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Proximal algorithms for a class of mixed equilibrium problems
Fixed Point Theory and Applications volume 2012, Article number: 166 (2012)
Abstract
We present two proximal algorithms for solving the mixed equilibrium problems. Under some simpler framework, the strong and weak convergence of the sequences defined by two general algorithms is respectively obtained. In particular, we deal with several iterative schemes in a united way and apply our algorithms for solving the classical equilibrium problem, the minimization problem, the classical variational inequality problem and the generalized variational inequality problem. Our results properly include some corresponding results in this field as a special case.
MSC:47H06, 47J05, 47J25, 47H10, 90C33, 90C25, 49M45, 65C25, 49J40, 65J15, 47H09.
1 Introduction
Throughout the paper, H is a real Hilbert space with inner product and induced norm . Let K be a nonempty closed convex subset of H, be a bifunction and be a proper generalized real valued function, where is the set of real numbers. Our interest is in finding a solution to the following problem which is referred to as the mixed equilibrium problem (for short, MEP) for F, φ
We denote the set of solutions for MEP by
Obviously, MEP (1.1) is a classical equilibrium problem (for short, EP) for F when
The set of solutions of EP (1.2) is denoted by .
If , then MEP (1.1) becomes the minimization problem (for short, MP) for a function φ
and is denoted by .
Given a mapping , let for all . Then if and only if for all , i.e., EP (1.2) turns into a classical variational inequality problem (for short, VIP) for T
At the same time, MEP (1.1) also reduces a generalized variational inequality problem (for short, GVIP) for a mapping T and a function φ
and denote
and .
The mixed equilibrium problem (MEP) is very interesting because it covers mathematical programs and optimization problems over equilibrium constraints, hierarchical minimization problems, variational inequality, complementarity problems, monotone inclusion problems, saddle point problems, Nash equilibria in noncooperative games as well as certain fixed point problems. In other words, the mixed equilibrium problem unifies several problems arising from engineering, physics, statistics, computer science, optimization theory, operation research, economics and others. The interest of this problem is that it unites all these particular problems in a convenient way. Moreover, many methods devoted to solving one of these problems can be extended, with suitable modifications, to solving the mixed equilibrium problem (MEP).
In the last 20 years or so, many mathematical works have been devoted to studying the method for finding an approximate solution of with various types of additional conditions. Moudafi [1] extended the proximal method to monotone equilibrium problems and Konnov [2] used the proximal method to solve equilibrium problems with weakly monotone bifunctions. In 2005, Combettes and Hirstoaga [3] introduced an iterative scheme of finding the best approximation to the initial data when is nonempty and they also proved a strong convergence theorem under the condition . Song and Zheng [4] and Song, Kang and Cho [5] considered the convergence of a Halpern-type iteration for . The bundle methods and extragradient methods were extended to equilibrium problems in [6] and [7]. In 2007, Takahashi and Takahashi [8] introduced the viscosity approximation method for finding a common element of the set of solutions of an equilibrium problem and the set of fixed points of a nonexpansive mapping T under the conditions and . Subsequently, the above viscosity approximation method was studied by different mathematicians using varying environmental conditions; see references [9–13] for details. Recently, Moudafi [14] showed weak convergence of proximal methods for a class of bilevel monotone equilibrium problems. For other solution methods regarding the equilibrium problems see [2, 15–22].
In this paper, our main objective is to show the mixed equilibrium problem (1.1) can be solved by two very simple proximal methods under simpler conditions, where a bifunction F and a function φ satisfy the following standard assumptions.
Condition 1.1 The function is a proper lower semicontinuous convex function and the bifunction satisfies the following:
(A1) for all ;
(A2) F is monotone, i.e., for all ;
(A3) for each , ;
(A4) for each , is convex and lower semicontinuous.
To this end, we introduce two proximal algorithms.
Algorithm 1 For any anchor and initialization , if () is the current iterate and , are the current parameters, then is defined iteratively by
We will show strongly converges to some element of if only and satisfy the following simple conditions:
Algorithm 2 For any initialization , if () is the current iterate and , are the current parameters, then is given iteratively by
We will prove weakly converges to some element of whenever and only satisfy the simpler conditions
Some other proximal methods and the related strong and weak convergence results can be derived from our main theorem by particularizing the bifunction F, the function H and the parameters , . Our results treat several iterative schemes in a united way and properly include some results of [3–5, 8, 20, 21, 23, 24] as a special case.
The rest of the paper is organized as follows. In Section 2, we introduce some necessary lemmas and results, and show our algorithms are well defined. In Section 3, we study the strong convergence of a sequence iteratively given by Algorithm 1. In Section 4, we deal with the weak convergence of an iterative scheme defined by Algorithm 2. Some other proximal methods and the related results derived from our main theorems and some concluding remarks can be found in Section 5.
2 Preliminaries and basic results
Let be a sequence in H. We write to indicate that the sequence weakly converges to x; as usual, will symbolize strong convergence. Let be the set of all fixed points for a mapping T. In a real Hilbert space H, we have
for all and . Let K be a nonempty closed convex subset of H. Then for any , there exists a unique nearest point in K, denoted by , such that
Such a is called the metric projection of H onto K. We know that is firmly nonexpansive, i.e., for any ,
Further, for and ,
For a bifunction , we have the following lemmas which were also given in [17].
Lemma 2.1 (Blum-Oettli [[17], Corollary 1])
Let K be a nonempty closed convex subset of H and Ψ be a bifunction of into satisfying (A1)-(A4) in Condition 1.1. Let and . Then there exists such that
Using a similar proof technique of Combettes-Hirstoaga [[3], Lemma 2.12], also see Ceng and Yao [[15], Lemma 3.1], Peng, Liou and Yao [[16], Lemma 2.2] obtained the following lemma which guarantees that our algorithms are well defined.
Lemma 2.2 ([[16], Lemma 2.2])
Let K be a nonempty closed convex subset of H. Suppose that the bifunction and the function satisfy Condition 1.1. For and , define a mapping as follows:
Then the following hold:
-
(1)
the domain of is H.
-
(2)
is single-valued and firmly nonexpansive, i.e., for any ,
or equivalently,
-
(3)
.
-
(4)
is closed and convex.
Lemma 2.3 was showed and used by several authors. For detailed proofs, see Liu [25] and Xu [26, 27]. Furthermore, a variant of Lemma 2.3 has already been used by Reich in [[28], Theorem 1].
Lemma 2.3 Let be a sequence of nonnegative real numbers satisfying the property
where and satisfy the restrictions and . Then converges to zero as .
3 Strong convergence of Algorithm 1
In this section, we deal with an iterative scheme given by Algorithm 1 for finding an element of the set of solutions of the MEP (1.1) in a Hilbert space.
Theorem 3.1 Let K be a nonempty closed convex subset of a real Hilbert space H. Assume that a bifunction F and a function φ satisfy Condition 1.1 and . For any anchor and initialization , let and be two sequences generated iteratively by
If only and satisfy
then converge strongly to some element of .
Proof At first, we show that and are bounded. Taking , it follows from Lemma 2.2 that and
Thus, is bounded, and hence so is .
With the help of the geometric properties of a Hilbert space, from the closed convexity of , for , there exists a unique nearest point , that is, . By equation (2.1) and Lemma 2.2(2), (3), for each fixed n, we also have
which can be rewritten as
where . Following the proof technique in Mainge [[29], Lemma 3.2, Theorem 3.1], the proof may be divided into two cases.
Case 1. If there exists such that the sequence is nonincreasing for , then the limit exists, and hence . So, by the condition (C1) and inequality (3.2), we have
Next, we show
Indeed, we can take a subsequence of such that
Without loss of generality, we may assume that by the boundedness of . Let us show . In fact, the first inequality of (3.1) yields
From the property (A2) of Condition 1.1, we also have
and hence by replacing n by , we obtain
By passing to the limit in this inequality and by taking into account the condition (C3) and the fact that , and that the bifunction and the function are weak lower-semicontinuous, we deduce that
Now, for t with and , let . Since and , we have , and hence . So, by virtue of (A1), (A4) of the bifunction F and convexity of the function φ, we get
Consequently, we deduce
In the light of (A3) of the bifunction F and lower-semicontinuity of the function φ, we have
thus . Since , then by (2.2), we have
Now, we show that (). In fact, from the second equality of (3.1) and for each together with Lemma 2.2(2), it follows
which can be rewritten as
where . From the condition (C1) and (3.4), we obtain
So, an application of Lemma 2.3 onto (3.5) yields .
Case 2. Assume that there exists a subsequence of such that for all . Let
It follows from Mainge [[29], Lemma 3.1] that is a nondecreasing sequence verifying , and for n large enough,
In light of equation (3.2), we have , and so by the condition (C1), we have
Using the similar proof techniques as in Case 1, the only modification being that n () is replaced by (, respectively), we have
and
where , and so
By (3.6), we have
and hence
So, we obtain
Together with (3.9), we have
Now, it follows from (3.6) that . The proof is completed. □
4 Weak convergence of Algorithm 2
In this section, we show a weak convergence theorem which solves the MEP (1.1) in a Hilbert space.
Theorem 4.1 Let K be a nonempty closed convex subset of a real Hilbert space H. Assume that a bifunction F and a function φ satisfy Condition 1.1 and . For any initialization , if () is the current iterate and positive real numbers , are the current parameters, then is given iteratively by
Assume that satisfies (C4) . Then
If, in addition, satisfies (C3) , then and converge weakly to some element x of .
Proof Take . It follows from Lemma 2.2 that and
So, and are bounded. Moreover, the limit exists for each .
It follows from equation (2.1) and Lemma 2.2(2), (3) that for each fixed n,
which can be rewritten as
Therefore, we obtain
and hence
Since satisfies (C4) , then there exists and N sufficiently large such that for all , which implies . Consequently,
and so
Therefore, the limit exists for each since .
By properties of Hilbert spaces, the boundedness of means that the sequence is weak compact in H, and hence there exists a subsequence of such that . Then using the same argument as in the proof of Theorem 3.1 by means of (4.3) and the condition (C3) together with the properties of the bifunction F and the function φ, we must have .
Next, we show that there is a unique weak cluster point x of the sequence , that is, . This fact can be reached from the Opial property of H and the existence of for each . The proof is presented here for completeness. Indeed, let z be another weak cluster point of , write as . Then we also have . Let us show that . For x, z, we have
and
Since both and exist, and , then
and
Adding the above equations, we must have , and so . This implies . By (4.3), it is obvious that also converges weakly to x. The desired results are reached. □
5 Deduced results and some remarks
Let K be a nonempty closed convex subset of a real Hilbert space H. We recall that a mapping is said to be monotone if
A continuous monotone mapping has the following properties which were given in Nilsrakoo and Saejung [23] and Combettes and Hirstoaga [3] independently.
Lemma 5.1 (Combettes and Hirstoaga [[3], Lemma 2.15], Nilsrakoo and Saejung [[23], Lemmas 19, 20])
Let K be a nonempty closed convex subset of a real Hilbert space H. Let T be a continuous monotone mapping of K into H. Define a bifunction as follows:
Then the following hold:
-
(i)
F satisfies (A1)-(A4) in Condition 1.1 and ;
-
(ii)
for , and ,
Using Theorems 3.1 and 4.1 along with Lemma 5.1, we have the following theorems which solve GVIP (1.5) and VIP (1.4) under the simpler framework.
Theorem 5.2 Let K be a nonempty closed convex subset of H and T be a continuous monotone mapping of K such that . For any anchor and initialization ,
-
(1)
let and be sequences generated iteratively by
(5.1)
Assume that and satisfy
Then converges strongly to , which is the nearest point from K to ;
-
(2)
let and be sequences generated iteratively by
(5.2)
where and satisfy (C3) and (C4) . Then converges weakly to some .
Proof Let for all . It follows from Lemma 5.1 that two iteration schemes (5.1) and (5.2) respectively turn into
and
Following Theorems 3.1 and 4.1 (), the desired results are proved. □
Theorem 5.3 Let K be a nonempty closed convex subset of H, φ be a convex and lower semicontinuous function from K to , and T be a continuous monotone mapping of K such that . For any anchor and initialization ,
-
(1)
let and be sequences generated iteratively by
(5.3)
where and satisfy (C1), (C2) and (C3). Then converges strongly to , which is the nearest point from K to ;
-
(2)
let and be sequences generated iteratively by
(5.4)
where and satisfy (C3) and (C4). Then converges weakly to some .
Proof Let for all . It follows from Lemma 5.1, Theorems 3.1 and 4.1, the desired results are obtained. □
For the classical equilibrium problem (1.2), the following is obvious ( in Theorems 3.1 and 4.1).
Theorem 5.4 Let K be a nonempty closed convex subset of H and F be a bifunction from to such that (A1)-(A4) of Condition 1.1 and . For any anchor and initialization ,
-
(1)
let and be sequences generated iteratively by
(5.5)
where and satisfy (C1), (C2) and (C3). Then converges strongly to , which is the nearest point from K to ;
-
(2)
let and be sequences generated iteratively by
(5.6)
where and satisfy (C3) and (C4). Then converges weakly to some .
When in Theorems 3.1 and 4.1, we also have better approximated algorithm about solving the minimization problem (1.3) of a function φ.
Theorem 5.5 Let K be a nonempty closed convex subset of H and φ be a convex and lower-continuous function from K to such that . For any anchor and initialization ,
-
(1)
let and be sequences generated iteratively by
(5.7)
where and satisfy (C1), (C2) and (C3). Then converges strongly to , which is the nearest point from K to ;
-
(2)
let and be sequences generated iteratively by
(5.8)
where and satisfy (C3) and (C4). Then converges weakly to some .
We also observe the condition (C4) that includes the case that as a special case. Therefore, our iteration scheme contains several proximal point algorithms that compute the solution of some regularized problem.
Theorem 5.6 Let K be a nonempty closed convex subset of a real Hilbert space H. Assume that a bifunction F and a function φ satisfy Condition 1.1 and . Let T be a continuous monotone mapping of K such that . For any initialization , if () is the current iterate and a positive real number is the current parameter, then is defined by computing the solution of the regularized problem
or
Then
If, in addition, satisfies (C3) , then
-
(i)
, given by (5.9) converge weakly to some element x of ;
-
(ii)
, given by (5.10) converge weakly to some element x of .
Proof It follows from Lemma 2.2 or Lemma 5.1 together with (5.9) or (5.10) that . Then by Theorem 4.1, the desired results are obtained. □
Remark 5.7 (1) By particularizing the bifunction F, the function φ and the parameters , , some other methods and related results can be derived from our main theorems. For example, taking in (5.9) and in (5.5), we obtain several main results in Combettes and Hirstoaga [3], and in the case where (C3), and in (5.6), we have the main result in Nilsrakoo and Saejung [23], and when taking in (5.6), a result is proved by Tada and Takahashi [21], and if in (5.2), then we obtain Algorithm 2 and Theorem 5 in Solodov and Svaiter [24]; also see [4, 5, 8, 20] and others for varying versions.
-
(2)
All strong convergence theorems of this paper remain true if one replaces the anchor point u by a contraction f (that is, so-called viscosity approximation methods with a contraction f) since Song [30] has showed their equivalency. So our main results could recover or develop some viscosity approximation results such as ones in references [8, 10, 11, 13] as well as others not referenced here.
-
(3)
The framework of holding our conclusions is more general and our results treat several iterative schemes and corresponding results in a united way. Consequently, our main results could be considered as recovering, developing and improving some known related convergence results in this field.
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Acknowledgements
The authors would like to thank the editor and the anonymous referee for useful comments and valuable suggestions on the language and structure of our manuscript. This work is supported by the National Natural Science Foundation of P.R. China (11071279, 11171094, 11271112).
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Song, Y., Zhang, Q. Proximal algorithms for a class of mixed equilibrium problems. Fixed Point Theory Appl 2012, 166 (2012). https://doi.org/10.1186/1687-1812-2012-166
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DOI: https://doi.org/10.1186/1687-1812-2012-166