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Volume 2009, Article ID 208692,13pages doi:10.1155/2009/208692

Research Article

On a Two-Step Algorithm for Hierarchical Fixed

Point Problems and Variational Inequalities

Filomena Cianciaruso,

1

Giuseppe Marino,

1

Luigi Muglia,

1

and Yonghong Yao

2

1Dipartimento di Matematica, Universit´a della Calabria, 87036 Arcavacata di Rende (CS), Italy

2Department of Mathematics, Tianjin Polytechnic University, Tianjin 300160, China

Correspondence should be addressed to Giuseppe Marino,[email protected]

Received 5 May 2009; Accepted 12 September 2009

Recommended by Ram U. Verma

A common method in solving ill-posed problems is to substitute the original problem by a family of well-posedi.e., with a unique solutionregularized problems. We will use this idea to define and study a two-step algorithm to solve hierarchical fixed point problems under different conditions on involved parameters.

Copyrightq2009 Filomena Cianciaruso 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.

1. Introduction and Preliminar Results

A common method in solving ill-posed problems is to substitute the original problem by a family of well-posed i.e., with a unique solution regularized problems. We will use this idea to define and study a two-step algorithm to solve hierarchical fixed point problems under different conditions on involved parameters. We will see that choosing appropriate hypotheses on the parameters, we will obtain convergence to the solution of well-posed problems. Changing these assumptions, we will obtain convergence to one of the solutions of a ill-posed problem. The results are situaded on the lines of research of Byrne1, Yang and Zhao2, Moudafi3, and Yao and Liou4.

In this paper, we consider variational inequalities of the form

xFixTsuch thatISx, xx0, xFixT 1.1

whereT, S:CCare nonexpansive mappings such that the fixed points set ofTFixTis nonempty andCis a nonempty closed convex subset of a Hilbert spaceH. If we denote with

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Variational inequalities of1.1cover several topics recently investigated in literature as monotone inclusion5and the references therein, convex optimization6, quadratic minimization over fixed point setsee, e.g.,5,7–10and the references therein.

It is well known that the solutions of1.1are the fixed points of the nonexpansive mappingPFixTS.

There are in literature many papers in which iterative methods are defined in order to solve1.1.

Recently, in3Moudafi defined the following explicit iterative algorithm

xn1 1−αnxnαnσnSxn 1−σnTxn, 1.2

whereαnn∈Nandσnn∈Nare two sequences in0,1,and he proved a weak-convergence’s result. In order to obtain a strong-convergence result, Maing´e and Moudafi in11introduced and studied the following iterative algorithm

wn1 αnfwn 1−αnzn, n≥1,

zn βnSwn1−βnTwn,

1.3

whereαnnNandβnnNare two sequences in0,1.

Letf :CCbe a contraction with coefficientρ∈0,1.In this paper, under different conditions on involved parameters, we study the algorithm

xn1 αnfxn 1−αnTyn, n≥1,

yn βnSxn1−βnxn,

1.4

and give some conditions which assure that the method converges to a solution which solves some variational inequality.

We will confront the two methods1.3and1.4later.

We recall some general results of the Hilbert spaces theory and of the monotone operators theory.

Lemma 1.1. For allx, yH, there holds the inequality xy2

x22y, xy. 1.5

IfKis closed convex subset of a real Hilbert spaceH, the metric projectionPK:H

K is the mapping defined as follows: for eachxH,PKxis the only point inK with the

property

xPKx inf

yKxy. 1.6

Lemma 1.2. LetKbe a nonempty closed convex subset of a real Hilbert spaceHand letPKbe the metric projection fromHontoK. GivenxHandzK,z PKxif and only if

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Lemma 1.3see7. Letf :CCbe a contraction with coefficientρ∈0,1andW :CC be a nonexpansive mapping. Then, for allx, yC:

athe mappingIfis strongly monotone with coefficient1−ρ, that is,

xy,IfxIfy≥1−ρxy2, 1.8

bthe mappingIWis monotone, that is,

xy,IWxIWy≥0. 1.9

Finally, we conclude this section with a lemma due to Xu on real sequences which has a fundamental role in the sequel.

Lemma 1.4see9. AssumeannNis a sequence of nonnegative numbers such that

an1≤

1−γnanδn, n≥0, 1.10

whereγnnis a sequence in0,1,andδnnis a sequence inRsuch that,

1∞n 1γn ∞;

2lim supn→ ∞δn/γn≤0orn 1|δn|<.

Thenlimn→ ∞an 0.

2. Convergence of the Two-Step Iterative Algorithm

Let us consider the scheme

xn1 αnfxn 1−αnTyn, n≥1,

yn βnSxn1−βnxn.

2.1

As we will see the convergence of the scheme depends on the choice of the parameters

αnnN⊂0,1andβnnN⊂0,1. We list some possible hypotheses on them:

H1there existsγ >0 such thatβnγαn; H2 limn→ ∞βn/αn τ ∈0,∞;

H3αn → 0 asn → ∞andn∈Nαn ∞; H4nN|αnαn−1|<∞;

H5nN|βnβn1|<∞;

H6limn→ ∞|αnαn−1|/αn 0; H7limn→ ∞|βnβn1|/βn 0;

H8limn→ ∞|βnβn−1||αnαn−1|/αnβn 0;

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Proposition 2.1. Assume that (H1) holds. ThenxnnNandynnNare bounded.

Proof. Letz∈FixT. Then,

xn1−zαnfxnfzαnfzz 1−αnTynz

αnρxnzαnfzz 1−αnβnSxnz 1−αn1−βnxnz

αnρxnzαnfzz 1−αnβnSzz 1−αnxnz

1−1−ραnxnzαnfzzγSzz .

2.2

So, by induction, one can see that

xnz ≤max

x0−z,

1

1−ρfzzγSz−z . 2.3

Of courseynnNis bounded too.

Proposition 2.2. Suppose that (H1), (H3) hold. Also, assume that either (H4) and (H5) hold, or (H6) and (H7) hold. Then

1 xnnNis asymptotically regular, that is,

lim

n→ ∞xn1−xn 0, 2.4

2the weak cluster points setωwxn⊂FixT.

Proof. Observing that

xn1−xn αnfxn 1−αnTynαn−1fxn−1−1−αn−1Tyn−1

αnfxnfxn−1

fxn−1−Tyn−1

αnαn−1 1−αn

TynTyn−1

,

2.5

then, passing to the norm we have

xn1−xnαnfxnfxn−1fxn−1−Tyn−1|αnαn−1| 1−αnTynTyn−1

αnρxnxn−1fxn−1−Tyn1|αnαn−1| 1−αnynyn−1.

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By definition ofynone obtain that

ynyn1 βnSxnSxn1 Sxn1xn1

βnβn−1

1−βnxnxn−1

βnxnxn−1Sxn−1−xn−1βnβn−1

1−βnxnxn1

xnxn−1Sxn−1−xn−1βnβn−1,

2.7

so, substituting2.7in2.6we obtain

xn1−xnαnρxnxn−1|αnαn−1|fxn−1−Tyn−1

1−αnxnxn−1Sxn−1−xn−1βnβn−1 .

2.8

ByProposition 2.1, we callM: max{supnNfxn1−Tyn−1,supnNSxn−1−xn−1}so we

have

xn1−xn ≤1−αn1−ρ xnxn−1M

|αnαn−1|βnβn−1 . 2.9

So, ifH4andH5hold, we obtain the asymptotic regularity byLemma 1.4. If, instead,H6andH7hold, fromH1we can write

xn1−xn ≤1−αn1−ρ xnxn−1Mαn

|αnαn−1|

αn

βnβn1

αn

≤1−αn1−ρ xnxn−1Mαn

|αnαn−1|

αn γ

βnβn1

βn

,

2.10

so, the asymptotic regularity follows byLemma 1.4also. In order to prove2, we can observe that

xnTxnxnxn1xn1−Txn

xnxn1αnfxnTxn 1−αnTynTxnxnxn1αnfxnTxn 1−αnynxn

xnxn1αnfxnTxn 1−αnβnSxnxn.

2.11

ByH1, andH3it follows thatβn → 0, asn → ∞, so thatxnTxn → 0 sincexnnNis asymptotically regular. By demiclosedness principle we obtain the thesis.

Corollary 2.3. Suppose that the hypotheses ofProposition 2.2hold. Then

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Proof. To provei,we can observe that

xnTynxnxn1xn1Tyn xnxn1αnγfxnTyn. 2.12

The asymptotical regularity ofxnn∈Ngives the claim. Moreover, noting that

ynxn βnSxnxn, 2.13

sinceβn → 0 asn → ∞we obtainii. In the endiiifollows easily byiandii.

Theorem 2.4. Suppose (H2) withτ 0and (H3). Moreover Suppose that either (H4) and (H5) hold, or (H6) and (H7) hold. If one denote byzCthe unique element inFixTsuch thatz PFixTfz,

then

1

lim sup

n→ ∞ fzz, xnz ≤0, 2.14

2xnzasn → ∞.

Proof. First of all, PFixTf is a contraction, so there exists a unique z ∈ FixT such that

PFixTfz z. Moreover, fromLemma 1.2,zis characterized by the fact that

fzz, yz≤0,y∈FixT. 2.15

SinceH2impliesH1, thusxnnNis bounded. LetxnkkNbe a subsequence ofxnnN such that

lim sup

n→ ∞

fzz, xnz lim

k→ ∞

fzz, xnkz, 2.16

and xnk x. Thanks to eitherH4and H5orH6 andH7, byProposition 2.2it follows thatx∈FixT. Then

lim

k→ ∞

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Now we observe that, byLemma 1.1

xn1−z2 αnfxnfz αnfzz 1−αnTynz2

αnfxnfz 1−αnTynz22αnfzz, xn1−z

αnρxnz2 1−αnynz22αnfzz, xn1−z

αnρxnz22αnfzz, xn1−z

1−αnβnSxnSz βnSzz 1−βnxnz2

αnρxnz22αnfzz, xn1−z

1−αnxnz221−αnβnSzz, ynz

1−1−ραnxnz221−αnβnSzz, ynz2αnfzz, xn1−z

.

2.18

Sinceτ 0,then

lim

n→ ∞

βn

αn

Szz, ynz 0. 2.19

Thus, byLemma 1.4,xnzasn → ∞.

Theorem 2.5. Suppose that (H2) with0< τ <, (H3), (H8), (H9) hold. Thenxnx, asn → ∞,

wherexFixTis the unique solution of the variational inequality

1

τ

Ifx ISx, xy

≤0,y∈FixT. 2.20

Proof. First of all, we show that2.20cannot have more than one solution. Indeed, letxand

xbe two solutions. Then, sincexis solution, fory xone has

Ifx, xxτISx, xx. 2.21

Analogously

Ifx, xxτISx,xx. 2.22

Adding2.21and2.22, we obtain

1−ρxx2≤IfxIfx,xx≤ −τISxISx,xx ≤0 2.23

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Similarly, byProposition 2.2, the weak cluster points set ofxn,ωwxn, is a subset of FixT.

Now we have

xn1−xn αnfxnxn 1−αnTynxn

αnfxnxn 1−αnTynyn 1−αnynxn

αnfIxn 1−αnTIyn 1−αnβnSIxn,

2.24

so that

xnxn1

1−αnβn ISxn

1

βnITyn

αn 1−αnβn

Ifxn, 2.25

and denoting byvn: xnxn1/1−αnβn,we have

vn ISxnβ1

nITyn

αn 1−αnβn

Ifxn. 2.26

Dividing byβnin2.9, one observe that

xn1−xn

βn

1−αn1−ρ xnβxn−1 n−1

1−αn1−ρ xnxn−1

β1nβ1 n−1

M

|αnαn−1|

βn

βnβn1

βn

≤1−αn1−ρ xnβxn−1

n−1 xn1−xn

β1nβ1 n−1

M

|αnαn−1|

βn

βnβn1

βn

,

byH9≤1−αn1−ρ xnβxn−1

n−1 αnKxn1−xn

M

|αnαn−1|

βn

βnβn1

βn

.

2.27

ByLemma 1.4, we have

lim

n→ ∞

xn1−xn

(9)

so, alsovn : xnxn1/1−αnβnis a null sequence asn → ∞. Fixingz∈FixT, by2.26

it results

vn, xnz ISxn, xnzβ1 n

ITyn, xnz

αn

1−αnβn

Ifxn, xnz

ISxnISz, xnzISz, xnz

β1

n

ITynITz, xnz

αn

1−αnβn

IfxnIfz, xnz

αn

1−αnβn

Ifz, xnz.

2.29

ByLemma 1.3, we obtain that

vn, xnzISz, xnzβ1 n

ITynITz, xnyn

β1 n

ITynITz, ynz

αn

1−αnβn

Ifz, xnz

1−ραn

1−αnβnxnz

2

ISz, xnzITynITz, xnSxn

1−ραn

1−αnβnxnz

2 αn

1−αnβn

Ifz, xnz.

2.30

Now, we observe that

xnz2≤ 1−αnβn

1−ραn

vn, xnzISz, xnzITyn, xnSxn

− 1 1−ρ

Ifz, xnz,

2.31

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By Proposition 2.2, xnnN is bounded, thus there exists a subsequence xnkk∈N converging tox. For allz∈FixTby2.26

Ifxnk, xnkz 1−ααnkβnk

nk vnk, xnkz

1−αnkβnk

αnk ISxnk, xnkz

−1−αnk

αnk ITynk, xnkz

by Lemma 1.3≤ 1−αnkβnk

αnk vnk, xnkz

1−αnkβnk

αnk ISz, xnkz

−1−ααnk

nk ITynkITz, xnkynk

≤ 1−αnkβnk

αnk vnk, xnkz

1−αnkβnk

αnk ISz, xnkz

−1−αnk

αnk βnkITynk, xnkSxnk.

2.32

Passing tok → ∞,we obtain

Ifx, xz≤ −τISz, xz, zFixT, 2.33

which 2.20. Thus, since the 2.20 cannot have more than one solution, it follows that

ωwxn ωsxn {x}and this, of course, ensures thatxnx, asn → ∞.

Proposition 2.6. Suppose that (H2) holds withτ. Suppose that (H3), (H8) and (H9) hold. Moreover letxnnNbe bounded andβnnNbe a null sequence. Then everyvωwxnis solution of the variational inequality

ISv, vx ≤0,x∈FixT, 2.34

that is,v∈Ω.

Proof. Since H8 implies H6 and H7, by boundedness of xnn∈N, we can obtain its asymptotical regularity as in proof ofProposition 2.2. Moreover, sinceβn → 0, as in proof ofProposition 2.2,ωwxn⊂FixT. With the same notation in proof ofTheorem 2.5we have that

vn, xnz ≥ I−Sz, xnzITyn, xnSxn

1−ραn

1−αnβnxnz

2 αn

1−αnβn

Ifz, xnz

ISz, xnzITyn, xnSxn1ααnnβ n

(11)

holds for allz∈FixT. So, ifvωwxnandxnk v, byH2, the boundedness ofxnn∈N,

vn → 0 andiiiofCorollary 2.3we have

ISz, wz lim

k ISz, xnkz

≤lim

k

vnk, xnkzITynk, Sxnkxnk

αnk

1−αnkβnk

Ifz, zxnk

≤0,z∈FixT.

2.36

If we changezwithvμzv, μ∈0,1, we have

ISvμzv, vz ≤0. 2.37

Lettingμ → 0 finally

ISv, vz ≤0,z∈FixT. 2.38

Remark 2.7. If we chooseαn nξ andβn nγ withξ, γ > 0, since|αnαn1| ≈ nξ and

|αnαn−1| ≈ nγ it is not difficult to prove thatH8is satisfied for 0 < ξ, γ < 1 andH9is

satisfied ifξγ≤1.

Remark 2.8. It is clear that our algorithm1.4is different from1.3. At the same time, our algorithm1.4includes some algorithms in the literature as special cases. For instance, if we takeS I in1.4, then we getxn1 αnfxn 1−αnTxn which is well-known as the

viscosity method studied by Moudafi8and Xu10.

Remark 2.9. We do not know the rate of convergence of our method. Nevertheless, the rates of convergence of our method1.4that generates the sequencexnand the Mainge-Moudafi

method1.3, seem not comparable. To see this, we consider three examples. In such examples we takeH R, C −1,1, αn n1−1/4, βn n1−1/6, f 1/2I,x0 1.

In all three examples all the assumptionsthat are the same of the Mainge-Moudafi methodare satisfied and the point at which both the sequencesxnandwnconverge isx PΩfx 0.

Example 2.10. TakeS IandTI. Then

xn1 −

1− 3

2n11/4

xn 2.39

while

wn1

1− 3

2n11/4

2

n11/6

1− 1

n11/4

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Nowx1 w1 0.5, while, for 1< n≤ 63, it results|xn|<|wn|. For instance, we report here

some value

x2 0.130672, w2 0.272417

x10 −2.52698e−11, w10 0.00086297

x20 −1.40916e−17, w20 6.2157e−08

x30 −2.19772e−22, w30 5.95813e−13

x40 −1.55804e−26, w40 1.0547e−18

x50 −2.79005e−30, w50 4.10857e−25

x60 −9.53183e−34, w60 3.8945e−32

x63 9.61011e−35, w63 2.33246e−34.

2.41

However from the 64th iteration onward,wnbecomes quickly very exiguous with respect to

xn. For instance,w259 −1.4822e−323 whilexn 7.18026e−83.

Example 2.11. TakeS TI. Then

xn1

1− 3

2n11/4

2

n11/6

1− 1

n11/4

xn, 2.42

while

wn1 −

1− 3

2n11/4

wn, 2.43

that is the sequencesxn andwn are interchanged with respect to the previous example. So

this time|xn|>|wn|for 1< n <64 and|xn|<|wn|forn≥64.

Example 2.12. TakeSI,T P−1/2,1/2. Then

xn1 1

2n11/4xn

1− 1

n11/4

P−1/2,1/2

1− 2

n11/6

xn

,

wn1 1

2n11/4wn

1− 1

n11/4

− 1

n11/6wn

1− 1

n11/6

P−1/2,1/2wn

2.44

so this timexn wn.

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Acknowledgment

The authors are extremely grateful to the anonymous referees for their useful comments and suggestions. This work was supported in part by Ministero dell’Universit´a e della Ricerca of Italy.

References

1 C. Byrne, “A unified treatment of some iterative algorithms in signal processing and image reconstruction,”Inverse Problems, vol. 20, no. 1, pp. 103–120, 2004.

2 Q. Yang and J. Zhao, “Generalized KM theorems and their applications,”Inverse Problems, vol. 22, no. 3, pp. 833–844, 2006.

3 A. Moudafi, “Krasnoselski-Mann iteration for hierarchical fixed-point problems,”Inverse Problems, vol. 23, no. 4, pp. 1635–1640, 2007.

4 Y. Yao and Y.-C. Liou, “Weak and strong convergence of Krasnoselski-Mann iteration for hierarchical fixed point problems,”Inverse Problems, vol. 24, no. 1, Article ID 015015, 8 pages, 2008.

5 I. Yamada, “The hybrid steepest descent method for the variational inequality problem over the intersection of fixed point sets of nonexpansive mappings,” in Inherently Parallel Algorithms in Feasibility and Optimization and Their Applications (Haifa, 2000), vol. 8 of Studies in Computational Mathematics, pp. 473–504, North-Holland, Amsterdam, The Netherlands, 2001.

6 M. Solodov, “An explicit descent method for bilevel convex optimization,”Journal of Convex Analysis, vol. 14, no. 2, pp. 227–237, 2007.

7 G. Marino and H.-K. Xu, “A general iterative method for nonexpansive mappings in Hilbert spaces,”

Journal of Mathematical Analysis and Applications, vol. 318, no. 1, pp. 43–52, 2006.

8 A. Moudafi, “Viscosity approximation methods for fixed-points problems,”Journal of Mathematical Analysis and Applications, vol. 241, no. 1, pp. 46–55, 2000.

9 H.-K. Xu, “Iterative algorithms for nonlinear operators,”Journal of the London Mathematical Society, vol. 66, no. 1, pp. 240–256, 2002.

10 H.-K. Xu, “Viscosity approximation methods for nonexpansive mappings,”Journal of Mathematical Analysis and Applications, vol. 298, no. 1, pp. 279–291, 2004.

References

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