Fixed Point Theory and Applications Volume 2011, Article ID 840978,12pages doi:10.1155/2011/840978
Research Article
The Over-Relaxed
A
-Proximal Point
Algorithm for General Nonlinear Mixed Set-Valued
Inclusion Framework
Xian Bing Pan,
1Hong Gang Li,
2and An Jian Xu
31Yitong College, Chongqing University of Posts and Telecommunications, Chongqing 400065, China 2Institute of Applied Mathematics Research, Chongqing University of Posts and Telecommunications,
Chongqing 400065, China
3College of Mathematics and Statistics, Chongqing University of Technology, Chongqing 400054, China
Correspondence should be addressed to Xian Bing Pan,[email protected]
Received 16 November 2010; Accepted 10 January 2011
Academic Editor: T. Benavides
Copyrightq2011 Xian Bing Pan et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The purpose of this paper is1a general nonlinear mixed set-valued inclusion framework for the over-relaxedA-proximal point algorithm based on theA,η-accretive mapping is introduced, and2 it is applied to the approximation solvability of a general class of inclusions problems using the generalized resolvent operator technique due to Lan-Cho-Verma, and the convergence of iterative sequences generated by the algorithm is discussed inq-uniformly smooth Banach spaces. The results presented in the paper improve and extend some known results in the literature.
1. Introduction
In recent years, various set-valued variational inclusion frameworks, which have wide applications to many fields including, for example, mechanics, physics, optimization and control, nonlinear programming, economics, and engineering sciences have been intensively
studied by Ding and Luo1, Verma2, Huang 3, Fang and Huang4, Fang et al. 5,
Lan et al. 6, Zhang et al. 7, respectively. Recently, Verma 8 has intended to develop
a general inclusion framework for the over-relaxedA-proximal point algorithm 9based
on the A-maximal monotonicity. In 2007-2008, Li 10,11 has studied the algorithm for a
new class of generalized nonlinear fuzzy set-valued variational inclusions involvingH, η
-monotone mappings and an existence theorem of solutions for the variational inclusions,
and a new iterative algorithm 12 for a new class of general nonlinear fuzzy mulitvalued
quasivariational inclusions involving G, η-monotone mappings in Hilbert spaces, and
quasivariational inclusions involvingA, η-accretive mappings, the stability 13 and the
convergence of the iterative sequences inq-uniformly smooth Banach spaces by using the
resolvent operator technique due to Lan et al.6.
Inspired and motivated by recent research work in this field, in this paper, a general
nonlinear mixed set-valued inclusion framework for the over-relaxed A-proximal point
algorithm based on the A, η-accretive mapping is introduced, which is applied to the
approximation solvability of a general class of inclusions problems by the generalized resolvent operator technique, and the convergence of iterative sequences generated by
the algorithm is discussed in q-uniformly smooth Banach spaces. For more literature, we
recommend to the reader1–17.
2. Preliminaries
LetX be a real Banach space with dual space X∗, and let ·,·be the dual pair betweenX
and X∗, let 2X denote the family of all the nonempty subsets of X, and let CBX denote
the family of all nonempty closed bounded subsets ofX. The generalized duality mapping
Jq:X → 2X∗is single-valued ifX∗is strictly convex14, orXis uniformly smooth space. In
what follows we always denote the single-valued generalized duality mapping byJqin real
uniformly smooth Banach spaceXunless otherwise stated. We consider the followinggeneral
nonlinear mixed set-valued inclusion problem withA, η-accretive mappings (GNMSVIP).
Findingx∈Xsuch that
0∈FAx Mx, 2.1
whereA, F : X → X,η : X ×X → X be single-valued mappings;M : X → 2X be an
A, η-accretive set-valued mapping. A special case of problem2.1is the following:
ifX X∗ is a Hilbert space,F 0 is the zero operator inX, andηx, y x−y,
then problem2.1becomes the inclusion problem 0 ∈ Mxwith a A-maximal
monotone mappingM, which was studied by Verma8.
Definition 2.1. LetXbe a real Banach space with dual spaceX∗, and let·,·be the dual pair
betweenX andX∗. Let A : X → X and η : X ×X → X be single-valued mappings. A
set-valued mappingM:X → 2Xis said to be
ir−stronglyη-accretive, if there exists a constantr >0 such that
y1−y2, Jq
ηx1, x2
≥rx1−x2q, ∀yi∈Mxi, i1,2; 2.2
iim-relaxedη-accretive, if there exists a constantm >0 such that
y1−y2, Jq
ηx1, x2
≥ −mx1−x2q, ∀x1, x2∈X, yi∈Mxi, i1,2; 2.3
iiic-cocoercive, if there exists a constantcsuch that
y1−y2, Jq
ηx1, x2
≥cy1−y2q, ∀x1, x2∈X, yi∈Mxi, i1,2; 2.4
iv A, η-accretive, ifMism-relaxedη-accretive andRAρMX X for every
Based on the literature6, we can define the resolvent operatorRA,ηρ,Mas follows.
Definition 2.2. Let η : X×X → X be a single-valued mapping, A : X → X be a strictly
η-accretive single-valued mapping and M : X → 2X be an A, η-accretive set-valued
mapping. The resolvent operatorRA,ηρ,M:X → Xis defined by
RA,ηρ,Mx AρM−1x ∀x∈X, 2.5
whereρ >0 is a constant.
Remark 2.3. TheA, η-accretive mappings are more general thanH, η-monotone mappings
and m-accretive mappings in Banach space or Hilbert space, and the resolvent operators
associated with A, η-accretive mappings include as special cases the corresponding
resolvent operators associated with H, η-monotone operators, m-accretive mappings, A
-monotone operators,η-subdifferential operators1–7,11–13.
Lemma 2.4see6. Letη :X×X → Xbeτ-Lipschtiz continuous mapping,A:X → Xbe an
r-stronglyη-accretive mapping, andM:X → 2Xbe anA, η-accretive set-valued mapping. Then
the generalized resolvent operatorRA,ηρ,M:X → Xisτq−1/r−mρ-Lipschitz continuous, that is,
RA,ηρ,Mx−RA,ηρ,My≤ τ q−1
r−mρx−y ∀x, y∈X
, 2.6
whereρ∈0, r/m.
In the study of characteristic inequalities inq-uniformly smooth Banach spaces, Xu
14proved the following result.
Lemma 2.5. LetX be a real uniformly smooth Banach space. ThenX isq-uniformly smooth if and
only if there exists a constantcq >0such that for allx, y∈X,
xyq
≤ xqqy, Jqxcqyq. 2.7
3. The Over-Relaxed
A
-Proximal Point Algorithm
This section deals with an introduction of a generalized version of the over-relaxed proximal point algorithm and its applications to approximation solvability of the inclusion problem of
the form2.1based on theA, η-accretive set-valued mapping.
LetM :X → 2X be a set-valued mapping, the set{x, y :y ∈ Mx}be the graph
ofM, which is denoted byMfor simplicity, This is equivalent to stating that a mapping is
Mxto represent the unique y such thatx, y∈Mrather than the singleton set{y}. This
interpretation will depend greatly on the context. The inverseM−1ofMis{y, x:x, y∈
M}.
Definition 3.1. Let M : X → 2X be a set-valued mapping. The map M−1, the inverse of
M :X → 2X, is said to be generalu, t-Lipschitz continuous at 0 if, and only if there exist
two constantsu, t ≥0 for anyw ∈Bt {w :w ≤t, w∈X}, a solutionx∗ of the inclusion
0∈Mxx∗∈M−10exist and thex∗such that
x−x∗ ≤uw ∀x∈M−1w, 3.1
holds.
Lemma 3.2. Let X be a q-uniformly smooth Banach space, η : X ×X → X be aτ-Lipschtiz
continuous mapping, A : X → X be an r-strongly η-accretive mapping,F : X → X be a ξ -Lipschtiz continuous mapping, and M : X → 2X be an A, η-accretive set-valued mapping. If IkA−ARA,ηρ,MA−ρFA, and for allx1, x2∈X,ρ >0andqγ >1
Ax1−Ax2, Jq
ARA,ηρ,MAx1−ρFAx1
−ARA,ηρ,MAx2−ρFAx2
≥γARA,ηρ,MAx1−ρFAx1
−ARA,ηρ,MAx2−ρFAx2 q
,
3.2
then
qγ−1ARρ,MA,ηAx1−ρFAx1
−ARA,ηρ,MAx2−ρFAx2 q
Ikx1−Ikx2q≤cqAx1−Ax2q.
3.3
Proof. Let X be a q-uniformly smooth Banach space, η : X ×X → X be a τ-Lipschtiz
continuous mapping,A: X → Xbe anr-stronglyη-accretive mapping, andM: X → 2X
be an A, η-accretive set-valued mapping. Let us set Ik A − ARA,ηρ,MA − ρFA and
si Axi−ρFAxixi ∈ X, i 1,2, then by usingDefinition 2.2, Lemmas2.4,2.5, and
3.2, we can have
Ikx1−Ikx2q
Ax1−A
RA,ηρ,Ms1
−Ax2−A
≤cqAx1−Ax2q−q Ax1−Ax2, Jq
ARA,ηρ,Ms1
−ARA,ηρ,Ms2
ARA,ηρ,MAx1−ρFAx1
−ARA,ηρ,MAx2−ρFAx2 q
≤cqAx1−Ax2q
−qγARA,ηρ,MAx1−ρFAx1
−ARA,ηρ,MAx2−ρFAx2 q
ARA,ηρ,MAx1−ρFAx1
−ARA,ηρ,MAx2−ρFAx2 q
≤cqAx1−Ax2q
−qγ−1ARA,ηρ,MAx1−ρFAx1
−ARA,ηρ,MAx2−ρFAx2 q
.
3.4
Therefore,3.3holds.
Lemma 3.3. Let X be a q-uniformly smooth Banach space, η : X ×X → X be aτ-Lipschtiz
continuous mapping, A : X → X be an r-strongly η-accretive and nonexpansive mapping,
F : X → X be an ξ-Lipschtiz continuous mapping, and Ik A − ARA,ηρ,MA −ρFA, and
M:X → 2Xbe anA, η-accretive set-valued mapping. Then the following statements are mutually
equivalent.
iAn elementx∗∈Xis a solution of problem2.1.
iiFor ax∗∈X, such that
x∗RA,ηρ,MAx∗−ρFAx∗. 3.5
iiiFor ax∗∈X, holds
Ikx∗ Ax∗−ARA,η ρ,M
Ax∗−ρFAx∗0, 3.6
whereρ >0is a constant.
Proof. This directly follows from definitions ofRA,ηρ,MxandIk.
Lemma 3.4. Let X be a q-uniformly smooth Banach space, η : X ×X → X be aτ-Lipschtiz
continuous mapping,A:X → Xbe anr-stronglyη-accretive and nonexpansive mapping,F:X → Xbe anξ-Lipschtiz continuous andβ-stronglyη-accretive mapping, andIkA−ARA,ηρ,MA−ρFA, andM:X → 2Xbe anA, η-accretive set-valued mapping. If the following conditions holds
wherecq >0is the same as inLemma 2.5, andρ ∈0, r/m. Then the problem2.1has a solution
x∗∈X.
Proof. DefineN:X → Xas follows:
Nx RA,ηρ,MAx−ρFAx, ∀x∈X. 3.8
For elementsx1, x2 ∈X, if letting
siAxi−ρFAxi i1,2, 3.9
then by3.1and3.3, we have
Nx1−Nx2RA,ηρ,Ms1−RA,ηρ,Ms2
≤ τq−1
r−mρAx1−Ax2−ρFAx1−FAx2.
3.10
By usingr-stronglyη-accretive ofA,β-stronglyη-accretive ofF, andLemma 2.5, we obtain
Ax1−Ax2−ρFAx1−FAx2q
≤ Ax1−Ax2qcqρqFAx1−FAx2q
−qρFAx1−FAx2, JqAx1−Ax2
≤1cqρqξq−qρβAx
1−Ax2q.
3.11
Combining3.10-3.11, by using nonexpansivity ofA, we have
Nx1−Nx2 ≤θ∗x1−x2, 3.12
where
θ∗ τ q−1
r−mρ
q
1cqρqξq−qρβ 1cqρqξq> qρβ.
3.13
It follows from3.7–3.12thatN has a fixed point inX, that is, there exist a pointx∗ ∈ X
such thatx∗Nx∗, and
x∗Nx∗ RA,ηρ,MAx∗−ρFAx∗. 3.14
Based on Lemma 3.3, we can develop a general over-relaxed A, η-proximal point
algorithm to approximating solution of problem2.1as follows.
Algorithm 3.5. LetXbe aq-uniformly smooth Banach space,η:X×X → Xbe aτ-Lipschtiz
continuous mapping,A:X → X be anr-stronglyη-accretive and nonexpansive mapping,
F : X → X be an β-strongly η-accretive mapping and ξ-Lipschitz continuous, and Ik
A−ARA,ηρ,MA−ρFA, and M : X → 2X be an A, η-accretive set-valued mapping. Let
{an}∞n0an≥1,{bn}∞n0and{ρn}∞n0be three nonnegative sequences such that
∞
n1
bn<∞, alim sup
n→ ∞ an ≥1, ρn↑ρ≤ ∞, 3.15
whereρn,ρ∈0, r/mn0,1,2,·,·,·and each satisfies condition3.7.
Step 1. For an arbitrarily chosen initial pointx0∈X, set
Ax1 1−a0Ax0 a0y0, 3.16
where they0satisfies
y0−A
RA,ηρ0,MAx0−ρ0FAx0≤b0y0−Ax0. 3.17
Step 2. The sequence{xn}is generated by an iterative procedure
Axn1 1−anAxn anyn, 3.18
andynsatisfies
yn−ARA,ηρn,MAxn−ρnFAxn≤bnyn−Axn, 3.19
wheren1,2,·,·,·.
Remark 3.6. For a suitable choice of the mappings A, η, F, M, Ik, and space X, then the
Algorithm 3.5can be degenerated to the hybrid proximal point algorithm 16,17and the
over-relaxedA-proximal point algorithm8.
Theorem 3.7. LetXbe aq-uniformly smooth Banach space. LetA, F:X → Xandη:X×X → X
be single-valued mappings, and letM:X×X → 2X be a set-valued mapping andFAM−1be
the inverse mapping of the mappingFAM:X → 2Xsatisfying the following conditions: iη:X×X → Xisτ-Lipschtiz continuous;
iiA:X → Xbe anr-stronglyη-accretive mapping and nonexpansive;
iiiF:X → Xbe anξ-Lipschtiz continuous andβ-stronglyη-accretive mapping;
vtheFAM−1beu, t-Lipschitz continuous at 0u≥0;
vi{an}∞n0an≥1,{bn}∞n0and{ρn}∞n0be three nonnegative sequences such that
∞
n1
bn<∞, alim sup
n→ ∞ an≥1, ρn↑ρ≤ ∞, 3.20
whereρn,ρ∈0, r/mn0,1,2,·,·,·and each satisfies condition3.7,
viilet the sequence{xn} generated by the general over-relaxedA-proximal point algorithm
3.6be bounded andx∗be a solution of problem2.1, and the condition
Axn−Ax∗, JqARA,η ρ,M
Axn−ρFAxn−ARρ,MA,ηAx∗−ρFAx∗
≥γARA,ηρ,MAxn−ρFAxn−ARA,ηρ,MAx∗−ρFAx∗q,
3.21
0< cqa−1qaq−qa−1aγdq <1, 3.22
hold. Then the sequence {xn} converges linearly to a solution x∗ of problem2.1with convergence rateϑ, where
ϑ q
cqa−1qaqq1−aaγdq,
alim sup
n→ ∞ an, dlim supn→ ∞ dnlim supn→ ∞
q
cquq
qγ−1rquqρq n ,
∞
n1
bn<∞.
3.23
Proof. Let the x∗ be a solution of the Framework 2.1 for the conditions i–iv and
Lemma 3.4. Suppose that the sequence{xn}which generated by the hybrid proximal point
Algorithm 3.5is bounded, fromLemma 3.4, we have
Ax∗ 1−anAx∗ anARA,η ρn,M
Ax∗−ρnFAx∗. 3.24
We infer fromLemma 3.3that any solution to2.1is a fixed point ofRA,ηρn,MA−ρnFA. First,
in the light ofLemma 3.2, we show
RA,ηρn,MAxn−ρnFAxn−x∗≤dnAxn−Ax∗, 3.25
wheredn q
cquq/2γ−1rquqρqn<1 andRA,η ρn,MAx
ForIk A−ARA,ηρ,MA−ρnFA, and under the assumptionsincluding the condition
vii 3.21, thenIkxn → 0n → ∞since theFAM−1isu, t-Lipschitz continuous at 0.
Indeed, it follows thatRA,ηρn,MAxn−ρnFAxn∈FAM−1ρn−1Ikxnfromρ−1n Ikxn∈
FAMRA,η
ρn,MAxn−ρnFAxn. Next, by using the conditionivand3.1, and setting
wρ−1n IkxnandzR A,η
ρn,MAxn−ρnFAxn, we have
RA,ηρn,MAxn−ρnFAxn−x∗≤uρn−1Ikxn, ∀n > n. 3.26
Now applyingLemma 3.3, we get
RA,ηρn,MAxn−ρnFAxn−x∗q
≤RA,ηρn,MAxn−ρnFAxn−RA,ηρn,MAx∗−ρnFAx∗q
≤uqρ−1n Ikxn−ρ−1n Ikx∗ q
≤
u ρn
q
Ikxn−Ikx∗q
≤
u ρn
q
−qγ−1rqRA,ηρn,MAxn−ρnFAxn−RA,ηρn,MAx∗−ρnFAx∗q
cqAxn−Ax∗q.
3.27
Therefore,
RA,ηρn,MAxn−ρnFAxn−x∗≤dnAxn−Ax∗, 3.28
wheredn q
cquq/2γ−1rquqρq
n<1 andR A,η ρn,MAx
∗−ρnFAx∗ x∗.
Next we start the main part of the proof by using the expression
Azn1 1−anAxn anA
RA,ηρ
n,M
Let us setsn Axn−ρnFAxnands∗ Ax∗−ρnFAx∗for simple. We begin with
estimatingforan ≥ 1and later using3.2, the nonexpansivity ofA,3.21and 3.28as
follows:
Azn1−Ax∗q ≤1−anAxn anA
RA,ηρn,Msn
−1−anAx∗ anARA,ηρn,Ms∗q
≤1−anAxn−Ax∗ anARA,ηρn,Msn−ARρA,ηn,Ms∗q
≤cq1−anAxn−Ax∗qanARA,ηρn,Msn−ARA,ηρn,Ms∗q
q1−anan Axn−Ax∗, JqARA,ηρn,Msn−ARA,ηρn,Ms∗
≤cqan−1qAxn−Ax∗qaqnRA,ηρn,Msn−RA,ηρn,Ms∗ q
q1−ananγRA,ηρ
n,Msn−R
A,η ρn,Ms
∗q
≤cqan−1qAxn−Ax∗q
aqn−q1−ananγRA,ηρn,M
Axn−ρnFAxn−x∗q
≤cqan−1qaqnq1−ananγ
dqn
Axn−Ax∗q .
3.30
Thus, we have
Azn1−Ax∗q ≤θnAxn−Ax∗q, 3.31
where
θn q
cqan−1qaqnq1−ananγ
dqn<1, 3.32
andaqnq1−ananγ >0,an≥1,
∞
n1bn<∞, anddn q
cquq/2γ−1rquqρqn<1.
SinceAxn1 1−anAxn anyn, we haveAxn1−Axn anyn−Axn. It
follows that
Axn1−Azn1
≤1−anAxn anyn−1−anAxn anRA,ηρn,MAxn−ρnFAxn
≤anyn−RρA,ηn,MAxn−ρnFAxn
≤anbnyn−Axn.
Next, we can obtain
Axn1−Ax∗ ≤ Azn1−Ax∗Axn1−Azn1
≤ Azn1−Ax∗anbnyn−Axn
≤ Azn1−Ax∗bnAxn1−Axn
≤ Azn1−Ax∗bnAxn1−Ax∗bnAx∗−Axn. 3.34
This implies from3.38and3.39that
Axn1−Ax∗ ≤ θn1−bn
bn Axn−Ax
∗. 3.35
SinceAis anr-stronglyη-accretive mappingand hence,Ax−Ay ≥ rx−y, this
implies from3.35that the sequence{xn}converges strongly tox∗for
θn q
cqan−1qaqnq1−ananγ
dqn<1, 3.36
wherean≥1,∞n1bn <∞, anddn q
cquq/2γ−1rquqρqn<1.
Hence, we have
ϑlim sup
n→ ∞
θnbn
1−bn lim supn→ ∞ θn
q
cqa−1qaqq1−aaγdq.
3.37
By3.22, it follows that 0< ϑ <1 from the conditionvi, and the sequence{xn}generated
by the hybrid proximal pointAlgorithm 3.5converges linearly to a solutionx∗ of problem
2.1with convergence rateϑ. This completes the proof.
Corollary 3.8. LetXbe a Hilbert spaceq 2, cq 1,A : X → X be anr-strongly monotone
and nonexpansive mappingα 1,F 0is a zero operator,M :X → 2X be anA-maximal
set-valued monotone.IkA−ARA,ηρ,MA−ρnFA, and the condition3.21hold, theM−1beu-Lipschitz continuous at 0u≥0. Let{an}∞n0,{bn}∞n0and{ρn}∞n0be the same as inAlgorithm 3.5. If
0<1−a21−γd2−a1−2γ−1d2<1, 3.38
then the bounded sequence{xn}generated by the general over-relaxedA-proximal point algorithm converges linearly to a solutionx∗of problem2.1with convergence rateϑ, where
ϑ
anddlim supn→ ∞dnlim supn→ ∞
u2/2γ−1r2u2ρ2n u2/2γ−1r2u2ρ2,a
lim supn→ ∞an,∞n1bn<∞.
This is Theorem 3.2 in 8, and if, in addition, γ 1, A I then we can have the
Proposition 2 in9.
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