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Volume 2008, Article ID 720371,15pages doi:10.1155/2008/720371

Research Article

Common Solutions of an Iterative Scheme for

Variational Inclusions, Equilibrium Problems, and

Fixed Point Problems

Jian-Wen Peng,1Yan Wang,1David S. Shyu,2and Jen-Chih Yao3

1College of Mathematics and Computer Science, Chongqing Normal University, Chongqing 400047, China 2Department of Finance, National Sun Yat-Sen University, Kaohsiung 80424, Taiwan

3Department of Applied Mathematics, National Sun Yat-Sen University, Kaohsiung 80424, Taiwan

Correspondence should be addressed to David S. Shyu,[email protected]

Received 24 October 2008; Accepted 6 December 2008

Recommended by Ram U. Verma

We introduce an iterative scheme by the viscosity approximate method for finding a common element of the set of solutions of a variational inclusion with set-valued maximal monotone mapping and inverse strongly monotone mappings, the set of solutions of an equilibrium problem, and the set of fixed points of a nonexpansive mapping. We obtain a strong convergence theorem for the sequences generated by these processes in Hilbert spaces. The results in this paper unify, extend, and improve some well-known results in the literature.

Copyrightq2008 Jian-Wen Peng 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

Throughout this paper, we always assume thatHis a real Hilbert space with norm and inner product denoted by · and ·,·, respectively. 2H denotes the family of all the nonempty subsets ofH.

LetA :HHbe a single-valued nonlinear mapping andM :H → 2H be a set-valued mapping. We consider the following variational inclusion, which is to find a point

uHsuch that

θAu Mu, 1.1

whereθis the zero vector inH. The set of solutions of problem1.1is denoted byIA, M. If

HRm, then problem1.1becomes the generalized equation introduced by Robinson1. If

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in many optimization-related areas including mathematical programming, complementarity, variational inequalities, optimal control, mathematical economics, equilibria, game theory, and so forth. Also various types of variational inclusions problems have been extended and generalized, for more details, please see3–20and the references therein.

There are many algorithms for solving variational inclusionssee3,5,7, 8, 10–13,

16–20 and the references therein. We note that recently Zhang et al.20 introduced the following new iterative scheme for finding a common element of the set of solutions to the problem1.1and the set of fixed points of nonexpansive mappings in Hilbert spaces. Starting with an arbitrary pointx1xH, define sequences{xn}by

xn1αnx

1−αnSyn,

ynJM,λxnλAxn,n≥0,

1.2

whereJM,λ IλM−1is the resolvent operator associated withMand a positive number

λ,{αn}is a sequence in the interval0,1.

Let F be a bifunction from C × C to R, where R is the set of real numbers. The equilibrium problem forF:C×CRis to findxCsuch that

Fx, y≥0,yC. 1.3

The set of solutions of1.3is denoted byEPF. The problem1.3is very general in the sense that it includes, as special cases, optimization problems, variational inequalities, minimax problems, Nash equilibrium problem in noncooperative games, and others; for more detailssee21.

Recall that a mappingSof a closed convex subsetCinto itself is nonexpansive if there holds that

SxSyxy,x, yC. 1.4

A mappingf:CCis called contractive if there exists a constantα∈0,1such that

fxfyαxy,x, yC. 1.5

We denote the set of fixed points of S by FixS. It is known that FixS is closed convex, but possibly empty. There are some methods for approximation of fixed points of a nonexpansive mapping. In 2000, Moudafi 22 introduced the viscosity approximation method for nonexpansive mappings.

Some methods have been proposed to solve the equilibrium problem; see, for instance,

23–30and the references therein. Recently, S. Takahashi and W. Takahashi23introduced the following Mann iterative scheme by the viscosity approximation method for finding a common element of the set of solutions of problem 1.3 and the set of fixed points of a nonexpansive mapping in a Hilbert space. Starting with an arbitrary pointx1H, define sequences{xn}and{un}by

Fun, y r1 n

yun, unxn≥0,yC,

xn1αnfxn1−αnSun,nN.

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They proved that under certain appropriate conditions imposed on {αn} and {rn}, the

sequences{xn}and{un}generated by1.6converge strongly tozFSEPF, where

zPFixSEPFfz.

The purpose of this paper is twofold. On one hand, it is easy to see that the authors in28–32introduced some algorithms for finding a common element of the set of solutions of an equilibrium problem, the set of fixed points of a nonexpansive mapping and the set of solutions of a variational inequality. It is natural to raise and to give an answer to the following question: can one construct algorithms for finding a common element of the set of solutions of an equilibrium problem, the set of fixed points of a nonexpansive mapping, and the set of solutions of a variational inclusion? In other words, can we construct algorithms for finding a solution of a mathematical model which consists of an equilibrium problem and a variational inclusion if this mathematical model has a solution? In this paper, we will give a positive answer to this question. By combining the algorithm1.2for a variational inclusion problem and the algorithm 1.6 for an equilibrium problem, we introduce the following iterative scheme by the viscosity approximation method for finding a common element of the set of solutions of the variational inclusion with a set-valued maximal monotone mapping and an inverse strongly monotone mapping, the set of solutions of equilibrium problem and the set of fixed points of a nonexpansive mapping in a Hilbert space. Starting with an arbitrary pointx1∈H, define sequences{xn}, {yn}, and{un}by

Fun, y r1 n

yun, unxn≥0,yC,

xn1 αnfxn1−αnSyn,

ynJM,λunλAun,n≥0,

1.7

where{αn} ⊂0,1and{rn} ⊂0,∞.

On the other hand, we will show that the sequences{xn},{yn}, and{un}generated

by1.7converge strongly tozFSEPFIA, Mif the parameter sequences{αn}

and{rn}satisfy appropriate conditions. The results in this paper unify, extend, and improve

some corresponding results in20,23and the references therein.

2. Preliminaries

In a real Hilbert spaceH, it is well known that

λx 1−λy2λx2 1λy2λ1λxy2 2.1

for allx, yHandλ∈0,1.

For anyxH, there exists a unique nearest point inC, denoted byPCx, such that

xPCxxyfor allyC. The mappingPCis called the metric projection ofHonto

C. We know thatPCis a nonexpansive mapping fromHontoC. It is also known thatPCxC

and

xPCx, PCxy≥0 2.2

for allxHandyC.

It is easy to see that2.2is equivalent to

xy2xP

Cx2yPCx2 2.3

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Recall that a mapping A : HH is calledα-inverse strongly monotone, if there exists anα >0 such that

AxAy, xyαAxAy2, x, yH. 2.4

LetI be the identity mapping onH. It is well known that ifA : HH is anα -inverse strongly monotone, thenAis1-Lipschitz continuous and monotone mapping. In addition, if 0< λ≤2α, thenIλAis a nonexpansive mapping.

Let symbols → anddenote strong and weak convergence, respectively. It is known thatHsatisfies the Opial condition33, that is, for any sequence{xn} ⊂Hwithxn x, the

inequality

lim inf

n→ ∞ xnx<lim infn→ ∞ xny 2.5

holds for everyyH withx /y. A set-valued mappingM :H → 2H is called monotone if for allx, yH,fMx, andgMyimplyxy, fg ≥ 0. A monotone mapping

M : H → 2H is maximal if its graph GM : {f, xH×H | fMx}of M is not properly contained in the graph of any other monotone mapping. It is known that a monotone mappingMis maximal if and only if forx, fH×H, xy, fg ≥ 0 for everyy, gGMimpliesfMx.

Let the set-valued mapping M : H → 2H be maximal monotone. We define the resolvent operatorJM,λassociated withMandλas follows:

JM,λu IλM−1u, uH, 2.6

whereλis a positive number. It is worth mentioning that the resolvent operatorJM,λis

single-valued, nonexpansive, and 1-inverse strongly monotone,see, e.g.,34, and that a solution of problem1.1is a fixed point of the operatorJM,λIλAfor allλ >0see, e.g.,35.

For solving the equilibrium problem, let us assume that the bifunctionF satisfies the following conditions:

A1Fx, x 0 for allxC;

A2Fis monotone, that is,Fx, y Fy, x≤0 for anyx, yC;

A3for eachx, y, zC,

lim

t↓0 F

tz 1−tx, yFx, y, 2.7

A4for eachxC, yFx, yis convex and lower semicontinuous.

We recall some lemmas which will be needed in the rest of this paper.

Lemma 2.1see21. LetCbe a nonempty closed convex subset ofH, letF be a bifunction from

C×CtoRsatisfying (A1)–(A4). Letr >0andxH. Then, there existszCsuch that

Fz, y 1

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Lemma 2.2see23,24. LetCbe a nonempty closed convex subset ofH, letFbe a bifunction from

C×CtoRsatisfying (A1)–(A4). Forr >0andxH,define a mappingTr :HCas follows:

Trx

zC:Fz, y 1

ryz, zx ≥0,yC

2.9

for allxH. Then, the following statements hold

1Tr is single-valued;

2Tr is firmly nonexpansive, that is, for anyx, yH TrxTry2T

rxTry, xy, 2.10

3FTr EPF;

4EPFis closed and convex.

Lemma 2.3see34. LetM:H → 2H be a maximal monotone mapping andA :HHbe a Lipschitz continuous mapping. Then the mappingSMA:H → 2H is a maximal monotone mapping.

Remark 2.4. Lemma 2.3implies that IA, M is closed and convex if M : H → 2H is a maximal monotone mapping andA:HHbe an inverse strongly monotone mapping.

Lemma 2.5see36,37. Assume that{αn}is a sequence of nonnegative real numbers such that

αn1≤

1−γnαnδn, 2.11

whereγnis a sequence in0,1and{δn}is a sequence such that

i ∞

n1 γn,

iilim sup

n→ ∞

δn

γn ≤0 or

n1

δn<.

2.12

Then,limn→ ∞αn0.

3. Strong convergence theorem

In this section, we establish a strong convergence theorem which solves the problem of finding a common element of the set of solutions of variational inclusion, the set of solutions of an equilibrium problem and the set of fixed points of a nonexpansive mapping in Hilbert space.

Theorem 3.1. LetCbe a nonempty closed convex subset ofH. LetFbe a bifunction fromC×Cto

Rsatisfying (A1)–(A4) and letSbe a nonexpansive mapping ofCintoH. LetA :HHbe an

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ξ ∈ 0,1. Let x1 be an arbitrary point in H, {xn}, {un}, and{yn} be sequences generated by algorithm1.7. If{αn} ⊂0,1and{rn} ⊂0,satisfy the following conditions:

lim

n→ ∞αn0,

n1

αn,

n1

αn1−αn<,

lim inf

n→ ∞ rn>0,

n1

rn1rn<. 3.1

Then,{xn},{yn}, and{un}converge strongly toz∈Ω,wherezPΩfz.

Proof. We show thatPΩfis a contraction mapping. In fact, we have

PΩfxPΩfyfxfyξxy 3.2

for anyx, yH. Since H is complete, there exists a unique elementzHsuch thatz

PΩfz. Letv∈Ω. Then, fromunTrnxn,we have

unvTrnxnTrnvxnv, 3.3

for allnN.It is easy to see thatvJM,λvλAv. AsIλAis nonexpansive, we have

ynvJM,λunλAunJM,λvλAv

unλAunvλAv

unv

xnv,

3.4

for allnN.It follows from1.7and3.4that

xn1−vαnfxn1−αnSynv

αnfxnv1−αnSynv

αnfxnv1−αnSynv

αnfxnfvfvv1−αnynv

αnξxnvαnfvv1−αnxnv

1−αn1−ξxnvαn1−ξ 1

1−ξfvv

≤maxxnv; 1

1−ξfvv

≤ · · ·

≤maxx1v; 1

1−ξfvv

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for alln≥1. This implies that{xn}is bounded. From which it follows that{un},{yn},{fxn},

{Syn}, and{Aun}are also bounded. Next, we show that limn→ ∞xn1−xn0.In fact, since

IλAis nonexpansive, we have

yn1ynJM,λ

un1−λAun1

JM,λunλAun

un1−λAun1−

unλAun

un1−un.

3.6

It follows from1.7and3.6that

xn1xnαnf

xn1−αnSynαn−1fxn−1

−1−αn−1

Syn−1

αnfxnαnfxn−1

αnfxn−1

αn−1f

xn−1

1−αnSyn−1−αnSyn−1

1−αnSyn−1−

1−αn−1

Syn−1

αnξxnxn−1Kαnαn−1

1−αnSynSyn−1

αnξxnxn−1Kαnαn−1

1−αnynyn−1

αnξxnxn−1Kαnαn−1

1−αnunun−1,

3.7

whereKsup{fxnSyn, n≥1}.

On the other hand, fromunTrnxnandun1 Trn1xn1, we have

Fun, yr1 n

yun, unxn≥0 ∀yC, 3.8

Fun1, y

1

rn1

yun1, un1−xn1

≥0 ∀yC. 3.9

Puttingyun1in3.8andyunin3.9, we have

Fun, un1

r1

n

un1−un, unxn≥0,

Fun1, unr1 n1

unun1, un1−xn1

≥0.

3.10

It follows from the monotonicity ofFthat

un1−un, unrxn n

un1−xn1 rn1

≥0. 3.11

Thus,

un1−un, unun1un1−xnrrn n1

un1−xn1

≥0. 3.12

Without loss of generality, let us assume that there exists a real numberbsuch thatrn> b >0

for allnN.Then, we have

un1−un2≤

un1−un, xn1−xn

1− rn

rn1

un1−xn1

un1−unxn1−xn1− rrn

n1

un1−xn1

.

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It follows that

un1−unxn1−xnr1 n1

rn1−rnun1−xn1

xn1−xnLbrn1−rn,

3.14

whereLsup{unxn:nN}.From3.7and3.14, we have xn1−xnαnξxnxn−1Kαnαn−1

1−αnxnxn−1

1−αnLbrnrn−1

≤1−αn1−ξxnxn−1Kαnαn−1

L

brnrn−1.

3.15

It follows fromLemma 2.5that

lim

n→ ∞xn1−xn0. 3.16 From3.14and|rn1−rn| → 0,we have

lim

n→ ∞un1−un0. 3.17 It follows from3.6that

lim

n→ ∞yn1−yn0. 3.18 Sincexnαn−1fxn−1 1−αn−1Syn−1,we have

xnSynxnSyn−1Syn−1−Syn

αn−1f

xn−1

Syn−1yn−1−yn.

3.19

It follows fromαn → 0 thatxnSyn → 0.

Now we prove that for any givenv∈Ω,

AunAv−→0. 3.20

In fact, forv∈Ω,we have

unv2T

rnxnTrnv

2

TrnxnTrnv, xnv

unv, xnv

1

2unv

2x

nv2−xnun2,

3.21

and hence,

unv2x

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It follows from1.7,3.4, and3.22that

xn1v2α

nfxn1−αnSynv2

αnfxnv21−αnSynv2

αnfxnv21−αnynv2

αnfxnv21−αnxnv2−xnun2

αnfxnv2xnv2−1−αnxnun2.

3.23

Thus, we have

1−αnxnun2 ≤αnfxnv2xnv2−xn1−v2

αnfxnv2xnxn1xnvxn1−v.

3.24

Sinceαn → 0,xnxn1 → 0, and{xn}is bounded, we havexnun → 0. Fromun

xn1 ≤ unxnxnxn1, we getunxn1 → 0.

Equation3.23, the nonexpansiveness ofJM,λ, and the inverse strongly monotonicity

ofAimply that

xn1−v2≤αnfxnv21−αnynv2

αnfxnv21−αnunλAunvλAv2

αnfxnv21−αnunv2λλ−2αAunAv2

αnfxnv2unv21−αnλλ−2αAunAv2.

3.25

Thus, we have

1−αnλλ−2αAunAv2 ≤αnfxnv2unv2−xn1−v2

αnfxnv2unxn1unvxn1−v.

3.26

Sinceαn → 0, unxn1 → 0, {un}and{xn}are bounded, we have

AunAv−→0. 3.27

Next, we show thatSynyn → 0. Indeed, for anyv∈Ω, ynv2JM,λunλAunJM,λvλAv2

unλAunvλAv, ynv

1

2unλAun

vλAv2y

nv2−unλAunvλAvynv2

≤ 1

2unv

2y

nv2−unynλAunAv2

1

2unv

2y

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Thus, we have

ynv2u

nv2−unyn22λunyn, AunAvλ2AunAv2. 3.29

As the function·2is convex, by3.29and3.23, we have

xn1−v2≤αnf

xnv21−αnynv2

αnfxnv21−αn

×unv2−unyn22λunyn, AunAvλ2AunAv2.

3.30

Thus, we get

1−αnunyn2≤αnfxnv2unv2−xn1−v2

21−αnλunyn, AunAv−1−αnλ2AunAv2

αnfxnv2unxn1unvxn1−v

21−αnλunyn, AunAv−1−αnλ2AunAv2.

3.31

Sinceαn → 0, AunAv → 0, andunxn1 → 0, we haveunyn → 0. From the

triangle inequalityxnynxnununyn, we deduce thatxnyn → 0.It then

follows from the inequalitySynynSynxnxnununynthatSynyn → 0.

Next, we show that

lim sup

n→ ∞

fzz, xnz≤0, 3.32

wherezPΩfz. To show this inequality, we choose a subsequence{xni}of{xn}such that

lim

ni→ ∞

fzz, xniz

lim sup

n→ ∞

fzz, xnz. 3.33

Since{uni} is bounded, there exists a subsequence {unij} of {uni} which converges weakly tow. Without loss of generality, we can assume that{uni} w.Fromunyn → 0, we also obtain thatyni w. Since{uni} ⊂CandCis closed and convex, we obtainwC.

Let us showwEPF.ByunTrnxn,we have

Fun, yr1 n

yun, unxn≥0,yC. 3.34

FromA2, we also have

1

rn

yun, unxnFy, un, 3.35

and hence,

yuni,

unixni

rni

Fy, uni

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Sinceunixni/rni → 0 anduni w, fromA4, we have

Fy, w≤0,yC. 3.37

Fortwith 0< t≤1 andyC, letytty 1−tw.Since,yCandwC, we obtainytC

and hence,Fyt, w≤0. So we have

0Fyt, yttFyt, y1−tFyt, wtFyt, y. 3.38

Dividing byt, we get

Fyt, y≥0. 3.39

Lettingt → 0 and fromA3, we get

Fw, y≥0 3.40

for allyCand hencewEPF.

We next show thatw ∈FixS.Assumew /∈FixS.Sinceyni wandw /Sw, from the Opial theorem33we have

lim inf

i→ ∞ yniw<lim infi→ ∞ yniSw

≤lim inf

i→ ∞ yniSyniSyniSw

≤lim inf

i→ ∞ yniw.

3.41

This is a contradiction. So, we getw∈FixS.

We now show thatwIA, M. In fact, sinceAis anα-inverse strongly monotone,

A is an 1-Lipschitz continuous monotone mapping and DA H. It follows from

Lemma 2.3thatMAis maximal monotone. Letp, gGMA,that is,gApMp. Again sinceyni JM,λuniλAuni,we haveuniλAuniIλMyni, that is,

1

λ

uniyniλAuni

Myni

. 3.42

By virtue of the maximal monotonicity ofMA, we have

pyni, gAp− 1

λ

uniyniλAuni

≥0, 3.43

and so

pyni, g

pyni, Ap 1

λ

uniyniλAuni

pyni, ApAyniAyniAuni 1

λ

uniyni

≥0pyni, AyniAuni

pyni, 1

λ

uniyni

.

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It follows fromunyn → 0, AunAyn → 0 andyni wthat

lim

ni→ ∞

pyni, g

pw, g≥0. 3.45

It follows from the maximal monotonicity ofAMthatθMAw,that is,wIA, M. This implies thatw∈Ω.

SincezPΩfz, we have

lim sup

n→ ∞

fzz, xnzilim

→ ∞

fzz, xniz

lim

i→ ∞

fzz, uniz

fzz, wz≤0.

3.46

Fromxn1−zαnfxnz 1−αnSynzand3.4, we have xn1−z2

αnfxnz1−αnSynz, xn1−z

αnfxnfz, xn1−z

αnfzz, xn1−z

1−αnSynzxn1−z

αnξxnzxn1−zαnfzz, xn1−z

1−αnynzxn1−z

≤ 1

2αnξxnz

2x

n1−z2

αnfzz, xn1−z

1

2

1−αnynz2xn1−z2

≤ 1

2αnξxnz

2x

n1−z2

αnfzz, xn1−z

1

2

1−αnxnz2xn1−z2

≤ 1

2

1−αn1−ξxnz21

2xn1−z

2α

nfzz, xn1−z

.

3.47

It follows that

xn1−z2 ≤

1−αn1−ξxnz22αnfzz, xn1−z

. 3.48

Lemma 2.5implies thatxnz PΩfz.Sincexnun → 0 andynun → 0,

we also obtain thatunzandynz. The proof is now complete.

By Theorem 3.1, we can obtain some new and interesting results as follows: let

V IC, Adenote the solution set of the following variational inequality: findinguCsuch that

Au, vu≥0,vC, 3.49

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Theorem 3.2. LetCbe a nonempty closed convex subset ofH. LetFbe a bifunction fromC×Cto

Rsatisfying (A1)–(A4) and letSbe a nonexpansive mapping ofCintoH. LetA:CHbe anα -inverse strongly monotone mapping such thatΓ FixSEFFV IC, A/, whereV IC, A is the set of solutions of problem3.49. Letf :HHbe a contraction mapping with a constant

ξ∈0,1andx1be an arbitrary point inH. Let{xn},{un}, and{yn}be sequences generated by

Fun, yr1 n

yun, unxn≥0,yC,

xn1 αnfxn1−αnSyn,

ynPCunλAun

3.50

for allnN. Ifλ∈0,2α,{αn} ⊂0,1, and{rn} ⊂0,satisfy the following conditions:

lim

n→ ∞αn0,

n1

αnref∞,

n1

αn1−αn<,

lim inf

n→ ∞ rn>0,

n1

rn1−rn<.

3.51

Then,{xn},{yn}, and{un}converge strongly toz∈ΓwherezPΓfz.

Proof. InTheorem 3.1takeM ∂δC : H → 2H,where δC : H → 0,∞is the indicator

function ofC, that is,

δCx

⎧ ⎨ ⎩

0, xC,

, v /C. 3.52

Then, the problem1.1is equivalent to problem3.49. Again, sinceM∂δC, thenJM,λPC,

so we have

ynPCunλAun. 3.53

The conclusion ofTheorem 3.2can be obtained fromTheorem 3.1immediately.

Theorem 3.3. LetCbe a nonempty closed convex subset ofH. LetFbe a bifunction fromC×Cto

Rsatisfying (A1)–(A4) and letSbe a nonexpansive mapping ofCintoH, LetA :HHbe an

α-inverse strongly monotone mapping,M : H → 2H be a maximal monotone mapping such that Ω FixSEPFIA, M/.Letx1xbe an arbitrary point inHand let{xn}, {un}, and

{yn}be sequences generated by

Fun, yr1 n

yun, unxn≥0,yC,

xn1αnx

1−αnSyn,

ynJM,λunλAun

3.54

for alln≥1, where{αn} ⊂0,1and{rn} ⊂0,satisfy the following conditions:

lim

n→ ∞αn0,

n1

αn,

n1

αn1αn<,

lim inf

n→ ∞ rn>0,

n1

rn1−rn<.

3.55

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Proof. Puttingfy x,for allyH inTheorem 3.1. Then,fxn xfor all n ≥ 1. By

Theorem 3.1, we obtained the desired result.

Remark 3.4. Putting A 0 inTheorem 3.2, thenyn un. ByTheorem 3.2, we recover 23,

Theorem 3.1. Putting C H and Fx, y 0 for allx, yH inTheorem 3.3, thenun

PHxn xn. ByTheorem 3.3, we recover20, Theorem 2.1. Hence, Theorem 3.1unifies and

extends the main results in20,23and the references therein.

Acknowledgments

The authors would like to thank the referees for helpful suggestions. The first author was supported by the National Natural Science Foundation of ChinaGrant no. 10771228 and Grant no. 10831009, the Science and Technology Research Project of Chinese Ministry of Education Grant no. 206123, the Education Committee project Research Foundation of Chongqing Grant no. KJ070816. The Third author was partially supported by the grant NSC96-2628-E-110-014-MY3.

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