Volume 2012, Issue 1 472935
Research Article
Open Access

Implicit Iterative Method for Hierarchical Variational Inequalities

L.-C. Ceng

L.-C. Ceng

Scientific Computing Key Laboratory of Shanghai Universities, Department of Mathematics, Shanghai Normal University, Shanghai 200234, China shnu.edu.cn

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Q. H. Ansari

Q. H. Ansari

Department of Mathematics, Aligarh Muslim University, Aligarh 202 002, India amu.ac.in

Department of Mathematics and Statistics, King Fahd University of Petroleum and Minerals, Dhahran 31261, Saudi Arabia amu.ac.in

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N.-C. Wong

Corresponding Author

N.-C. Wong

Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung 80424, Taiwan nsysu.edu.tw

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J.-C. Yao

J.-C. Yao

Center for General Education, Kaohsiung Medical University, Kaohsiung 80708, Taiwan kmu.edu.tw

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First published: 09 April 2012
Citations: 3
Academic Editor: Yonghong Yao

Abstract

We introduce a new implicit iterative scheme with perturbation for finding the approximate solutions of a hierarchical variational inequality, that is, a variational inequality over the common fixed point set of a finite family of nonexpansive mappings. We establish some convergence theorems for the sequence generated by the proposed implicit iterative scheme. In particular, necessary and sufficient conditions for the strong convergence of the sequence are obtained.

1. Introduction

Let H be a real Hilbert space with inner product 〈·, ·〉 and norm ∥·∥ and C a nonempty closed convex subset of H. For a given nonlinear operator A : CH, the classical variational inequality problem (VIP) [1] is to find x*C such that
()
The set of solutions of VIP is denoted by VI (C, A). If the set C is replaced by the set Fix (T) of fixed points of a mapping T; then the VIP is called a hierarchical variational inequality problem (HVIP). The signal recovery [2], the power control problem [3], and the beamforming problem [4] can be written in the form of a hierarchical variational inequality problem. In the recent past, several authors paid their attention toward this kind of problem and developed different kinds of solution methods with applications; see [2, 511] and the references therein.
Let F : HH be η-strongly monotone (i.e., if there exists a constant η > 0 such that 〈FxFy, xy〉 ≥ ηxy2, for all x, yH) and κ-Lipschitz continuous (i.e., if there exists a constant κ > 0 such that ∥FxFy∥ ≤ κxy∥, for all x, yH). Assume that C is the intersection of the sets of fixed points of N nonexpansive mappings Ti : HH. For an arbitrary initial guess x0H, Yamada [10] proposed the following hybrid steepest-descent method:
()
Here, Tk : = Tk mod  N, for every integer k > N, with the mod function taking values in the set {1,2, …, N}; that is, if k = jN + q for some integers j ≥ 0 and 0 ≤ q < N, then Tk = TN if q = 0 and Tk = Tq if 1 < q < N. Moreover, μ ∈ (0,2η/κ2) and the sequence {λn} ⊂ (0,1) of parameters satisfies the following conditions:
  • (i)

    lim nλn = 0;

  • (ii)

    ;

  • (iii)

    is convergent.

Under these conditions, Yamada [10] proved the strong convergence of the sequence {xn} to the unique element of VI (C, F).

Xu and Kim [12] replaced the condition (iii) by the following condition:
  • (iii)′

    lim n(λn/λn+N) = 1, or equivalently, lim n((λnλn+N)/λn+N) = 0

and proved the strong convergence of the sequence {xn} to the unique element of VI (C, F).

On the other hand, let K be a nonempty convex subset of H, and let be a finite family of nonexpansive self-maps on K. Xu and Ori [13] introduced the following implicit iteration process: for x0K and , the sequence is generated by the following process:
()
where we use the convention Tn : = Tnmod N. They also studied the weak convergence of the sequence generated by the above scheme to a common fixed point of the mappings under certain conditions. Subsequently, Zeng and Yao [14] introduced another implicit iterative scheme with perturbation for finding the approximate common fixed points of a finite family of nonexpansive self-maps on H.

Motivated and inspired by the above works, in this paper, we propose a new implicit iterative scheme with perturbation for finding the approximate solutions of the hierarchical variational inequalities, that is, variational inequality problem over the common fixed point set of a finite family of nonexpansive self-maps on H. We establish some convergence theorems for the sequence generated by the proposed implicit iterative scheme with perturbation. In particular, necessary and sufficient conditions for strong convergence of the sequence generated by the proposed implicit iterative scheme with perturbation are obtained.

2. Preliminaries

Throughout the paper, we write xnx to indicate that the sequence {xn} converges weakly to x in a Banach space E. Meanwhile, xnx implies that {xn} converges strongly to x. For a given sequence {xn} ⊂ E, ωw(xn) denotes the weak ω-limit set of {xn}, that is,
()
A Banach space E is said to satisfy Opial’s property if
()
whenever a sequence xnx in E. It is well known that every Hilbert space H satisfies Opial’s property; see for example [15].

A mapping A : HH is said to be hemicontinuous if for any x, yH, the mapping g : [0,1] → H, defined by g(t)∶ = A(tx + (1 − t)y)  (for  all  t ∈ [0,1]), is continuous in the weak topology of the Hilbert space H. The metric projection onto a nonempty, closed and convex set CH, denoted by PC, is defined by, for all xH,   PCxC and ∥xPCx∥ = inf yCxy∥.

Proposition 2.1. Let CH be a nonempty closed and convex set and A : HH monotone and hemicontinuous. Then,

  • (a)

    [1] VI (C, A) = {x*C : 〈Ay, yx*〉 ≥ 0,   for  all  yC},

  • (b)

    [1] VI (C, A) ≠ when C is bounded,

  • (c)

    [16, Lemma  2.24] VI (C, A) = Fix (PC(IλA)) for all λ > 0, where I stands for the identity mapping on H,

  • (d)

    [16, Theorem  2.31] VI (C, A) consists of one point if A is strongly monotone and Lipschitz continuous.

On the other hand, it is well known that the metric projection PC onto a given nonempty closed and convex set CH is nonexpansive with Fix (PC) = C [17, Theorem  3.1.4 (i)]. The fixed point set of a nonexpansive mapping has the following properties.

Proposition 2.2. Let CH be a nonempty closed and convex subset and T : CC a nonexpansive map.

  • (a)

    [18, Proposition  5.3] Fix (T) is closed and convex.

  • (b)

    [18, Theorem  5.1] Fix (T) ≠ when C is bounded.

The following proposition provides an example of a nonexpansive mapping in which the set of fixed points is equal to the solution set of a monotone variational inequality.

Proposition 2.3 (see [6], Proposition  2.3.)Let CH be a nonempty closed and convex set and A : HH an α-inverse-strongly monotone operator. Then, for any given λ ∈ (0,2α], the mapping Sλ : HH, defined by

()
is nonexpansive and Fix (Sλ) = VI (C, A).

The following lemmas will be used in the proof of the main results of this paper.

Lemma 2.4 (see [18], Demiclosedness Principle.)Assume that T is a nonexpansive self-mapping on a closed convex subset K of a Hilbert space H. If T has a fixed point, then IT is demiclosed, that is, whenever {xn} is a sequence in K weakly converging to some xK and the sequence {(IT)xn} strongly converges to some y, it follows that (IT)x = y, where I is the identity operator of H.

Lemma 2.5 (see [19], page 80.)Let , , and be sequences of nonnegative real numbers satisfying the inequality

()
If and , then lim nan exists. If in addition has a subsequence, which converges to zero, then lim nan = 0.

Let T : HH be a nonexpansive mapping and F : HH  κ-Lipschitz continuous and η-strongly monotone for some constants κ > 0, η > 0. For any given numbers λ ∈ [0,1) and μ ∈ (0,2η/κ2), we define the mapping Tλ : HH by
()

Lemma 2.6 (see [12].)If 0 ≤ λ < 1 and 0 < μ < 2η/κ2, then

()
where .

3. An Iterative Scheme and Convergence Results

Let be a finite family of nonexpansive self-maps on H. Let A : HH be an α-inverse-strongly monotone mapping (i.e., if there exists a constant α > 0 such that 〈AxAy, xy〉 ≥ αAxAy2, for all x, yH). Let F : HH be κ-Lipschitz continuous and η-strongly monotone for some constants κ > 0, η > 0. Let , , , and take a fixed number μ ∈ (0,2η/κ2). We introduce the following implicit iterative scheme with perturbation F. For an arbitrary initial point x0H, the sequence is generated by the following process:
()
Here, we use the convention Tn∶ = Tn mod  N. If A ≡ 0, then the implicit iterative scheme (3.1) reduces to the implicit iterative scheme studied in [14].
Let A : HH be an α-inverse-strongly monotone mapping and s ∈ (0,2α]. By Lemma 2.6, for every uH and t ∈ (0,1), the mapping St : HH defined by
()
satisfies
()
where 0 ≤ λ < 1, 0 < μ < 2η/κ2, and . By Banach’s contraction principle, there exists a unique xtH such that
()
This shows that the implicit iterative scheme (3.1) with perturbation F is well defined and can be employed for finding the approximate solutions of the variational inequality problem over the common fixed point set of a finite family of nonexpansive self-maps on H.

We now state and prove the main results of this paper.

Theorem 3.1. Let H be a real Hilbert space, A an α-inverse-strongly monotone mapping, and F : HH a κ-Lipschitz continuous and η-strongly monotone mapping for some constants κ, η > 0. Let be N nonexpansive self-maps on H with a nonempty common fixed point set . Suppose . Denote by Tn : = Tn  mod   N for n > N. Let μ ∈ (0,2η/κ2), x0H, , , and be such that , βnλn and aαnb, for  all  n ≥ 1, for some a, b ∈ (0,1). Then, the sequence , defined by

()
converges weakly to an element of .

If, in addition, , then {xn} converges weakly to an element of .

Proof. Notice first that the following identity:

()
holds for all x, yH and all t ∈ [0,1]. Let be an arbitrary element of . Observe that
()
Since A is α-inverse strongly monotone and , we have
()
By Lemma 2.6, we have
()
It follows
()
This together with (3.7) yields
()
and so,
()
Since converges, by Lemma 2.5, exists. As a consequence, the sequence {xn} is bounded. Moreover, we have
()
Therefore,
()
Obviously, it is easy to see that lim nxnxn+i∥ = 0 for each i = 1,2, …, N. Now observe that
()
Also note that the boundedness of {xn} implies that and are both bounded. Thus, we have
()
This implies
()
Consequently,
()
and hence, for each i = 1,2, …, N,
()
This shows that lim nxnTn+ixn∥ = 0 for each i = 1,2, …, N. Therefore,
()

On the other hand, since {xn} is bounded, it has a subsequence , which converges weakly to some , and so, we have . From Lemma 2.4, it follows that ITl is demiclosed at zero. Thus, . Since l is an arbitrary element in the finite set {1,2, …, N}, we get .

Now, let x* be an arbitrary element of ωw(xn). Then, there exists another subsequence of {xn}, which converges weakly to x*H. Clearly, by repeating the same argument, we get . We claim that . Indeed, if , then by the Opial’s property of H, we conclude that

()
This leads to a contradiction, and so, we get . Therefore, ωw(xn) is a singleton set. Hence, {xn} converges weakly to a common fixed point of the mappings , denoted still by x*.

Assume that . Let be arbitrary but fixed. Then, it follows from the nonexpansiveness of each Ti and the monotonicity of A that

()
which implies that
()
where . Note that λn → 0,   βnλn,   for  all  n ≥ 1, and . Thus, for any ɛ > 0, there exists an integer m0 ≥ 1 such that for all nm0. Consequently, 0 ≤ ɛ + 2〈Ay, yxn〉 for all nm0. Since xnx*, we have ɛ + 2〈Ay, yx*〉 ≥ 0 as n. Therefore, from the arbitrariness of ɛ > 0, we deduce that 〈Ay, yx*〉 ≥ 0 for all . Proposition 2.1 (a) ensures that
()
that is, .

Corollary 3.2 (see [14], Theorem  2.1.)Let H be a real Hilbert space and F : HHκ-Lipschitz continuous and η-strongly monotone for some constants κ > 0, η > 0. Let be N nonexpansive self-maps on H such that . Let μ ∈ (0,2η/κ2), x0H, , and be such that and aαnb,   for  all  n ≥ 1, for some a, b ∈ (0,1). Then, the sequence , defined by

()
converges weakly to a common fixed point of the mappings .

Proof. In Theorem 3.1, putting A ≡ 0, we can see readily that for any given positive number α ∈ (0, ), A : HH is an α-inverse-strongly monotone mapping. In this case, we have

()
Hence, for any given sequence with βnλn(∀n ≥ 1), the implicit iterative scheme (3.5) reduces to (3.25). Therefore, by Theorem 3.1, we obtain the desired result.

Lemma 3.3. In the setting of Theorem 3.1, we have

  • (a)

    exists for each ,

  • (b)

    lim nd(xn, C) exists, where d(xn, C) = inf pCxnp∥,

  • (c)

    liminf nxnTnxn∥ = 0,

where .

Proof. Conclusion (a) follows from (3.12), and conclusion (c) follows from (3.18). We prove conclusion (b). Indeed, for each ,

()
This together with (3.12) implies that
()
and hence,
()
where
()
Since and both {Axn−1} and {F(xn−1)} are bounded, it is known that . On account of Lemma 2.5, we deduce that lim nd(xn, C) exists, that is, conclusion (b) holds.

Finally, we give necessary and sufficient conditions for the strong convergence of the sequence generated by the implicit iterative scheme (3.5) with perturbation F.

Theorem 3.4. In the setting of Theorem 3.1, the sequence {xn} converges strongly to an element of if and only if lim  inf nd(xn, C) = 0 where .

Proof. From (3.28), we derive for each n ≥ 1

()
where . Put . Then .

Suppose that the sequence {xn} converges strongly to a common fixed point p of the family . Then, lim nxnp∥ = 0. Since

()
we have lim  inf nd(xn, C) = 0.

Conversely, suppose that lim  inf nd(xn, C) = 0. Then, by Lemma 3.3 (b), we deduce that lim nd(xn, C) = 0. Thus, for arbitrary ɛ > 0, there exists a positive integer N0 such that

()
Furthermore, the condition implies that there exists a positive integer N1 such that
()
Choose N* = max {N0, N1}. Observe that (3.31) yields
()
Note that and . Thus, for all n, mN* and all , we have from (3.35) that
()
Taking the infimum over all , we obtain
()
and hence, ∥xnxm∥ ≤ ɛ. This shows that is a Cauchy sequence in H. Let xnpH as n. Then, we derive from (3.20) that for each l = 1,2, …, N,
()
Therefore, p ∈ Fix (Tl) for each l = 1,2, …, N, and hence, .

On the other hand, choose a positive sequence such that ɛn → 0 as n. For each n ≥ 1, from the definition of d(xn, C), it follows that there exists a point pnC such that

()
Since d(xn, C) → 0 and ɛn → 0 as n, it is clear that ∥xnpn∥ → 0 as n. Note that
()
Hence, we get
()
Furthermore, for each βn ∈ (0,2α], the mapping is defined as follows:
()
From Proposition 2.3, we deduce that is nonexpansive and
()
From Proposition 2.2 (a), we conclude that is closed and convex. Thus, from the condition , it is known that C is a nonempty closed and convex set. Since {pn} lies in C and converges strongly to p, we must have pC.

Remark 3.5. Setting A = 0 in Lemma 3.3 and Theorem 3.4 above, we shall derive Lemma  2.1 and Theorem  2.2 in [14] as direct consequences, respectively.

Acknowledgment

This paper is partially supported by the Taiwan NSC Grants 99-2115-M-110-007-MY3 and 99-2221-E-037-007-MY3.

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