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14 views14 pages

Optimization: A Journal of Mathematical Programming and Operations Research

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satitz chong
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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This article was downloaded by: [Chiang Mai University]

On: 18 February 2012, At: 07:17


Publisher: Taylor & Francis
Informa Ltd Registered in England and Wales Registered Number: 1072954 Registered
office: Mortimer House, 37-41 Mortimer Street, London W1T 3JH, UK

Optimization: A Journal of
Mathematical Programming and
Operations Research
Publication details, including instructions for authors and
subscription information:
http://www.tandfonline.com/loi/gopt20

A hybrid extragradient method


extended to fixed point problems and
equilibrium problems
a
Pham Ngoc Anh
a
Department of Scientific Fundamentals, Posts and
Telecommunications Institute of Technology, Hanoi, Vietnam

Available online: 19 Aug 2011

To cite this article: Pham Ngoc Anh (2011): A hybrid extragradient method extended to fixed point
problems and equilibrium problems, Optimization: A Journal of Mathematical Programming and
Operations Research, DOI:10.1080/02331934.2011.607497

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Optimization
2011, 1–13, iFirst

A hybrid extragradient method extended to fixed point problems


and equilibrium problems
Pham Ngoc Anh*

Department of Scientific Fundamentals, Posts and Telecommunications


Institute of Technology, Hanoi, Vietnam
(Received 11 July 2010; final version received 18 July 2011)
Downloaded by [Chiang Mai University] at 07:17 18 February 2012

In this article, we present a new hybrid extragradient iteration method for


finding a common element of the set of fixed points of a nonexpansive
mapping and the set of solutions of equilibrium problems for a
pseudomonotone and Lipschitz-type continuous bifunction. We obtain
strongly convergent theorems for the sequences generated by these
processes in a real Hilbert space.
Keywords: equilibrium problems; pseudomonotone; Lipschitz-type
continuous; strongly convergence; extragradient method; nonexpansive
mapping
AMS Subject Classifications: 2010; 65 K10; 90 C25

1. Introduction
Let H be a real Hilbert space with inner product h, i and norm kk, respectively. Let
C be a nonempty closed convex subset of H and f be a bifunction from C  C to R
such that f (x, x) ¼ 0 for all x 2 C. We consider the following equilibrium problems
(shortly EP( f, C )):
Find x 2 C such that f ðx , yÞ  0 8y 2 C:

The set of solutions of EP( f, C ) is denoted by Sol( f, C ).


If f (x, y) :¼ hF(x), y  xi for all x, y 2 C, where F is a mapping from C to H, then
problems EP( f, C ) become the following variational inequalities (shortly VI(F, C )):
Find x 2 C such that hFðx Þ, y  x i  0 8y 2 C:

We denote Sol(F, C ) the set of solutions of VI(F, C ).


The equilibrium problems EP( f, C ) are very general in the sense that they
include, as special cases, optimization problems, variational inequalities, minimax
problems, Nash equilibrium (see [2,5,7,8,13]), . . . . These problems appear frequently
in many practical problems arising, for instance, in physics, engineering, game

*Email: [email protected]

ISSN 0233–1934 print/ISSN 1029–4945 online


ß 2011 Taylor & Francis
DOI: 10.1080/02331934.2011.607497
http://www.informaworld.com
2 P.N. Anh

theory, transportation, economics and network [9,10] and become an attractive field
for many researchers in both theory and applications [1,3,4,14,15,17,18].
Recall that a mapping T : C ! C is said to be nonexpansive, if

kTðxÞ  Tð yÞk  kx  yk 8x, y 2 C:


We denote the set of fixed points of T by Fix(T ) which is closed and convex.
For obtaining a common element of set of solutions of EP( f, C ) and the set of
fixed points of mapping T, Takahashi and Takahashi [19] first introduced an
iterative scheme by the viscosity approximation method. The sequence {xn} is
defined by
8 0
> x 2 H,
>
< 1
f ðun , yÞ þ hy  un , un  xn i  0 8y 2 C,
Downloaded by [Chiang Mai University] at 07:17 18 February 2012

>
> r n
: nþ1
x :¼ n gðxn Þ þ ð1  n ÞTðun Þ 8n  0,
where g : C ! C is contractive. The authors showed that under certain conditions
over {n} and {rn}, sequences {xn} and {un} strongly converge to
z ¼ PrFix(T )\Sol( f,C )((g(z)), where PrC denotes the projection on C.
Recently Peng [17] introduced a new iterative scheme for finding a common
element of the sets Sol( f’, C ), Sol(F, C ), and Fix(T ) in a real Hilbert space where,
for each x, y 2 C, f’(x, y) ¼ f (x, y) þ ’( y)  ’(x) and ’ is a convex function from C
to R. The generated sequences {xk}, {yk}, {tk} and {zk} are defined by
8 0
>
> x 2 H,
>
>
>
> 1
> n n n n
> f’ ðu , yÞ þ hy  u , u  x i  0 8y 2 C,
>
> r
>
> 
n

>
>
>
> yn :¼ PrC un  n Fðun Þ ,
>
< n  
t :¼ PrC un  n Fð yn Þ ,
>
>
> zn :¼ n tn þ ð1  n ÞTðtn Þ,
>
>
>
>
>
>
> Cn :¼ fz 2 C : kzn  zk2  kxn  zk2  ð1  n Þðn  Þktn  Tðtn Þkg,
>
>
>
>
>
> Qn :¼ fz 2 H : hxn  z, x  xn i  0g,
>
: nþ1
x :¼ PrCn \Qn ðx0 Þ:

The author showed that under certain appropriate conditions imposed on {n}, {n}
and , the sequences {xn}, {un}, {tn}, {yn} and {zn} strongly converge to Pr(x0),
where  :¼ Sol( f’, C ) \ Sol(F, C ) \ Fix(T ). Other iterative algorithms for finding a
common element of the set of solutions of EP( f, C ) and Fix(T ) in a real Hilbert
space have been further developed by some authors [6,19,20,23,24]. At each iteration
of these algorithms, a regularized equilibrium problem is solved for a monotone and
Lipschitz-type continuous bifunction on C.
In this article, we introduce a new iterative process for finding a common element
of the set of fixed points of a nonexpansive mapping and the set of solutions of
equilibrium problems for a pseudomonotone, Lipschitz-type continuous bifunction.
At each iteration we only solve a strongly convex optimization problem instead of
Optimization 3

a regularized equilibrium problem. The iterative process is given by


8 0
> x 2 C,
>
>  
>
> 1
>
> k k k 2
< y ¼ arg min k f ðx , yÞ þ 2 k y  x k : y 2 C ,
 
>
> k k 1 k 2
>
> t ¼ arg min k f ð y , yÞ þ k y  x k : y 2 C ,
>
> 2
>
:
xnþ1 :¼ n x0 þ ð1  n ÞTðtn Þ:
When f (x, y) ¼ hF(x), y  xi for all x, y 2 C, we find again the extragradient-type
method proposed by Zeng and Yao in [24] for finding a common element of the sets
Sol(F, C ) and Fix(T ).
Downloaded by [Chiang Mai University] at 07:17 18 February 2012

2. Preliminaries
Let H be a real Hilbert space with inner product h, i and norm kk, respectively.
We list some well-known definitions and the projection which will be required in our
following analysis.
Definition 2.1 Let C be a closed convex subset in H, we denote the projection on C
by PrC(), i.e.
PrC ðxÞ ¼ arg minfk y  xk : y 2 Cg 8x 2 H:

The bifunction f : C  C ! R is said to be


. -strongly monotone on C if for each x, y 2 C, we have
f ðx, yÞ þ f ð y, xÞ  kx  yk2 ;
. monotone on C if for each x, y 2 C, we have
f ðx, yÞ þ f ð y, xÞ  0;

. pseudomonotone on C if for each x, y 2 C, we have


f ðx, yÞ  0 ) f ð y, xÞ  0;
. Lipschitz-type continuous on C with constants c1 4 0 and c2 4 0, if for each
x, y 2 C, we have
f ðx, yÞ þ f ð y, zÞ  f ðx, zÞ  c1 kx  yk2  c2 k y  zk2 :

Note that if f is pseudomonotone on C and Sol( f, C ) 6¼ ; then Sol( f, C ) is


convex [7].
The projection PrC() on C has the following basic properties:
(a) kPrC(x)  PrC( y)k  kx  yk 8x, y 2 H.
(b) kPrC(x)  PrC( y)k  hPrC(x)  PrC( y), x  yi 8x, y 2 H.
(c) hx  PrC(x), y  PrC( y)i  0 8y 2 C, x 2 H.
(d) kPrC(x)  yk2  kx  yk2  kPrC(x)  xk2 8y 2 C, x 2 H.
(e) kPrC(x)  PrC( y)k2  kx  yk2  kPrC(x)  x þ y  PrC( y)k2 8x,y 2 H.
4 P.N. Anh

In this article, for finding a point of the set Sol( f, C ) \ Fix(T ), we assume that the
bifunction f satisfies the following conditions:
(i) f is pseudomonotone on C;
(ii) f is Lipschitz-type continuous on C;
(iii) for each x 2 C, y ° f (x, y) is convex and subdifferentiable;
(iv) Sol( f, C ) \ Fix(T ) 6¼ ; and Sol( f, C ) is closed.
Now we are in a position to describe the hybrid extragradient algorithm for
finding a common of two sets Sol( f, C ) and Fix(T ).
Algorithm 1 Initialization Choose x0 2 C, positive sequences {n} and {n} satisfy
the conditions:
8
> f2c1 n g  ð0, 1  Þ, for some  2 ð0, 1Þ,
>  
Downloaded by [Chiang Mai University] at 07:17 18 February 2012

>
>
< n  min 1 , 1 ,
>
2c1 2c2
>
> X
1
>
>
>
: fn g  ð0, 1Þ, n ¼ 1, lim n ¼ 0:
n!1
n¼0

Step 1 Solve the strongly convex problems:


8  
>
> n 1 n 2 n
>
< y :¼ argmin 2 k y  x k þ n f ðx , yÞ : y 2 C ,
 
>
> 1
> t :¼ argmin kt  x k þ n f ð y , tÞ : t 2 C :
:
n n 2 n
2
Step 2 Set xnþ1 :¼ nx0 þ (1  n)T(tn). Increase k by 1 and go to Step 1.
In order to prove the main result in Section 3, we shall use the following lemmas
in the sequel.
LEMMA 2.2 [22] Let {an} be a sequence of nonnegative numbers satisfying the
conditions:
anþ1  ð1  n Þan þ n n 8n  0,
where {n} and {n} are sequences of real numbers such that
P Q
{n}  [0, 1] and 1n¼0 n ¼P1, or 1 n¼0 ð1  n Þ ¼ 0.
ðbÞ lim supn!1 n  0, or 1 n¼0  n  n is convergent.
Then limn!1 an ¼ 0.
Using the well-known necessary and sufficient condition for optimality of convex
programming, we have the following result.
LEMMA 2.3 [10] Let C be a convex subset of a real Hilbert space H and g : C ! R be
subdifferentiable on C. Then x is a solution to the following convex problem:
minfgðxÞ : x 2 Cg
 
if and only if 0 2 @g(x ) þ NC(x ), where @g() denotes the subdifferential of g and
NC(x) is the (outward ) normal cone of C at x 2 C.
Optimization 5

LEMMA 2.4 [11] Assume that T is a nonexpansive self-mapping of a nonempty closed


convex subset C of a real Hilbert space H. If Fix(T ) 6¼ ;, then I  T is demiclosed; that
is, whenever {xn} is a sequence in C weakly converging to some x 2 C and the sequence
{(I  T )(xn)} strongly converges to some y,
 it follows that ðI  T ÞðxÞ
 ¼ y. Here I is the
identity operator of H.

3. Main results
In this section, we show a strong convergence theorem of sequences {xn}, {yn} and
{tn} defined by Algorithm 1 based on extragradient method (and hybrid method)
which solves the problem of finding a common element of two sets Sol( f, C ) and
Fix(T ) for a pseudomonotone, Lipschitz-type continuous bifunction f in a real
Downloaded by [Chiang Mai University] at 07:17 18 February 2012

Hilbert space H.
LEMMA 3.1 Suppose that x 2 Sol( f, C ). Then,

ktn  x k2  kxn  x k2  ð1  2n c2 Þktn  yn k2  ð1  2n c1 Þkxn  yn k2 8n  0:


Proof It follows from Lemma 2.3 and f (x, ) is convex on C for each x 2 C that
 
n 1 n 2 n
t ¼ arg min kt  x k þ n f ð y , tÞ : t 2 C
2
if and only if
 
1 n 2
0 2 @2 n f ð y , yÞ þ k y  x k ðtn Þ þ NC ðtn Þ:
n
2
There exists w 2 @2f ( yn, tn) and w 2 NC ðtn Þ such that
0 ¼ n w þ tn  yn þ w:

After that the definition of @2f ( yn, tn) is used to get

f ð yn , tÞ  f ð yn , tn Þ  hw, t  tn i 8t 2 C:

With t ¼ x, this inequality becomes

f ð yn , x Þ  f ð yn , tn Þ  hw, x  tn i: ð1Þ

Then the definition of the normal cone NC is used to get

htn  xn , t  tn i  n hw, tn  ti 8t 2 C: ð2Þ

Substituting t ¼ x 2 C into (2), we obtain

htn  xn , x  tn i  n hw, tn  x i: ð3Þ

Using (1) and (3), we have


htn  xn , x  tn i  n f f ð yn , tn Þ  f ð yn , x Þg: ð4Þ
6 P.N. Anh

Since x 2 Sol( f, C ), f (x, y)  0 for all y 2 C, and f is pseudomonotone on C, we have


f ( yn, x)  0. Then, (4) implies that
htn  xn , x  tn i  n f ð yn , tn Þ: ð5Þ
Now applying the Lipschitz property of f with x ¼ xn, y ¼ yn and z ¼ tn, we get

f ð yn , tn Þ  f ðxn , tn Þ  f ðxn , yn Þ  c1 k yn  xn k2  c2 ktn  yn k2 : ð6Þ


Combining (5) and (6), we have

htn  xn , x  tn i  n f f ðxn , tn Þ  f ðxn , yn Þ  c1 k yn  xn k2  c2 ktn  yn k2 g: ð7Þ


Similarly, since yn is the unique solution to the strongly convex problem
 
1
Downloaded by [Chiang Mai University] at 07:17 18 February 2012

min k y  xn k2 þ n f ðxn , yÞ : y 2 C ,
2
we have
n f f ðxn , yÞ  f ðxn , yn Þg  hyn  xn , yn  yi 8y 2 C: ð8Þ
n
Substituting y ¼ t 2 C, we obtain
n f f ðxn , tn Þ  f ðxn , yn Þg  hyn  xn , yn  tn i: ð9Þ
From (7), (9) and

2htn  xn , x  tn i ¼ kxn  x k2  ktn  xn k2  ktn  x k2 ,

it implies that

kxn  x k2  ktn  xn k2  ktn  x k2 2hyn  xn , yn  tn i  2n c1 kxn  yn k2


 2n c2 ktn  yn k2 :
Hence

ktn  x k2  kxn  x k2  ktn  xn k2  2hyn  xn , yn  tn i þ 2n c1 kxn  yn k2


þ 2n c2 ktn  yn k2
¼ kxn  x k2  kðtn  yn Þ þ ð yn  xn Þk2  2hyn  xn , yn  tn i
þ 2n c1 kxn  yn k2 þ 2n c2 ktn  yn k2
 kxn  x k2  ktn  yn k2  kxn  yn k2 þ 2n c1 kxn  yn k2
þ 2n c2 ktn  yn k2
¼ kxn  x k2  ð1  2n c1 Þkxn  yn k2  ð1  2n c2 Þk yn  tn k2 :

Thus the lemma is proved. g


n 0
LEMMA 3.2 For each x 2 Sol( f, C ) \ Fix(T ), we obtain that kx  x k  kx  xk
 

for all n  0 and

kxn  yn k2  n kx0  x k2 þ kxn  xnþ1 kðkxn  x k þ kxnþ1  x kÞ:


Optimization 7

Proof Now by induction, we show that

kxn  x k  kx0  x k 8n  0: ð10Þ

Indeed when n ¼ 0 the inequality is obvious. Suppose that (10) holds for n  0. Then
we have kxn  xk  kx0  xk. Combining this, Lemma 3.1, 0 5 n  minf2c11 , 2c12 g
and x 2 Fix(T ), we get

kxnþ1  x k ¼ kn x0 þ ð1  n ÞTðtn Þ  x k


 
¼ kn ðx0  x Þ þ ð1  n Þ Tðtn Þ  x k
 n kx0  x k þ ð1  n ÞkTðtn Þ  Tðx Þk
 n kx0  x k þ ð1  n Þktn  x k
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 n kx0  x k
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
þ ð1  n Þ kxn  x k2  ð1  2n c2 Þktn  yn k2  ð1  2n c1 Þkxn  yn k2
 n kx0  x k þ ð1  n Þkxn  x k
 n kx0  x k þ ð1  n Þkx0  x k
 kx0  x k:

This shows that (10) holds for n þ 1. Therefore (10) holds for all n  0.
Using again Lemma 3.1, 0 5 n  minf2c11 , 2c12 g and x 2 Fix(T ), we get

kxnþ1  x k2 ¼ kn x0 þ ð1  n ÞTðtn Þ  x k2


 
¼ kn ðx0  x Þ þ ð1  n Þ Tðtn Þ  x k2
 n kx0  x k2 þ ð1  n ÞkTðtn Þ  Tðx Þk2
 n kx0  x k2 þ ð1  n Þktn  x k2
 n kx0  x k2 þ ð1  n Þfkxn  x k2  ð1  2n c1 Þkxn  yn k2
 ð1  2n c2 Þk yn  tn k2 g
 n kx0  x k2 þ kxn  x k2  ð1  2n c1 Þkxn  yn k2 :

Then, since {2c1n}  (0, 1  ) for some  2 (0, 1), we have

kxn  yn k2  ð1  2n c1 Þkxn  yn k2


 n kx0  x k2 þ kxn  x k2  kxnþ1  x k2
¼ n kx0  x k2
þ ðkxn  x k  kxnþ1  x kÞðkxn  x k þ kxnþ1  x kÞ
 n kx0  x k2 þ kxnþ1  xn kðkxn  x k þ kxnþ1  x kÞ:

The lemma is proved. g


THEOREM 3.3 Suppose that assumptions (i)–(iv) hold and T is nonexpansive on C.
Then the sequences {xn}, {yn} and {tn} generated by Algorithm 1 strongly converge to
8 P.N. Anh

the same point PrSol( f,C )\Fix(T )(x0) provided

lim kxnþ1  xn k ¼ 0:
n!1

Proof For each n, (2) shows that there exists w 2 @2 f ( yn, tn) such that

htn  xn , t  tn i  n hw, tn  ti 8t 2 C:

With t ¼ yn, we have


htn  xn , yn  tn i  n hw, tn  yn i:
Combining f (x, x) ¼ 0 for all x 2 C, the latter inequality and the definition of w,
namely
Downloaded by [Chiang Mai University] at 07:17 18 February 2012

f ð yn , tÞ  f ð yn , tn Þ  hw, t  tn i 8t 2 C,

we have
htn  xn , yn  tn i  n hw, yn  tn i
 n f f ð yn , tn Þ  f ð yn , yn Þg
¼ n f ð yn , tn Þ: ð11Þ
From (9), it follows
hyn  xn , tn  yn i  n f f ðxn , yn Þ  f ðxn , tn Þg: ð12Þ
Adding two inequalities (11) and (12), we obtain
htn  yn , yn  xn  tn þ xn i  n f f ðxn , yn Þ þ f ð yn , tn Þ  f ðxn , tn Þg:
Then, since f is Lipschitz-type continuous on C, we have
ktn  yn k2  n fc1 kxn  yn k2  c2 k yn  tn k2 g,
that is
ð1  n c2 Þktn  yn k2  n c1 kxn  yn k2 : ð13Þ
Lemma 3.2 shows that the sequence {kxn  xk} is bounded and
kxn  yn k2  n kx0  x k2 þ kxn  xnþ1 kðkxn  x k þ kxnþ1  x kÞ:
From this, limn!1 n ¼ 0 and limn!1 kxnþ1  xn k ¼ 0, it follows that
lim kxn  yn k ¼ 0: ð14Þ
n!1

Combining (13) and (14), we obtain


lim ktn  yn k ¼ 0: ð15Þ
n!1

Lemma 3.1 implies


ktn  x k  kxn  x k:
Optimization 9

Then,

kTðxn Þ  xn k  kTðxn Þ  Tðtn Þk þ kTðtn Þ  Tð yn Þk þ kTð yn Þ  xnþ1 k þ kxnþ1  xn k


 kxn  tn k þ 2ktn  yn k þ n kTðtn Þ  x0 k þ kxnþ1  xn k
 kxn  tn k þ 2ktn  yn k þ n fkTðtn Þ  x k þ kx  x0 kg þ kxnþ1  xn k
 kxn  yn k þ 3ktn  yn k þ n fktn  x k þ kx  x0 kg þ kxnþ1  xn k
 kxn  yn k þ 3ktn  yn k þ n fkxn  x k þ kx  x0 kg þ kxnþ1  xn k:
ð16Þ
Thus, combining limn!1 n ¼ 0, limn!1 kxnþ1  xn k ¼ 0, (14)–(16), we obtain
lim kTðxn Þ  xn k ¼ 0: ð17Þ
n!1
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Since {xn} is bounded, there exists a subsequence fxnj g of {xn} so that

lim suphx0  x , xn  x i ¼ lim hx0  x , xnj  x i, ð18Þ


n!1 j!1

where x :¼ PrSol( f,C )\Fix(T )(x0). Without loss of generality, we may further assume
that fxnj g weakly converges to x 2 H. Hence, (18) reduces to

lim suphx0  x , xn  x i ¼ hx0  x , x  x i: ð19Þ


n!1

Using Lemma 2.4, (17) and xnj * x as j ! 1, we have


 ¼ x:
TðxÞ  ð20Þ
nj
From (14), (15) and x * x as j ! 1, it follows

ynj * x,
 tnj * x as j ! 1:

Then, from (8) and assumptions of f, it follows

nj f f ðxnj , yÞ  f ðxnj , ynj Þg  hynj  xnj , ynj  yi 8y 2 C,

and when j ! 1, we have f ðx,  yÞ  0 for all y 2 C. It means that x 2 Sol ð f, CÞ.
Combining this and (20), we have
x 2 Solð f, CÞ \ FixðTÞ:
Using this and x ¼ PrSol( f,C )\Fix(T )(x0), we have

hx0  x , x  x i  0:
Thus, combining with (19), we have

lim suphx0  x , xn  x i  0: ð21Þ


n!1

Now, with x ¼ PrSol( f,C ) \ Fix(T )(x0), from Lemma 3.1 and the following
inequality

kx þ yk2  kxk2 þ 2hy, x þ yi 8x, y 2 H,


10 P.N. Anh

it implies
kxnþ1  x k2 ¼ kn x0 þ ð1  n ÞTðtn Þ  x k2
 
¼ kð1  n Þ Tðtn Þ  x þ n ðx0  x Þk2
 ð1  n Þ2 kTðtn Þ  x k2 þ 2n hxnþ1  x , x0  x i
 ð1  n Þ2 ktn  x k2 þ 2n hxnþ1  x , x0  x i
 ð1  n Þktn  x k2 þ 2n hxnþ1  x , x0  x i
 ð1  n Þkxn  x k2 þ 2n hxnþ1  x , x0  x i:
Thus, we get
kxnþ1  x k2  ð1  n Þkxn  x k2 þ n n ,
where n :¼ 2hxnþ1  x, x0  xi. Then, from an application of Lemma 2.2 and (21),
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it yields that limn!1 kxn  x k ¼ 0. From (14) and (15), it follows


limn!1 k yn  x k ¼ 0 and limn!1 ktn  x k ¼ 0. g

4. Applications
In this section, we discuss about two applications of Theorem 3.3 to finding a
common point of the set of fixed point of a nonexpansive mapping and the set of
solutions of a variational inequality problems (VIPs) for a monotone, Lipschitz-type
continuous mapping.
Let C be a nonempty closed convex subset of a Hilbert space H. For each pair x,
y 2 C, we define
f ðx, yÞ :¼ hFðxÞ, y  xi, ð22Þ
where F : C ! H. Then the equilibrium problems EP( f, C ) become the following
VIPs:
Find x 2 C such that hFðx Þ, x  x i  0 8x 2 C:
We denote Sol(F, C ) the set of solutions of (VIP).
LEMMA 4.1 If F is L-Lipschitz continuous on C, that is
kFðxÞ  Fð yÞk  Lkx  yk 8x, y 2 C,
then f defined by (22) is Lipschitz-type continuous with constants c1 ¼ c2 ¼ L2 on C.
Proof For each x, y, z 2 C, from (22), it follows that
f ðx, yÞ þ f ð y, zÞ  f ðx, zÞ ¼ hFðxÞ, y  xi þ hFð yÞ, z  yi  hFðxÞ, z  xi
¼ hFð yÞ  FðxÞ, y  zi
 kFðxÞ  Fð yÞkk y  zk
 Lkx  ykk y  zk
L L
  kx  yk2  k y  zk2
2 2
¼ c1 kx  yk2  c2 k y  zk2 :
Thus f is Lipschitz-type continuous on C. g
Optimization 11

Now we use Algorithm 1 to find a common point of Sol(F, C ) \ Fix(T ). In this


case, the subproblems needed to solve at Step 1 are of the form
8  
>
> n 1 n 2 n n
>
< y :¼ arg min k y  x k þ  n hFðx Þ, y  x i : y 2 C ,
2
 
>
> 1
>
: t n
:¼ arg min kt  x n 2
k þ n hFð y n
Þ, t  xn
i : y 2 C :
2
Hence, we have
8  
>
> n 1  n n
 2  n n

>
< y ¼ arg min 2 k y  x  n Fðx Þ k : y 2 C ¼ PrC x  n Fðx Þ ,
 
>
> 1  n  2  n 
> n n n
: t ¼ arg min kt  x  n Fð y Þ k : y 2 C ¼ PrC x  n Fð y Þ :
2
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Thus, Algorithm 1 and its convergence become the following results proposed by
Zeng and Yao [24].
THEOREM 4.2 [24] Let C be a nonempty closed convex subset of a real Hilbert space
H. Let F : C ! H be a monotone, L-Lipschitz continuous mapping and T : C ! C be a
nonexpansive mapping such that Fix(T ) \ Sol(F, C ) 6¼ ;. Let {xn}, {yn} be the
sequences generated by
8 0
< x ¼ x 2 H, 
yn ¼ PrC xn  n Fðxn Þ ,   ð23Þ
: nþ1
x ¼ n x0 þ ð1  n ÞTPrC xn  n Fð yn Þ ,
where {n} and {n} satisfy the conditions:
(a) {Ln}  (0, 1 P) for some  2 (0, 1).
(b) fn g  ð0, 1Þ, 1n¼0 n ¼ 1, limn!1 n ¼ 0:

Then the sequences {xn}, {yn} strongly converge to the same point PrFix(T )\Sol(F,C )(x0)
provided
lim kxnþ1  xn k ¼ 0:
n!1

As in Nadezhkina and Takahashi [16] when C ¼ H we give the following


application of Theorem 3.3.
THEOREM 4.3 Let H be a real Hilbert space. Let F : H ! H be a monotone,
L-Lipschitz continuous mapping and T : H ! H be a nonexpansive mapping such that
Fix(T ) \ F1(0) 6¼ ;. Let {xn} be a sequence generated by
8 0
< x ¼ x 2 H,
yn ¼ xn  n Fðxn Þ,   ð24Þ
: nþ1
x ¼ n x0 þ ð1  n ÞT xn  n Fð yn Þ 8n  0,
where {n} and {n} satisfy the conditions:
(a) {Ln}  (0, 1 P) for some  2 (0, 1).
(b) fn g  ð0, 1Þ, 1n¼0 n ¼ 1, limn!1 n ¼ 0:

Then the sequence {xn} strongly converges to PrFixðFÞ\F1 ð0Þ ðx0 Þ provided
lim kxnþ1  xn k ¼ 0:
n!1
12 P.N. Anh

Proof For f(x, y) ¼ hF(x), y  xi, we have F1(0) ¼ Sol(F, H) and PrH ¼ I.
By Theorem 3.3, we have the desired results. g
Remark 1 If f ¼ 0 then Sol( f, C ) \ Fix(T ) ¼ Fix(T ) and the sequence {xn} of
Algorithm 1 becomes a iteration sequence first introduced by Halpern in [12] as
follows:
x0 2 H, xnþ1 ¼ n x0 þ ð1  n ÞTðxn Þ:

Under assumptions on parameters n, Wittmann in [21] proved that {xn} strongly
converges to a fixed point PrFix(T )(x0) of a nonexpansive mapping T. By using this
fixed point technique and the extragradient method for finding a common point of a
VIP and a nonexpansive mapping, Zeng and Yao proposed the iteration scheme (23),
Nadezhkina and Takahashi also proposed the iteration scheme (24) and other
schemes [19,23]. At each iteration n in all of these algorithms, it requires the
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assumption that xnþ1  xn ! 0 or solving approximation auxiliary equilibrium


problems for finding a common solution of an equilibrium problem and a fixed point
problem. At each main iteration n of Algorithm 1, we only solve strongly convex
problems on C, but the proof of convergence has been done still under the
assumptions that xnþ1  xn ! 0.

Acknowledgements
The author thank the referee for his/her useful comments, remarks and important suggestions
on this article. This work was supported by the Vietnam National Foundation for Science
Technology Development (NAFOSTED).

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