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Inertial KM-type extragradient scheme for solving a variational inequality and a hierarchical fixed point problems
Journal of Inequalities and Applications volume 2021, Article number: 38 (2021)
Abstract
We propose an inertial KM-type extragradient scheme to approximate a common solution of a variational inequality problem and a hierarchical fixed point problem for nonexpansive mappings. This scheme generalizes and unifies a number of known iterative schemes. Furthermore, we discuss the weak convergence for the proposed scheme. We also discuss an example to illustrate the main theorem.
1 Introduction
Let \({\mathcal{C}}\) be a nonempty convex and closed set in a real Hilbert space \({\mathcal{H}}\) and \(\langle \cdot ,\cdot \rangle \) and \(\Vert \cdot \Vert \) denote the inner product and induced norm on \({\mathcal{H}}\). A mapping \(U:{\mathcal{C}} \to {\mathcal{C}}\) is said to be nonexpansive if \(\Vert Uu-Uv\Vert \leq \Vert u-v\Vert \), \(\forall u,v \in {\mathcal{C}}\). Note that if \(\mathrm{F}(U):= \{ u \in {\mathcal{C}}: Uu=u\} \neq \emptyset \) then set \(\mathrm{F}(U)\) is convex and closed. Let \({\mathrm{F}}(U)\neq \emptyset \). The subdifferential of a proper function \(g:{\mathcal{H}} \to (-\infty , +\infty ]\) is the set-valued operator \(\partial g: {\mathcal{H}}\to 2^{\mathcal{H}}\) defined by \(\partial g(u)=\{w \in {\mathcal{H}} : \langle y-u, w\rangle +g(u) \leq g(y), \forall y \in {\mathcal{H}} \}\). Let \(u \in {\mathcal{H}}\). Then g is subdifferential at u if \(\partial g(u) \neq \emptyset \). The indicator function \(\psi _{\mathcal{C}}: {\mathcal{H}} \to (-\infty , +\infty ]\) is given by
Note that \(\psi _{\mathcal{C}}\) is a convex function when \({\mathcal{C}}\) is a convex set.
In 2006, Moudafi et al. [1] discussed the convergence of a scheme for the following hierarchical fixed point problem (in short, H-FPP): Find \(\bar{u}\in {\mathrm{F}}(U)\) such that
where the mappings \(U,V:{\mathcal{C}} \to {\mathcal{C}}\) are nonexpansive. Let Φ denote the set of solutions of \(\operatorname{H\text{-}FPP}(\mbox{1.1})\). If \(\bar{u}\in {\mathrm{F}}(U)\) then \((\mbox{1.1}) \Leftrightarrow \langle -(I-V)\bar{u}, u-\bar{u}\rangle + \psi _{{\mathrm{F}}(U)}(\bar{u})\leq \psi _{{\mathrm{F}}(U)}(u) \Leftrightarrow -(I-V) {\bar{u}} \in \partial \psi _{{\mathrm{F}}(U)} (\bar{u})\). Hence \(\operatorname{H\text{-}FPP}(\mbox{1.1})\) is equivalent to the variational inclusion: Find \(\bar{u}\in {{\mathrm{F}}(U)}\) such that
where the mapping I is identity on \({\mathcal{C}}\) and \(N_{{\mathrm{F}}(U)}(\bar{u})\) denotes the normal cone to \({\mathrm{F}}(U)\) at Å« given by
If we set \(V=I\), then Φ is just \({\mathrm{F}}(U)\). Furthermore, we mention that \(\operatorname{H\text{-}FPP}(\mbox{1.1})\) is worth to study because it includes as special cases, the important problems such as the variational inequality on fixed point sets and hierarchical minimization problems; see Moudafi [2].
In 2007, Moudafi [2] proposed the following Krasnoselski–Mann (KM)-type scheme for solving \(\operatorname{H\text{-}FPP}(\mbox{1.1})\): For given \(u_{0}\in {\mathcal{C}}\),
where \(\{\alpha _{k}\}\subset (0,1)\) and \(\{\sigma _{k}\}\subset (0,1)\). For further work related to scheme (1.3), see for example [1, 3–7].
In 2008, Mainge [8] introduced an inertial version of KM-type scheme by unifying the KM-type scheme and the inertial extrapolation, for approximating a fixed point of nonexpansive mappings and discussed the weak convergence. Recently, Bot et al. [9] derived some the convergence results of the following inertial KM-type scheme to approximate a fixed point of nonexpansive mapping U on \({\mathcal{H}}\) which generalize the results of Mainge [8]:
for each \(k\geq 1\), where \(\eta _{k}\) is a damping-type term and \(\alpha _{k}\) is a relaxation factor. Recently, the interest of studying inertial type algorithms has been increased due to their fast convergence. For further study of scheme (1.4) and its generalizations; see for example [10–13].
On the other hand, we consider the classical variational inequality (in short, VI): Find \(\bar{u}\in {\mathcal{C}}\) such that
introduced in [14] where \(h: {\mathcal{H}} \to {\mathcal{H}}\). The set of solutions of \(\operatorname{VI}(\mbox{1.5})\) is denoted by \(\operatorname{Sol}(\operatorname{VI}(\mbox{1.5}))\). Note that the projected gradient scheme for solving \(\operatorname{VI}(\mbox{1.5})\) is
where \(\mu >0\) and \({\mathcal{P}}_{{\mathcal{C}}}\) is the metric projection onto \({\mathcal{C}}\). In order to converge, this scheme requires the restrictive condition that h is inverse strongly (or strongly) monotone. To overcome this difficulty, Korpelevich [15] proposed an extragradient iterative scheme by
where \(\mu \in (0, \frac{1}{L})\), where \(L>0\) is Lipschitz constant of h. Since then many researchers improved scheme (1.7) in various directions; see, e.g. [16–24] and the references therein. Note that the calculation of two projections onto \({\mathcal{C}}\) might affect the efficiency of such scheme. Therefore, Dong et al. [25] proposed the following inertial KM-type extragradient scheme for \(\operatorname{VI}(\mbox{1.5})\):
where \(\{\eta _{k}\}\subset [0, \eta ]\), ∀k is nondecreasing with \(\eta _{1}=0\) and \(0\leq \eta _{k} \leq \eta < 1\), for every \(k\geq 1\) such that
and
They proved the weak convergence theorem for scheme (1.8).
In this paper, we propose an inertial version of KM-type extragradient scheme by combining iterative schemes (1.3) and (1.8) to approximate a common solution of \(\operatorname{H\text{-}FPP}(\mbox{1.1})\) and \(\operatorname{VI}(\mbox{1.5})\). We prove a weak convergence theorem for the proposed scheme. Furthermore, we discuss an example to illustrate the main theorem. The theorems of the paper unify and generalize previously known corresponding theorems; see for example [2, 8, 9, 25–27].
2 Preliminaries
We give some definitions and results of convex and nonlinear analysis, which will be used in the proof of the weak convergence theorem.
A mapping \({\mathcal{P}}_{{\mathcal{C}}}\) is called the metric projection of \({\mathcal{H}}\) onto \({\mathcal{C}}\) if for every point \(u \in {\mathcal{H}}\), there exists a unique point in \({\mathcal{C}}\) denoted by \({\mathcal{P}}_{{\mathcal{C}}} u\) such that
Note that \({\mathcal{P}}_{{\mathcal{C}}}\) is nonexpansive and satisfies
Moreover, \({\mathcal{P}}_{{\mathcal{C}}}u\) is characterized by the fact \({\mathcal{P}}_{{\mathcal{C}}}u\in {\mathcal{C}}\) and
which implies that
Definition 2.1
A mapping \(h:{\mathcal{H}} \to {\mathcal{H}}\) is called:
-
(i)
monotone, if for all \(u,v \in {\mathcal{H}}\), we have
$$ \langle hu-hv , u-v\rangle \geq 0; $$ -
(ii)
L-Lipschitz continuous, if there exists a constant \(L >0\) such that, for all \(u,v \in {\mathcal{H}}\), we have
$$ \Vert hu-hv \Vert \leq L \Vert u-v \Vert . $$
Lemma 2.1
If a mapping U is nonexpansive on \({\mathcal{H}}\) then \(I-U\) is maximal monotone [28] and demiclosed [29] on \({\mathcal{H}}\).
Lemma 2.2
([30])
Let \(\{\psi _{k}\}\), \(\{\delta _{k}\}\) and \(\{\eta _{k}\}\) be the sequences in \([0, \infty )\) such that \(\psi _{k+1}\leq \psi _{k}+\eta _{k}(\psi _{k}-\psi _{k-1})+\gamma _{k}\), \(\forall k\geq 1\), \(\sum_{k=1}^{\infty }\gamma _{k} < +\infty \) and there is a number η with \(0\leq \eta _{k}\leq \eta <1\), \(\forall k\geq 1\). Then the following hold:
-
(a)
\(\sum_{k= 1}^{\infty }[\psi _{k}-\psi _{k-1}]_{+}< +\infty \), where \([r]_{+} := \max \{r, 0\}\);
-
(b)
there is a \(\psi ^{*}\in [0, \infty )\) such that \(\lim_{k\to \infty } \psi _{k}=\psi ^{*}\).
Lemma 2.3
([31])
Let \({\mathcal{C}}\) be a nonempty subset of \({\mathcal{H}}\) and the sequence \(\{u_{k}\}\) in \({\mathcal{H}}\) satisfy the conditions:
-
(a)
\(\lim_{k \to \infty } \Vert u_{k} -u\Vert \) exists for every \(u \in {\mathcal{C}}\);
-
(b)
any weak cluster point of \(\{u_{k}\}\) is in \({\mathcal{C}}\).
Then \(\{u_{k}\}\) is weak convergent to a point in \({\mathcal{C}}\).
3 Weak convergence theorem
We propose the following inertial KM-type extragradient scheme for solving \(\operatorname{H\text{-}FPP}(\mbox{1.1})\) and \(\operatorname{VI}(\mbox{1.5})\).
Scheme
Choose initial values \(u_{0}, u_{1}\in {\mathcal{H}}\) arbitrarily. The sequence \(\{u_{k}\}\) be generated by the scheme:
where \(\{\eta _{k}\}\subset [0, \eta ]\), ∀k, is nondecreasing with \(\eta _{1}=0\) and \(0\leq \eta _{k} \leq \eta < 1\), \(\{\sigma _{k}\}\subseteq [c,d]\), \(c,d\in (0,1)\), \(\mu \in (0,\frac{1}{L})\), \(L>0\) and \(\{\alpha _{k}\}\) is a real sequence with conditions:
Now, we discuss the weak convergence for scheme (3.1).
Theorem 3.1
Let \({\mathcal{H}}\) be a real Hilbert space and \({\mathcal{C}}\subset {\mathcal{H}}\) be a nonempty, convex and closed set; let the mappings \(U,V:{\mathcal{C}}\to {\mathcal{C}}\) be nonexpansive and \(h:{\mathcal{H}}\to {\mathcal{H}}\) be L-Lipschitz continuous and monotone. Assume that \(\Gamma =\operatorname{Sol}(\operatorname{VI}(\mbox{1.5}))\cap \Phi \cap {\mathrm{F}(V)} \neq \emptyset \). Let the sequence \(\{u_{k}\}\) be defined by scheme (3.1). Then the following results hold:
-
(a)
\(\sum_{k=1}^{\infty }\Vert u_{k+1}-u_{k}\Vert ^{2}< +\infty \);
-
(b)
the sequence \(\{u_{k}\}\) converges weakly to \(\bar{u} \in \Gamma \).
Proof
(a). Let for any \(q\in \Gamma \). Since h is L-Lipschitz continuous and monotone then we can easily get
see [3]. From the nonexpansivity of \({\mathcal{P}}_{{\mathcal{C}}}\) and Lipschitz continuity of h, it follows that
which yields
As follows from (3.2), (3.4) and \(\mu L\in (0,1)\), we have
Let for any \(q\in \Gamma \) and \(T_{\sigma _{k}}:=\sigma _{k}V+(1-\sigma _{k})U\). Now, by using (3.5), we estimate
Next, we estimate
Furthermore, from scheme (3.1), we have
where \(\rho _{k}:=\frac{1}{\eta _{k}+\delta \alpha _{k}}\). Thus, it follows from (3.9) and (3.10) that
where
since \(\eta _{k}\rho _{k} <1\) and \(\alpha _{k}\in (0,1)\). It follows from \(\delta =\frac{(1-\eta _{k}\rho _{k})}{\alpha _{k}\rho _{k}}\) and (3.12) that
Next, we define the sequences \(\{\phi _{k}\}\) and \(\{\psi _{k}\}\) by
Now, using the monotonicity of \(\{\eta _{k}\}\) and the fact that \(\phi _{k}\geq 0\) for all \(k\in \mathbb{N}\), we have
Hence, it follows from (3.11) and (3.15) that
Now, we note that
see [9].
Therefore, it follows from (3.16) and (3.17) that
Since \(\eta _{1}=0\), it follows from (3.14) that \(\psi _{1}=\phi _{1}\geq 0\) and hence (3.18) shows that \(\{\psi _{k}\}\) is bounded. Furthermore, (3.14) and the boundedness of \(\{\eta _{k}\}\) yield
Thus, we obtain
Now, it follows from (3.18), (3.19), (3.20) and the boundedness of \(\{\psi _{k}\}\) that
which implies that \(\sum_{k=1}^{\infty }\Vert u_{k+1}-u_{k}\Vert ^{2}<+\infty \).
Proof of (b). Since \(\eta _{k}\rho _{k} <1\), it follows from (3.11), (3.13), \(\sum_{k=1}^{\infty }\Vert u_{k+1}-u_{k}\Vert ^{2}<+\infty \), and Lemma 2.2 that
and hence \(\{u_{k}\}\) is bounded. It follows furthermore from \(\sum_{k=1}^{\infty }\Vert u_{k+1}-u_{k}\Vert ^{2}<+\infty \) that
Next, by the definition of \(t_{k}\) in (3.1) and \(\eta _{k}\leq \eta \), ∀k, we have
which implies that
and hence \(\{t_{k}\}\) is bounded. Since
it follows from (3.23), (3.24) and (3.25) that
From (3.6) and (3.26), and \(\{\alpha _{k}\}\subseteq (0,1)\), \(\{\sigma _{k}\}\subseteq [c,d]\), \(c,d \in (0,1)\), we have
where \(M_{1}:=\sup_{k}\{\Vert t_{k}-q\Vert +\Vert u_{k+1}-q\Vert \}\). Hence, it follows
From (3.6) and (3.26), and \(\mu L\in (0,1)\), we have
it follows that
It follows from (3.26) and (3.28) that
Furthermore, we have
Since \(\alpha _{k}>\alpha >0\), ∀k, it follows from (3.26), (3.27), (3.28) and (3.30) that
From (3.27) and (3.31), we have
Now, let Å« be a sequential weak cluster point of \(\{u_{k}\}\), that is, there exists a subsequence \(\{u_{k_{i}}\}\) of \(\{u_{k}\}\) such that \(\{u_{k_{i}}\}\) converges weakly to Å«, say, in \({\mathcal{H}}\). Furthermore, (3.24) and (3.28) imply that \(\{u_{k}\}\), \(\{t_{k}\}\) and \(\{w_{k}\}\) all have the same asymptotic behavior and hence there exist subsequences \(\{t_{k_{i}}\}\) of \(\{t_{k}\}\) and \(\{w_{k_{i}}\}\) of \(\{w_{k}\}\) and such that \(t_{k_{i}}\) and \(w_{k_{i}}\) both converge weakly to Å«. Now, Lemma 2.1, (3.31) and (3.32) imply that \(\bar{u}\in {\mathrm{F}}(U)\) and \(\bar{u}\in {\mathrm{F}}(V)\).
Next, we prove that \(\bar{u}\in \Phi \). Since
and hence
and therefore for all \(z\in {\mathrm{F}}(U)\) and by making use of the monotonicity of \(I-V\), we have
Hence,
Using (3.29), (3.31), and the conditions on the parameters \(\alpha _{k}\) and \(\sigma _{k}\) in (3.36), we have
Since \(w_{k_{i}}\) converges weakly to Å«, we get
Since \({\mathrm{F}}(U)\) is convex, \(\beta z+(1-\beta )\hat{u}\in {\mathrm{F}}(U)\) for \(\beta \in (0,1)\) and hence
which implies
On taking the limit \(\beta \to 0_{+}\), we have
which implies \(\bar{u}\in \Phi \).
Now, we show that \(\bar{u}\in \operatorname{Sol}(\operatorname{VI}(\mbox{1.5}))\). Since \(\lim_{k\to \infty }\Vert v_{k}-t_{k}\Vert =0\) and \(\lim_{k\to \infty }\Vert t_{k}-u_{k}\Vert =0\), there exist subsequences \(\{t_{k_{i}}\}\) of \(\{t_{k}\}\) and \(\{v_{k_{i}}\}\) of \(\{v_{k}\}\), respectively, such that \(\{t_{k_{i}}\}\), \(\{v_{k_{i}}\}\) both converge weakly to Å«. Let
then the monotone mapping G is maximal [32] and hence \(0 \in G v\) if and only if \(v\in \operatorname{Sol}(\operatorname{VI}(\mbox{1.5}))\) [33]. Let \((v,w)\in \operatorname{graph}(G)\), then \(w\in Gv=h v + N_{{\mathcal{C}}}(v)\) and hence \(w-h v\in N_{{\mathcal{C}}}(v)\), i.e., \(\langle v-u, w-hv \rangle \geq 0\), for all \(u \in {\mathcal{C}}\).
On the other hand, from \(v_{k}={\mathcal{P}}_{{\mathcal{C}}}(I-\mu h)t_{k}\) and \(v \in {\mathcal{C}}\), we get
This implies that
Since \(\langle v-u, w-hv \rangle \geq 0\), for all \(u \in {\mathcal{C}}\) and \(v_{k_{i}} \in {\mathcal{C}}\), using the monotonicity of h, we have
Since h is continuous, on taking the limit \(i\to \infty \) we have \(\langle v-\bar{u}, w \rangle \geq 0\). Since G is maximal monotone, we have \(\bar{u} \in G^{-1}0\) and hence \(\bar{u}\in \operatorname{Sol}(\operatorname{VI}(\mbox{1.5}))\) and thus \(\bar{u}\in \Gamma \).
Finally, it follows from (3.22) and Lemma 2.3 that the sequence \(\{u_{k}\}\) converges weakly to \(\bar{u}\in \Gamma \). □
Remark 3.2
One can derive a number of schemes from scheme (3.1); some special cases are as follows:
-
(i)
Setting \(\eta _{k}=0\), ∀k then scheme (3.1) reduces to extragradient scheme for solving \(\operatorname{VI}(\mbox{1.5})\) and \(\operatorname{H\text{-}FPP}(\mbox{1.1})\).
-
(ii)
Setting \(\sigma _{k}=0\), ∀k, and \(V=I\), \(U=I\) then scheme (3.1) reduces to \(\operatorname{scheme}{(\mbox{1.8})}\) for solving \(\operatorname{VI}(\mbox{1.5})\) and hence we recover Theorem 3.1 [25].
-
(iii)
Setting \(V=I\), \(\sigma _{k}=0\), \(U=J_{\lambda _{k}}^{B}:=(I+\lambda _{k} B)^{-1}\) (where \(B:{\mathcal{H}}\to 2^{{\mathcal{H}}}\) is maximal monotone and \(\lambda _{k}\in (0, \infty )\)), and \(\alpha _{k}=\alpha\) ∀k, scheme (3.1) takes the following form:
$$ \left . \textstyle\begin{array}{l} t_{k}=u_{k}+\eta _{k}(u_{k}-u_{k-1}), \\ v_{k}= {\mathcal{P}}_{{\mathcal{C}}}(t_{k}-\mu h(t_{k})), \\ w_{k}= {\mathcal{P}}_{{\mathcal{C}}}(t_{k}-\mu h(v_{k})), \\ u_{k+1}=(1-\alpha )t_{k}+\alpha J_{\lambda _{k}}^{B}w_{k}, \end{array}\displaystyle \right \} $$(3.43)which was considered with an additional error tolerance strategy in [34].
4 Numerical example
We discuss an example to illustrate Theorem 3.1.
Example 4.1
Let \({\mathcal{H}}=\mathbb{R}\). Let \({\mathcal{C}}= (-\infty , +\infty )\), the mappings \(h:{\mathcal{H}}\to {\mathcal{H}}\) be defined by \(h(u)=3u-2\), \(\forall u \in {\mathcal{C}}\); and \(U, V: {\mathcal{C}}\to {\mathcal{C}}\) be defined by \(Uu=\frac{u+4}{7}\), \(Vu=\frac{u+6}{10}\), \(\forall u \in {\mathcal{C}}\), respectively. Setting \(\{\alpha _{k}\}=0.8\), \(\{\eta _{k}\}=0.4\) and \(\{\sigma _{k}\}=\{\frac{1}{1000}+\frac{0.9}{k^{2}}\}\), \(\forall k \geq 1\). Then there are unique sequences \(\{u_{k}\}\), \(\{v_{k}\}\) and \(\{w_{k}\}\) obtained by scheme (3.1) converging to \(\bar{u}=\frac{2}{3}\in \Gamma \).
Proof
Since h is Lipschitz continuous with \(L=3\) and monotone and hence \(\mu \in (0,\frac{1}{3})\), we take \(\mu =\frac{1}{4}\). Observe that the mappings U, V are nonexpansive with \({\mathrm{F}}(U)= \{ \frac{2}{3} \} \), \({\mathrm{F}}(V)= \{ \frac{2}{3} \} \), and hence \(\Phi =\operatorname{Sol}(\operatorname{H\text{-}FPP}(\mbox{1.1}))= \{ \frac{2}{3} \} \). One can also obtain \(\operatorname{Sol}(\operatorname{VI}(\mbox{1.5}))= \{ \frac{2}{3} \} \). Hence, \(\Gamma =\operatorname{Sol}(\operatorname{VI}(\mbox{1.5}))\cap \Phi \cap {\mathrm{F}(S)}= \{ \frac{2}{3} \} \neq \emptyset \). Furthermore, scheme (3.1) reduces to the following scheme: Given initial values \(u_{0}\), \(u_{1}\),
Finally, using MATLAB, we have Fig. 1 and Table 1, which show that \(\{u_{k}\}\), \(\{v_{k}\}\) and \(\{w_{k}\}\) converge to \(\bar{u}=\frac{2}{3}\) as \(k \to +\infty \).
 □
Concluding remark 4.1
In this paper, we considered a variational inequality problem (VI) and a hierarchical fixed point problem (H-FPP) in Hilbert space. We proposed an inertial version of Krasnoselski–Mann (KM)-type extragradient scheme (3.1) by combining the KM-type scheme (1.3) and an inertial version of the extragradient scheme (1.8) to approximate a common solution of \(\operatorname{H\text{-}FPP}(\mbox{1.1})\) and \(\operatorname{VI}(\mbox{1.5})\). Furthermore, we proved a weak convergence theorem for the proposed scheme (3.1). Finally, we discussed an example to illustrate Theorem 3.1.
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Acknowledgements
This research was funded by the Deanship of Scientific Research at Princess Nourah bint Abdulrahman University through the Fast-track Research Funding Program. The authors sincerely thank the anonymous referees for their valuable suggestions and useful comments that have led to the present improved version of the original manuscript.
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This research was funded by the Deanship of Scientific Research at Princess Nourah bint Abdulrahman University through the Fast-track Research Funding Program.
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AlNemer, G., Ali, R. & Kazmi, K.R. Inertial KM-type extragradient scheme for solving a variational inequality and a hierarchical fixed point problems. J Inequal Appl 2021, 38 (2021). https://doi.org/10.1186/s13660-021-02565-3
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DOI: https://doi.org/10.1186/s13660-021-02565-3