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The subgradient double projection method for variational inequalities in a Hilbert space
Fixed Point Theory and Applications volume 2013, Article number: 136 (2013)
Abstract
We present a modification of the double projection algorithm proposed by Solodov and Svaiter for solving variational inequalities (VI) in a Hilbert space. The main modification is to use the subgradient of a convex function to obtain a hyperplane, and the second projection onto the intersection of the feasible set and a halfspace is replaced by projection onto the intersection of two halfspaces. In addition, we propose a modified version of our algorithm that is to find a solution of VI which is also a fixed point of a given nonexpansive mapping. We establish weak convergence theorems for our algorithms.
MSC:90C25, 90C30.
1 Introduction
Let H be a real Hilbert space, be a nonempty, closed and convex set, and let be a mapping. The inner product and norm are denoted by and , respectively. We write to indicate that the sequence converges weakly to x and to indicate that the sequence converges strongly to x. For each point , there exists a unique nearest point in C, which is called the projection of x onto C and denoted by . That is
It is well known that the projection operator is nonexpansive (i.e., Lipschitz continuous with a Lipschitz constant 1), and hence is also a bounded mapping.
We consider the following variational inequality problem denoted by : find a vector such that
The variational inequality problem was first introduced by Hartman and Stampacchia [1] in 1966. In recent years, many iterative projection-type algorithms have been proposed and analyzed for solving the variational inequality problem; see [2] and the references therein. To implement these algorithms, one has to compute the projection onto the feasible set C, or onto some related set.
In 1999, Solodov and Svaiter [3] proposed an algorithm for solving the in an Euclidean space, known as the double projection algorithm due to the fact that one needs to implement two projections in each iteration. One is onto the feasible set C, and the other is onto the intersection of the feasible set C and the halfspace. More precisely, they presented the following algorithm.
Algorithm 1.1 Choose an initial point , parameters , and set .
Step 1. Having , compute
Stop if ; otherwise, go to Step 2.
Step 2. Compute , where with being the smallest nonnegative integer m such that
Step 3. Compute
where
Let and return to Step 1.
Although [4] shows that Algorithm 1.1 can get a longer stepsize, and hence is a better algorithm than the extragradient method proposed by Korpelevich [5] in theory, there is still the need to calculate two projections onto the feasible set C and onto a related set at each iteration. If the set C is simple enough (e.g., C is a halfspace or a ball) so that projections onto it and the related set are easily executed, then Algorithm 1.1 is particularly useful. But if C is a general closed and convex set, one has to solve the two problems and at each iteration to get the next iterate . This might seriously affect the efficiency of Algorithm 1.1.
Recently, Censor et al. [6, 7] presented a subgradient extragradient projection method for solving . Inspired by the above works, in this paper we present a modification of Algorithm 1.1 in a Hilbert space. Our algorithm replaces an iterate k by , where is a halfspace constructed by the subgradient and contains the feasible set C, and is the intersection of two halfspaces. Observe that the projection onto the intersection of two halfspaces is easily computable. In addition, we propose a modified version of our algorithm that is to find a solution of VI which is also a fixed point of a given nonexpansive mapping. We establish weak convergence theorems for our algorithms.
2 Preliminaries
In this section, we recall some useful definitions and results which will be used in this paper.
We have the following properties on the projection operator, see [8].
Lemma 2.1 Let be a closed and convex set. Then for any and ,
The next property is known as the Opial condition [9]. Any Hilbert space has this property.
Condition 2.1 (Opial)
For any sequence in H that converges weakly to x (),
Lemma 2.2 Let H be a real Hilbert space and D be a nonempty, closed and convex subset of H. Let the sequence be Fejér-monotone with respect to D, i.e., for every ,
Then converges strongly to some .
Proof See [[10], Lemma 3.2]. □
Lemma 2.3 Let H be a real Hilbert space, be a real sequence satisfying for all , and let and be two sequences in H such that for some ,
and
Then
Proof See [[11], Lemma 3.1]. □
The next fact is known as the demiclosedness principle [12].
Lemma 2.4 Let H be a real Hilbert space, D be a closed and convex subset of H and be a nonexpansive mapping. Then (I is the identity operator on H) is demiclosed at , i.e., for any sequence in D such that and , we have .
Lemma 2.5 Let H be a real Hilbert space, h be a real-valued function on H and K be the set . If K is nonempty and h is Lipschitz continuous with modulus , then
where denotes the distance from x to K.
Proof It is clear that (2.1) holds for all . Hence, it suffices to show that (2.1) holds for all . Let but . Since K is closed, there exists such that . So, for an arbitrary positive number ε, there exists such that
Since h is Lipschitz continuous with modulus θ on H, we have
It follows from that . Thus we have
Let , we obtain the desired result. □
Remark 2.1 The idea of Lemma 2.5 is from Lemma 2.3 of [13]. In Lemma 2.5, if we take , where C is a closed subset of H and , then (2.1) still holds. In fact, for each , since C and are closed, we have and exist, and
that is, .
In this paper, we assume that the convex set C satisfies the following assumptions:
(1) The set C is given by
where is a convex (not necessarily differentiable) function and C is nonempty.
Note that the differentiability of is not assumed, therefore the set C is quite general. For example, any system of inequalities , , where is convex and J is an arbitrary index set, is the same as the single inequality with . In fact, every closed convex set can be represented in this way, e.g., take , where dist is the distance function; see [[7], Section 1.3(c)].
(2) For any , at least one subgradient can be calculated, where is the subdifferential of at x and is defined as follows:
Denote
where .
Proposition 2.1 For every nonnegative integer k, let and be defined as in (2.3). Then for any , we have
Proof See [14]. □
Remark 2.2 (1) From the definition of subdifferential, we have for all k. In fact, for any and , we have
i.e., and hence .
(2) From Proposition 2.1, we can observe that can be explicitly represented without resorting to projection operator, thus its computation is easy. Recently, is often regarded as the projection region in the algorithm of the split feasibility problem, see [15–18].
3 The subgradient double projection algorithm
To this end, the following assumptions are needed.
Assumption
-
(A1)
The solution set of problem (1.1), denoted by , is nonempty.
-
(A2)
For all , let and be a closed line segment joining x and y, f satisfies
-
(A3)
The mapping f is continuous and bounded on a bounded set of H.
Remark 3.1 (1) If f is Lipschitz continuous, then f is bounded on a bounded set of H, but the continuity and boundedness cannot ensure the Lipschitz continuity. For example, let and , . It is easy to see that f is continuous and bounded on a bounded set of H, but we can see that f is not Lipschitz continuous. So, our assumption (A3) is weaker than Lipschitz continuous. Recently, the literature [6] proposed two subgradient extragradient algorithms for in a Hilbert space and established weak convergence theorems for them under the assumptions of Lipschitz continuity and monotonicity of f.
-
(2)
Here, we give a concrete example satisfying condition (A2). Let be defined by , and .
In this paper, we establish weak convergence theorem of subgradient double projection methods for in a Hilbert space under assumptions (A1)-(A3).
Algorithm 3.1 Select , , , , , . Set .
Step 1. For , define
If , stop; else go to Step 2.
Step 2. Compute , where with being the smallest nonnegative integer m satisfying
Step 3. Compute , where
is a halfspace defined by the function
and .
Let and return to Step 1.
Remark 3.2 (1) Since and are halfspaces, and by Proposition 2.1, the projection onto can be directly calculated, so our Algorithm 3.1 can be more easily implemented than Algorithm 1.1.
(2) If for some positive integer k, then is a solution of problem (1.1). In fact, suppose . Since , it follows from Lemma 2.1(2) that
this means that is a solution of problem (1.1).
4 Convergence of the subgradient double projection algorithm
Now, we turn to consider the convergence of Algorithm 3.1. Certainly, if an algorithm terminates within finite steps, e.g., step k, then is a solution of problem (1.1). So, in the following analysis, we assume that our algorithm always generates an infinite sequence.
Lemma 4.1 Let and the function be defined by (3.2). Then
In particular, if , then .
Proof
If , then because . In the following, we prove that . Since
by (2) of Lemma 2.1, we have
By assumption (A2),
Adding inequalities (4.2) and (4.3), we obtain
We have
where the first inequality follows from (A2) and (4.4) and the last one follows from (3.1).
It follows that
The proof is completed. □
Lemma 4.2 Suppose assumptions (A1)-(A3) hold and the sequences and are generalized by Algorithm 3.1, then there exists a positive number M such that
where .
Proof From Lemma 4.1 and Remark 2.2(1), we get , and hence . Since , it follows from Lemma 2.1(1) that
It follows that the sequence is nonincreasing, and hence is a convergent sequence. Thus, is bounded and
Since f and the projection operator are continuous and bounded, we obtain that the sequence and hence the sequences and are bounded, and for some ,
Clearly, each function is Lipschitz continuous on H with modulus M. Applying Lemma 4.1 and Remark 2.1, we obtain that
which, together with (4.8), yields that
 □
Theorem 4.1 Suppose assumptions (A1)-(A3) hold, then any sequence generalized by Algorithm 3.1 weakly converges to some solution .
Proof By Lemma 4.2, the sequence is bounded and
If , then we have . Therefore there exists a weak accumulation point of , and two subsequences and of and , respectively, such that
and
Since , it follows from Lemma 2.1(2) that
Letting , taking into account (4.10), (4.11) and the continuity of f, we obtain
i.e., is a solution of problem (1.1). In order to show that the entire sequence weakly converges to , assume that there exists another subsequence of that weakly converges to some and . It follows from Lemma 4.2 that the sequences and are decreasing. By the Opial condition, we have
which is a contradiction. Thus . This implies that the sequence converges weakly to .
Suppose now that . By the choice of , (3.1) implies that
Since and are bounded and f is continuous, we obtain by letting that . Applying the similar proof to the previous case, we get the desired result. □
Remark 4.1 If the mapping f is pseudomonotone on C, i.e.,
then is a closed and convex set. In fact, if f is pseudomonotone on C, then for any , we have
Hence, it suffices to show that the solution set can be characterized as the intersection of a family of halfspaces. That is,
since
From the pseudomonotonicity of f, we obtain
So, we need only to prove
We suppose that the conclusion (4.12) does not hold, then there exist and in C such that
and
In (4.13), taking , , we obtain
Letting , it follows from the continuity of f that
which contradicts (4.14). We obtain the desired conclusion. Therefore the solution set is closed and convex.
In Theorem 4.1, if is a closed set, then we can furthermore obtain
In fact, we take
By Lemma 2.1(2) and noting , we have
By Lemma 2.2, converges strongly to some . Therefore
and hence .
5 The modified subgradient double projection algorithm
In this section, we present a modified subgradient double projection algorithm which finds a solution of the which is also a fixed point of a given nonexpansive mapping. Let be a nonexpansive mapping and denote by its fixed point set, i.e.,
Let for some .
Algorithm 5.1 Select , , , , , . Set .
Step 1. For , define
If , stop; else go to Step 2.
Step 2. Compute , where with being the smallest nonnegative integer m satisfying
Step 3. Compute
where
being a halfspace defined by the function
and . Let and return to Step 1.
6 Convergence of the modified subgradient double projection algorithm
In this section, we establish a weak convergence theorem for Algorithm 5.1. We assume that the following condition holds:
We also recall that in a Hilbert space H,
for all and .
Theorem 6.1 Suppose that assumptions (A1)-(A3) hold, then any sequence generalized by Algorithm 5.1 weakly converges to some solution .
Proof Denote for all k. Let . By the definition of , we obtain
where the third equality follows from (6.1), the second inequality follows from the nonexpansion of S and the third inequality follows from Lemma 2.1(1). In (6.4), using the proof similar to those of Lemma 4.2 and Theorem 4.1, we obtain that there exists subsequences and of and , respectively, such that
By (6.3), we obtain that is a convergent sequence, i.e., there exists some such that
and
and and are bounded. Hence we may assume, without loss of generality, that weakly converges to some . We now show that
By the triangle inequality,
so by (6.5) and (6.7), we obtain
Since , it follows from Lemma 2.1(2) that
Passing to the limit in the above inequality, taking into account (6.7), (6.9), and the continuity of f, we obtain
i.e., . It is now left to show that . Since S is nonexpansive, we obtain
By (6.6),
Furthermore,
So, applying Lemma 2.3, we obtain
since
It follows from (6.7) and (6.13) that
Since S is nonexpansive on H, weakly converges to and
we obtain by Lemma 2.4 that , which means that . Now, again by using similar arguments to those used in the proof of Theorem 4.1, we obtain that the entire sequence weakly converges to . Therefore the sequence weakly converges to . □
7 Conclusion
In this paper, a new double projection algorithm for the variational inequality problem has been presented. The main advantage of the proposed method is that the second projection at each iteration is onto the intersection set of two halfspaces, which is implemented very easily. When the feasible set C of VI is a quite general set, our algorithm is more effective than the double projection method proposed by Solodov and Svaiter. It is natural to ask whether it is possible to replace the first projection onto the halfspace or the intersection set of halfspaces. This would be an interesting topic in further research.
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Acknowledgements
This work was supported by the Educational Science Foundation of Chongqing, Chongqing of China (grant KJ111309).
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Zheng, L. The subgradient double projection method for variational inequalities in a Hilbert space. Fixed Point Theory Appl 2013, 136 (2013). https://doi.org/10.1186/1687-1812-2013-136
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DOI: https://doi.org/10.1186/1687-1812-2013-136