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Conversion of algorithms by releasing projection for minimization problems
Fixed Point Theory and Applications volume 2013, Article number: 114 (2013)
Abstract
The projection methods for solving the minimization problems have been extensively considered in many practical problems, for example, the least-square problem. However, the computational difficulty of the projection might seriously affect the efficiency of the method. The purpose of this paper is to construct two algorithms by releasing projection for solving the minimization problem with the feasibility sets such as the set of fixed points of nonexpansive mappings and the solution set of the equilibrium problem.
MSC:47J05, 47J25, 47H09, 65J15.
1 Introduction
In the present paper, our main purpose is to solve the following minimization problem of finding such that
where is the set of fixed points of nonexpansive mapping S and EPA is the solution set of the following equilibrium problem:
where C is a nonempty closed convex subset of a real Hilbert space H, is a bifunction and is an α-inverse-strongly monotone mapping. The reasons why we focus on the above minimization problem (1.1) are mainly in two respects.
Reason 1 This problem is motivated by the following least-square problem:
where Ω is a nonempty closed convex subset of a real Hilbert space H, B is a bounded linear operator from H to another real Hilbert space , is the adjoint of B and b is a given point in . The least-squares solution to (1.3) is the least-norm minimizer of the minimization problem
For some related works, please see Reich and Xu [1], Sabharwal and Potter [2], Xu [3] and Yao et al. [4].
Reason 2 The problem (1.2) is very general in the sense that it includes optimization problems, variational inequalities, minimax problems and the Nash equilibrium problem in noncooperative games as special cases. At the same time, fixed point algorithms for non-expansive mappings have received vast investigations due to their extensive applications in a variety of applied areas of the inverse problem, partial differential equations, image recovery and signal processing.
Based on the above facts, it is an interesting topic to construct algorithms for solving the above problems. Now we next briefly review some historic approaches which relate to the problems (1.2) and (1.4).
For solving the equilibrium problem, Combettes and Hirstoaga [5] introduced an iterative algorithm of finding the best approximation to the initial data and proved a strong convergence theorem. Moudafi [6] introduced an iterative algorithm and proved a weak convergence theorem. In 2007, Takahashi and Takahashi [7] introduced the following new scheme for finding a common element of the set of solutions of the equilibrium problem and the set of fixed point points of a nonexpansive mapping:
Subsequently, algorithms constructed for solving the equilibrium problems and fixed point problems have been further developed by some authors. For some works related to the equilibrium problem, fixed point problems and the variational inequality problem, please see Blum and Oettli [8], Chang et al. [9], Chantarangsi et al. [10], Cianciaruso et al. [11], Colao et al. [12, 13], Fang et al. [14], Jung [15], Mainge [16], Mainge and Moudafi [17], Moudafi and Théra [18], Nadezhkina and Takahashi [19], Noor et al. [20], Peng et al. [21], Peng and Yao [22], Plubtieng and Punpaeng [23], Takahashi and Takahashi [24], Yao et al. [25], Yao and Liou [26] and the references therein.
We observe that the solution set of (1.3) has a unique element with a minimum norm and finding the least-squares solution of the constrained linear inverse problem is equivalent to finding the minimum-norm fixed point of the nonexpansive mapping . Hence, a natural idea is that we can use projection to construct algorithms for finding the minimum-norm solution. By using this idea, Yao and Liou [26] constructed two algorithms for solving the minimization problem (1.1):
and
Remark 1.1 It is well known that projection methods are used extensively in a variety of methods in optimization theory. Apart from theoretical interest, the main advantage of projection methods, which makes them successful in real-word applications, is computational. The field of projection methods is vast; see, e.g., Bauschke and Borwein [27], Combettes [28], Combettes and Pesquet [29]. However, it is clear that if the set C is simple enough, so that the projection onto it is easily executed, then this method is particularly useful; but if C is a general closed and convex set, then a minimal distance problem has to be solved in order to obtain the next iterative. This might seriously affect the efficiency of the method. Hence, it is a very interesting work of solving (1.1) without involving projection.
Motivated and inspired by the results in the literature, in this paper we suggest two algorithms:
and
It is shown that under some mild conditions, the net and the sequences converge strongly to which is the unique solution of the VI:
In particular, if we take , then the net and the sequences converge in norm to a solution of the minimization problem (1.1). It should be pointed out that our suggested algorithms solve the above minimization problem (1.1) without involving the metric projection.
2 Preliminaries
Let C be a nonempty closed convex subset of a real Hilbert space H. Recall that a mapping is called α-inverse-strongly monotone if there exists a positive real number α such that , . It is clear that any α-inverse-strongly monotone mapping is monotone and -Lipschitz continuous. A mapping is said to be nonexpansive if , . Denote the set of fixed points of S by .
Let be a bifunction. Throughout this paper, we assume that a bifunction satisfies the following conditions:
-
(H1)
for all ;
-
(H2)
F is monotone, i.e., for all ;
-
(H3)
for each , ;
-
(H4)
for each , is convex and lower semicontinuous.
The metric (or nearest point) projection from H onto C is the mapping which assigns to each point the unique point satisfying the property
It is well known that is a nonexpansive mapping and satisfies
We need the following lemmas for proving our main results.
Lemma 2.1 ([5])
Let C be a nonempty closed convex subset of a real Hilbert space H. Let be a bifunction which satisfies conditions (H1)-(H4). Let and . Then there exists such that
Further, if , then the following hold:
-
(i)
is single-valued and is firmly nonexpansive, i.e., for any , ;
-
(ii)
EP is closed and convex and .
Lemma 2.2 ([30])
Let C be a nonempty closed convex subset of a real Hilbert space H. Let the mapping be α-inverse strongly monotone and be a constant. Then we have
In particular, if , then is nonexpansive.
Lemma 2.3 ([31])
Let C be a closed convex subset of a real Hilbert space H, and be a nonexpansive mapping. Then the mapping is demiclosed. That is, if is a sequence in C such that weakly and strongly, then .
Lemma 2.4 ([32])
Assume that is a sequence of nonnegative real numbers such that
where is a sequence in and is a sequence such that
-
(1)
;
-
(2)
or .
Then .
3 Main results
In this section, we convert algorithms (1.5) and (1.6) by releasing projection and construct two algorithms for finding the minimum norm element of .
Let be a nonexpansive mapping and be an α-inverse strongly monotone mapping. Let be a bifunction which satisfies conditions (H1)-(H4). Let r and μ be two constants such that and . In order to find a solution of the minimization problem (1.1), we construct the following implicit algorithm
We will show that the net defined by (3.1) converges to a solution of the minimization problem (1.1). As matter of fact, in this paper, we study the following general algorithm: Taking a ρ-contraction , for each , let be the net defined by
It is clear that if , then (3.2) reduces to (3.1). Next, we show that (3.2) is well defined. From Lemma 2.1, we know that . We define a mapping . From Lemma 2.2, for , the mapping is nonexpansive. Also, note that the mappings S and are nonexpansive, then we have
This indicates that is a contraction. Using the Banach contraction principle, there exists a unique fixed point of in C. Hence, (3.2) is well defined.
In the sequel, we assume:
-
(1)
C is a nonempty closed convex subset of a real Hilbert space H;
-
(2)
is a nonexpansive mapping, is an α-inverse strongly monotone mapping and is a ρ-contraction;
-
(3)
is a bifunction which satisfies conditions (H1)-(H4);
-
(4)
.
In order to prove our first main result, we need the following propositions.
Proposition 3.1 The net generated by the implicit method (3.2) is bounded.
Proof Take . It is clear that for all . Since and are nonexpansive, we have
It follows from (3.2) that
Hence,
that is,
So, is bounded. Hence , , and are also bounded. This completes the proof. □
Proposition 3.2 The net generated by the implicit method (3.2) is relatively norm compact as .
Proof From (3.3) and Lemma 2.2, we have
From (3.4) and (3.5), we have
Thus,
Since , we derive
From Lemma 2.1 and Lemma 2.2, we obtain
It follows that
By the nonexpansivity of , we have
Thus
Hence
Since (by (3.6)), we deduce
So
Next we show that is relatively norm compact as . Let be a sequence such that as . Put and . From (3.8), we get
By (3.7), we deduce
that is,
Hence,
It follows that
In particular,
Since is bounded, without loss of generality, we may assume that converges weakly to a point . Also and . Noticing (3.9) we can use Lemma 2.3 to get .
Now we show . Since for any , we have
From (H2), we have
Put for all and . Then we have . So, from (3.11), we have
Since A is Lipschitz continuous and , we have . Further, from the monotonicity of A, we have . So, from (H4), we have
From (H1), (H4) and (3.12), we also have
and hence
Letting , we have, for each ,
This implies . Therefore we can substitute for z in (3.10) to get
Consequently, the weak convergence of (and ) to actually implies that . This has proved the relative norm-compactness of the net as . This completes the proof. □
Now we show our first main result.
Theorem 3.3 The net generated by the implicit method (3.2) converges in norm, as , to the unique solution of the following variational inequality:
In particular, if we take , then the net converges in norm, as , to a solution of the minimization problem (1.1).
Proof Now we return to (3.10) and take the limit as to get
In particular, solves the following variational inequality
or the equivalent dual variational inequality
Therefore, . That is, is the unique fixed point in Γ of the contraction . Clearly, this is sufficient to conclude that the entire net converges in norm to as .
Finally, if we take , then (3.14) is reduced to
Equivalently,
This clearly implies that
Therefore, is a solution of the minimization problem (1.1). This completes the proof. □
Next, we introduce an explicit algorithm for finding a solution of the minimization problem (1.1).
Algorithm 3.4 For given arbitrarily, let the sequence be generated iteratively by
where is a real number sequence in .
Next, we give our second main result.
Theorem 3.5 Assume that the sequence satisfies the conditions: , and . Then the sequence generated by (3.15) converges strongly to which is the unique solution of the variational inequality (3.13). In particular, if , then the sequence converges strongly to a solution of the minimization problem (1.1).
Proof Pick . From Lemma 2.2, we know that . Set for all n. From (3.15), we get
Hence,
By induction, we have
Therefore, is bounded. Hence, , , are also bounded.
From (3.16), we obtain
Since A is α-inverse strongly monotone, we know from Lemma 2.3 that
It follows that
Note that
From Lemma 2.3, we know that is nonexpansive for all . Thus, we have is nonexpansive for all n due to the fact that . Then we get
From (3.15), (3.18) and (3.19), we obtain
By Lemma 2.4, we get
From (3.15) and (3.17), we have
Then we obtain
Since , and , we have
Next, we show . By using the firm nonexpansivity of , we have
From (3.16) and (3.17), we have
Thus,
That is,
It follows that
Hence,
Since , and , we deduce
This together with implies that
Put , where is the net defined by (3.2). We will finally show that .
Set for all n. Take in (3.17) to get . First, we prove . We take a subsequence of such that
It is clear that is bounded due to the boundedness of . Then there exists a subsequence of which converges weakly to some point . Hence, also converges weakly to w. From (3.22), we have
By the demi-closedness principle of the nonexpansive mapping (see Lemma 2.3) and (3.23), we deduce . Furthermore, by a similar argument as that of Theorem 3.3, we can show that w is also in EPA. Hence, we have . This implies that
From (3.15), we have
It is clear that and
We can therefore apply Lemma 2.4 to conclude that .
Finally, if we take , by a similar argument as that in Theorem 3.3, we deduce immediately that is a minimum norm element in Γ. This completes the proof. □
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Acknowledgements
The first author was supported in part by NSFC 11071279 and NSFC 71161001-G0105. The second author was supported in part by NSC 101-2628-E-230-001-MY3.
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Yao, Y., Liou, YC. & Kang, S.M. Conversion of algorithms by releasing projection for minimization problems. Fixed Point Theory Appl 2013, 114 (2013). https://doi.org/10.1186/1687-1812-2013-114
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DOI: https://doi.org/10.1186/1687-1812-2013-114