Optimization: A Journal of Mathematical Programming and Operations Research
Optimization: A Journal of Mathematical Programming and Operations Research
Optimization: A Journal of
Mathematical Programming and
Operations Research
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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
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:
*Email: [email protected]
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
>
> 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
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:
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,
>
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>
>
< n min 1 , 1 ,
>
2c1 2c2
>
> X
1
>
>
>
: fn g ð0, 1Þ, n ¼ 1, lim n ¼ 0:
n!1
n¼0
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
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Hilbert space H.
LEMMA 3.1 Suppose that x 2 Sol( f, C ). Then,
f ð yn , tÞ f ð yn , tn Þ hw, t tn i 8t 2 C:
f ð yn , x Þ f ð yn , tn Þ hw, x tn i: ð1Þ
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
it implies that
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
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
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:
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
Then,
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
ynj * x,
tnj * x as j ! 1:
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
Now, with x ¼ PrSol( f,C ) \ Fix(T )(x0), from Lemma 3.1 and the following
inequality
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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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
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
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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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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