al. [13] used this technique to study the existence of a solution of the mixed variational inequality. Noor [18, 19] has used this technique to develop some iterative schemes for solving various classes of variational inequalities. We point out that this technique does not involve the projection of the operator and is flexible. It is well known that a substantial number of numerical methods can be obtained as special cases from this technique. In this paper, we show that the auxiliary principle technique can be used to suggest and analyze a class of iterative methods for solving the nonconvex bifunction equilibrium variational inequalities. We also prove that the convergence of the implicit method requires only the monotonicity, which is a weaker condition than monotonicity. Since the nonconvex bifunction equilibrium variational inequalities included (nonconvex) bifunction variational inequalities and (nonconvex) equilibrium problems as special cases, results obtained in this paper continue to hold for these and related problems. Our method of proof is very simple as compared with other techniques.
2. Preliminaries
Let H be a real Hilbert space whose inner product and norm are denoted by 〈·, ·〉 and ∥·∥, respectively. Let K be a nonempty and convex set in H. We, first of all, recall the following well-known concepts from nonlinear convex analysis and nonsmooth analysis [12, 29]. Poliquin et al. [29] and Clarke et al. [12] have introduced and studied a new class of nonconvex sets, which are called uniformly prox-regular sets.
Definition 2.1. The proximal normal cone of K at u ∈ H is given by
Lemma 2.2. Let K be a nonempty, closed, and convex subset in H. Then , if and only if there exists a constant α > 0 such that
Definition 2.3. For a given r ∈ (0, ∞], a subset Kr is said to be normalized uniformly r-prox-regular if and only if every nonzero proximal normal cone to Kr can be realized by an r-ball, that is, for all u ∈ Kr and , one has
For the sake of simplicity, we take γ = 1/r. Then it is clear that, for r = ∞, we have γ = 0.
For a suitable and appropriate choice of the bifunctions and the spaces, one can obtain several new classes of equilibrium and variational inequalities, see [1–30] and the references therein. This shows that the problem (2.6) is quite general and includes several new and known classes of variational inequalities and equilibrium problems as special cases.
3. Main Results
In this section, we use the auxiliary principle technique of Glowinski et al. [13] as developed by Noor et al. [10, 26, 27] to suggest and analyze some iterative methods for solving the nonconvex equilibrium bifunction variational inequality (2.6). We would like to mention that this technique does not involve the concept of the projection and the resolvent, which is the main advantage of this technique.
Algorithm 3.1. For a given u0 ∈ Kr, compute the approximate solution un+1 by the iterative scheme
If γ = 0, then the uniformly prox-regular set Kr reduces to the convex set K. Consequently, Algorithm 3.1 collapses to the following.
Algorithm 3.2. For a given u0 ∈ Kr, compute the approximate solution un+1 by the iterative scheme
We note that, if α = 0, then Algorithm 3.1 reduces to the following.
Algorithm 3.3. For a given u0 ∈ Kr, compute the approximate solution un+1 by the iterative scheme
Algorithm 3.4. For a given u0 ∈ K, compute the approximate solution un+1 by the iterative scheme
For suitable rearrangement and appropriate choice of the operators and spaces, one can obtain a numer of proximal point algorithms for solving various classes of bifunction variational inequalities, equilibrium problems, and optimization problems. This shows that Algorithm 3.1 is quite general and unifying one.
For the convergence analysis of Algorithm 3.3, we recall the following concepts and results.
Definition 3.5. A bifunction B(·, ·) : H × H → H is said to be monotone, if and only if
Definition 3.6. A bifunction F(·, ·) : H × H → H is said to be monotone, if and only if
Remark 3.7. We would like to point out that the bifunctions F(·, ·) and B(·, ·−·) are different, that is F(·, ·) ≠ F(·, ·−·). Due to this reason, one cannot define G : = F + B. This is the reason that problem (2.6) is not equal to nonconvex bifunction equilibrium variational inequality problem.
We now consider the convergence criteria of Algorithm 3.3. The analysis is in the spirit of Noor [9, 18, 19]. In a similar way, one can consider the convergence analysis of other algorithms.
Theorem 3.8. Let the bifunction F(·, ·), B(·, ·) : Kr × Kr → H be monotone. If un+1 is the approximate solution obtained from Algorithm 3.3 and u ∈ Kr is a solution of (2.6), then
Proof. Let u ∈ Kr be a solution of (2.6). Then
Taking v = un+1 in (3.9), we have
Theorem 3.9. Let H be a finite dimension subspace, and let un+1 be the approximate solution obtained from Algorithm 3.3. If u ∈ Kr is a solution of (2.6) and ρ < 1/4γ, then lim n→∞un = u.
Proof. Let u ∈ Kr be a solution of (2.6). Then it follows from (3.5) that the sequence {un} is bounded and
We note that, for r = ∞, the r-prox-regular set K becomes a convex set and the nonconvex bifunction equilibrium variational inequality (2.6) collapses to the bifunction equilibrium variational inequality (2.7). Thus our results include the previous known results as special cases.
It is well known that, to implement the proximal point methods, one has to calculate the approximate solution implicitly, which is itself a difficult problem. To overcome this drawback, we suggest another iterative method, the convergence of which requires only partially relaxed strongly monotonicity, which is a weaker condition that of cocoercivity.
Algorithm 3.10. For a given u0 ∈ Kr, compute the approximate solution un+1 by the iterative scheme
Algorithm 3.11. For a given u0 ∈ K, calculate the approximate solution un+1 by the iterative scheme
4. Conclusion
For appropriate and suitable choice of the operators and the spaces, one can suggest and analyze several iterative methods for solving the nonconvex bifunction equilibrium variational inequalities. This shows that the algorithms suggested in this paper are more general and unifying ones. Using essentially the technique of Theorems 3.8 and 3.9, one can study the convergence analysis of Algorithm 3.10. It is an interesting problem to compare these iterative methods with other numerical methods for solving the nonconvex bifunction equilibrium variational inequalities. The ideas and technique of this paper may stimulate further research in these interesting fields.
Acknowledgment
The authors would like to express their gratitude to Dr. S. M. Junaid Zaidi, Rector, CIIT, for providing excellent research facilities.