Abstract
Based on the very recent work by Shehu and Agbebaku in Comput. Appl. Math. 2017, we introduce an extension of their iterative algorithm by combining it with inertial extrapolation for solving split inclusion problems and fixed point problems. Under suitable conditions, we prove that the proposed algorithm converges strongly to common elements of the solution set of the split inclusion problems and fixed point problems.
Keywords:
variational inequality problem; split variational inclusion problem; multi-valued quasi-nonexpasive mappings; Hilbert space MSC:
47H06; 47H09; 47J05; 47J25
1. Introduction
The split monotone variational inclusion problem (SMVIP) was introduced by Moudafi [1]. This problem is as follows:
and such that
where 0 is the zero vector, and are real Hilbert spaces, and are given single-valued operators defined on and , respectively, and are multi-valued maximal monotone mappings defined on and , respectively, and A is a bounded linear operator defined on to .
It is well known (see [1]) that
and that
where and are the resolvent operators of and , respectively, with . Note that and are nonexpansive and firmly nonexpansive.
Recently, Shehu and Agbebaku [2] proposed an algorithm involving a step-size selected and proved strong convergence theorem for split inclusion problem and fixed point problem for multi-valued quasi-nonexpansive mappings. In [1], Moudafi pointed out that the problem (SMVIP) [3,4,5] includes, as special cases, the split variational inequality problem [6], the split zero problem, the split common fixed point problem [7,8,9] and the split feasibility problem [10,11], which have already been studied and used in image processing and recovery [12], sensor networks in computerized tomography and data compression for models of inverse problems [13].
If and in the problem (SMVIP), then the problem reduces to the split variational inclusion problem (SVIP) as follows:
and such that
Note that the problem (SVIP) is equivalent to the following problem:
for some .
We denote the solution set of the problem (SVIP) by , i.e.,
Many works have been developed to solve the split variational inclusion problem (SVIP). In 2002, Byrne et al. [7] introduced the iterative method as follows: For any ,
for each , where is the adjoint of the bounded linear operator A, , and . They have shown the weak and strong convergence of the above iterative method for solving the problem (SVIP).
Later, inspired by the above iterative algorithm, many authors have extended the algorithm generated by (5). In particular, Kazmi and Rizvi [4] proposed an algorithm for approximating a solution of the problem (SVIP) as follows:
for each , where is a sequence in , , , L is the spectral radius of the operator , is a contraction and is a nonexpansive mapping. In 2015, Sitthithakerngkiet et al. [5] proposed an algorithm for solving the problem (SVIP) and the fixed point problem (FPP) of a countable family of nonexpansive mappings as follows:
for each , where is a sequence in , , , L is the spectral radius of the operator , is a contraction, is strongly positive bounded linear operator and, for each , is a nonexpansive mapping.
In both their works, they obtained some strong convergence results by using their proposed iterative methods (for some more results on algorithms, see [14,15]).
Recall that a point is called a fixed point of a given multi-valued mapping if
and the fixed point problem (FPP) for a multi-valued mapping is as follows:
The set of fixed points of the multi-valued mapping S is denoted by .
As applications, the fixed point theory for multi-valued mappings was applied to various fields, especially mathematical economics and game theory (see [16,17,18]).
Recently, motivated by the results of Byrne et al. [7], Kazmi and Rizvi [4] and Sitthithakerngkiet [5], Shehu and Agbebaku [2] introduced the split fixed point inclusion problem (SFPIP) from the problems (SVIP) and (FPP) for a multi-valued quasi-nonexpansive mapping as follows:
and such that
where and are real Hilbert spaces, and are multi-valued maximal monotone mappings defined on and , respectively, and A is a bounded linear operator defined on to .
Note that the problem (SFPIP) is equivalent to the following problem: for some ,
The solution set of the problem (SFPIP) is denoted by , i.e.,
Notice that, if S is the identity operator, then the problem (SFPIP) reduces to the problem (SVIP). Moreover, if , then the problem (SFPIP) reduces to the problem (FPP) for a multi-valued quasi-nonexpansive mapping.
Furthermore, Shehu and Agbebaku [2] introduced an algorithm for solving the problem (SFPIP) for a multi-valued quai-nonexpasive mapping S as follows: For any ,
for each , where , and are the real sequences in such that
where , and is the uniform convergence sequence for any x in a bounded subset D of , and proved that the sequences and generated by (11) both converge strongly to , where .
In optimization theory, the second-order dynamical system, which is called the heavy ball method, is used to accelerate the convergence rate of algorithms. This method is a two-step iterative method for minimizing a smooth convex function which was firstly introduced by Polyak [19].
The following is a modified heavy ball method for the improvement of the convergence rate, which was introduced by Nesterov [20]:
for each , where , is an extrapolation factor. Here, the term is the inertia (for more recent results on the inertial algorithms, see [21,22]).
The following method is called the inertial proximal point algorithm, which was introduced by Alvarez and Attouch [23]. This method combined the proximal point algorithm [24] with the inertial extrapolation [25,26]:
for each , where I is identity operator and is a maximal monotone operator. It was proven that, if a positive sequence is non-decreasing, and the following summability condition holds:
then generated by (12) converges to a zero point of T.
In fact, recently, some authors have pointed out some problems in this summability condition (13) given in [27], that is, to satisfy this summability condition (13) of the sequence , one needs to calculate at each step. Recently, Bot et al. [28] improved this condition, that is, they got rid of the summability condition (13) and replaced the other conditions.
In this paper, inspired by the results of Shehu and Agbebaku [2], Nesterov [20] and Alvarez and Attouch [23], we proposed a new algorithm by combining the iterative algorithm (11) with the inertial extrapolation for solving the problem (SFPIP) and prove some strong convergence theorems of the proposed algorithm to show the existence of a solution of the problem (SFPIP). Furthermore, as applications, we consider our proposed algorithm for solving the variational inequality problem and give some applications in game theory.
2. Preliminaries
In this section, we recall some definitions and results which will be used in the proof of the main results.
Let and be two real Hilbert spaces with the inner product and the norm . Let C be a nonempty closed and convex subset of and D be a nonempty bounded subset of . Let be a bounded linear operator and be the adjoint of A.
Let be a sequence in H, we denote the strong and weak convergence of a sequence by and , respectively.
Recall that a mapping is said to be:
- (1)
- Lipschitz if there exists a positive constant such that, for all ,If and , then the mapping T is contractive and nonexpansive, respectively.
- (2)
- firmly nonexpansive iffor all .
A mapping is said to be the metric projection of onto C if, for all point , there exists a unique nearest point in C, denoted by , such that
for all .
It is well known that is nonexpansive mapping and satisfies
for all . Moreover, is characterized by the fact and
for all and (see [6,22]).
A multi-valued mapping is said to be monotone if, for all , and ,
A monotone mapping is said to be maximal if the graph of is not properly contained in the graph of any other monotone mapping. It is known that a monotone mapping is maximal if and only if, for all ,
for all implies that .
Let be a multi-valued maximal monotone mapping. Then the resolvent mapping associated with is defined by
for all and for some , where I is the identity operator on . It is well known that, for any , the resolvent operator is single-valued firmly nonexpansive (see [2,5,6,14]).
Definition 1.
Suppose that is a sequence of functions defined on a bounded set D. Then converges uniformly to the function on D if, for all ,
Let be a uniformly convergent sequence of contraction mappings on D, i.e., there exists such that
for all .
Let denote the family of nonempty closed and bounded subsets of . The Hausdorff metric on is defined by
for all (see [18]).
Definition 2.
[2] Let be a multi-valued mapping. Assume that is a fixed point of S, that is, . The mapping S is said to be:
- (1)
- nonexpansive if, for all ,
- (2)
- quasi-nonexpansive if and, for all and ,
Definition 3.
[2] A single-valued mapping is said to be demiclosed at the origin if, for any sequence with and , we have .
Definition 4.
[2] A multi-valued mapping is said to be demiclosed at the origin if, for any sequence with and , we have .
Lemma 1.
[29,30] Let H be a Hilbert space. Then, for any and with , we have
Lemma 2.
[2,31] Let H be a real Hilbert space. Then the following results hold:
- (1)
- .
- (2)
- .
- (3)
- for all .
Lemma 3.
[2,32,33] Let , and be sequences such that
Assume . Then the following results hold:
- (1)
- If for some , then is a bounded sequence.
- (2)
- If we have
then .
Lemma 4.
[32,33] Let be a sequence of non-negative real numbers such that
for each , where
- (a)
- and ;
- (b)
- ;
- (c)
- and .
Then as .
3. The Main Results
In this section, we prove some strong convergence theorems of the proposed algorithm for solving the problem (SFPIP).
Theorem 1.
Let , be two real Hilbert spaces, be bounded operator with adjoint operator and , be maximal monotone mappings. Let be a multi-valued quasi-nonexpansive mapping and S be demiclosed at the origin. Let be a sequence of -contractions with and be uniformly convergent for any x in a bounded subset D of . Suppose that . For any , let the sequences , , and be generated by
for each , where , with , for some and with satisfying the following conditions:
- (C1)
- ;
- (C2)
- ;
- (C3)
- and ;
- (C4)
- .
Then generated by converges strongly to , where .
Proof.
First, we show that is bounded. Let . Then and so and . By the triangle inequality, we get
By the Cauchy-Schwarz inequality and Lemma 2 (1) and (2), we get
By using (15) and the fact that S is quasi-nonexpansive S, we get
which implies that
Since is nonexpansive, by Lemma 2 (2), we get
Again, by Lemma 2 (2), we get
Using (20) into (19), we get
By the definition of , (21) can then be written as follows:
Thus we have
Using the condition (C3) and (17), we get
Since is the uniform convergence on D, there exists a constant such that
for each . So we can choose and set
By Lemma 3 (1) and our assumptions, it follows that is bounded. Moreover, and are also bounded.
Now, by Lemma 2, we get
Now, we consider two steps for the proof as follows:
Case 1. Suppose that there exists such that is non-increasing and then converges. By Lemma 1, we get
which implies that
Applying (16) and (24) to (21), we get
Since is convergent, we have as . By the conditions (C2) and (C4), we get
From the definition of , we get
or
Since
it is easy to see that
Consequently, we get
and also
Similarly, from (23) and our assumptions, we get
Therefore, we have
By the condition (C2) and (27), we get
Thus we have
Since is firmly nonexpansive, we have
or
From , we get
which, with the condition (C4), implies that
From , we get
Therefore, we have
Since is bounded, there exists a subsequence of such that and, consequently, and converge weakly to the point .
From (32), Lemma 4 and the demiclosedness principle for a multi-valued mapping S at the origin, we get , which implies that
Next, we show that . Let , that is, . On the other hand, can be written as
or, equivalently,
Since is maximal monotone, we get
Therefore, we have
Since , we have
By (26) and (29), it follows that (33) becomes , which implies that
Moreover, from (29), we know that converges weakly to and, by (25), the fact that is nonexpansive and the demiclosedness principle for a multi-valued mapping, we have
which implies that . Thus . Since is uniformly convergent on D, we get
From (23), we get
By Lemma 4, we obtain
Case 2. Suppose that is not a monotonically decreasing sequence for some large enough. Set and let be a mapping defined by
for all . Obviously, is a non-decreasing sequence. Thus we have
for all . That is, for all . Thus exists. As in Case 1, we can show that
Therefore, we have
Since is bounded, there exists a subsequence of that converges weakly to a point . From , it follows that .
Moreover, as in Case 1, we show that . Furthermore, since is uniformly convergent on , we obtain that
Furthermore, for all , it is easy to see that if (that is, ) because of for . Consequently, it follows that, for all ,
Therefore, , that is, converges strongly to the point . This completes the proof. ☐
Remark 1.
[22] The condition (C4) is easily implemented in numerical results because the value of is known before choosing . Indeed, we can choose the parameter such as
where is a positive sequence such that . Moreover, in the condition (C4), we can take , and
or
If the multi-valued quasi-nonexpansive mapping S in Theorem 1 is a single-valued quasi-nonexpansive mapping, then we obtain the following:
Corollary 1.
Let and be two real Hilbert spaces. Suppose that is a bounded linear operator with adjoint operator . Let be a sequence of -contractions with and be uniformly convergent for any x in a bounded subset D of . Suppose that is a single-valued quasi-nonexpansive mapping, is demiclosed at the origin and . For any , let the sequences , , and be generated by
for each , where , with , for some and with satisfying the following conditions:
- (C1)
- ;
- (C2)
- ;
- (C3)
- and ;
- (C4)
- .
Then the sequence generated by converges strongly to a point , where .
4. Applications
In this section, we give some applications of the problem (SFPIP) in the variational inequality problem and game theory. First, we introduce variational inequality problem in [34] and game theory (see [35]).
4.1. The Variational Inequality Problem
Let C be a nonempty closed and convex subset of a real Hilbert space . Suppose that an operator is monotone.
Now, we consider the following variational inequality problem (VIP):
The solution set of the problem (VIP) is denoted by .
Moreover, it is well-known that is a solution of the problem (VIP) if and only if is a solution of the problem (FPP) [34], that is, for any ,
The following lemma is extracted from [2,36]. This lemma is used for finding a solution of the split inclusion problem and the variational inequality problem:
Lemma 5.
Let be a real Hilbert space, be a monotone and L-Lipschitz operator on a nonempty closed and convex subset C of . For any , let . Then, for any and , we have
,
is demiclosed at the origin and .
Now, we apply our Theorem 1, by combining with Lemma 5, to find a solution of the problem (VIP), that is, a point in the set .
Let and be maximal monotone mappings defined on and , respectively, and be a bounded linear operator with its adjoint .
Now, we consider the split fixed point variational inclusion problem (SFPVIP) as follows:
and
Theorem 2.
Let and be two real Hilbert spaces, be a bounded linear operator with its adjoint . Let be a sequence of -contractions with and be uniformly convergent for any x in a bounded subset D of . For any , let with , where is a L-Lipschitz and monotone operator on and . For any , let the sequences , , and be generated by
for each , where , with , for some and with satisfying the following conditions:
- (C1)
- ;
- (C2)
- ;
- (C3)
- , ;
- (C4)
- .
Then the sequence generated by converges strongly to a point , where .
Proof.
Since is demiclosed at the origin and , by using Lemma (5) and Corollary (1), the sequence converges strongly to a point , that is, the sequence converges strongly to a point . ☐
4.2. Game Theory
Now, we consider a game of N players in strategic form
where , is the pay-off function (continuous) of the ith player and is the set of strategy of the ith player such that .
Let be nonempty compact and convex set, be the strategy of the ith player and be the collective strategy of all players. For any and of the ith player for each i, the symbols , and are defined by
- is the set of strategies of the remaining players when was chosen by ith player,
- is the strategies of the remaining players when ith player has and
- is the strategies of the situation that was chosen by ith player when the rest of the remaining players have chosen .
Moreover, is a special strategy of the ith player, supporting the player to maximize his pay-off, which equivalent to the following:
Definition 5.
[37,38] Given a game of N players in strategic form, the collective strategies is said to be a Nash equilibrium point if
for all and .
If no player can change his strategy to bring advantages, then the collective strategies is a Nash equilibrium point. Furthermore, a Nash equilibrium point is the collective strategies of all players, i.e., (for each ) is the best response of ith player. There is a multi-valued mapping such that
for all . Therefore, we can define the mapping by
such that the Nash equilibrium point is the collective strategies , where . Note that is equivalent to .
Let and be two real Hilbert spaces, and be multi-valued mappings. Suppose S is nonempty compact and convex subset of , and the rest of the players have made their best responses . For each , define a mapping by
,
where is linear, bounded and convex. Indeed, A is also linear, bounded and convex.
The Nash equilibrium problem (NEP) is the following:
However, the solution to the problem (NEP) may not be single-valued. Then the problem (NEP) reduces to finding the fixed point problem (FPP) of a multi-valued mapping, i.e.,
where T is multi-valued pay-off function.
Now, we apply our Theorem 1 to find a solution to the problem (FPP).
Let and be maximal monotone mappings defined on and , respectively, and be a bounded linear operator with its adjoint .
Now, we consider the following problem:
and
Theorem 3.
Assume that and are maximal monotone mappings defined on Hilbert spaces and , respectively. Let be a multi-valued quasi-nonexpansive mapping such that T is demiclosed at the origin. Let be a sequence of -contractions with and be uniformly convergent for any x in a bounded subset D of . Suppose that the problem(NEP)has a nonempty solution and . For arbitrarily chosen , let the sequences , , and be generated by
for each , where , with , for some and with satisfying the following conditions:
- (C1)
- ;
- (C2)
- ;
- (C3)
- and ;
- (C4)
- .
Then the sequence generated by Equation converges strongly to Nash equilibrium point.
Proof.
By Theorem 1, the sequence converges strongly to a point , then the sequence converges strongly to a Nash equilibrium point. ☐
Author Contributions
All five authors contributed equally to work. All authors read and approved the final manuscript. P.K. and K.S. conceived and designed the experiments. P.P., W.J. and Y.J.C. analyzed the data. P.P. and W.J. wrote the paper. Authorship must be limited to those who have contributed substantially to the work reported.
Funding
The Royal Golden Jubilee PhD Program (Grant No. PHD/0167/2560). The Petchra Pra Jom Klao Ph.D. Research Scholarship (Grant No. 10/2560). The King Mongkut’s University of Technology North Bangkok, Contract No. KMUTNB-KNOW-61-035.
Acknowledgments
The authors acknowledge the financial support provided by King Mongkut’s University of Technology Thonburi through the “KMUTT 55th Anniversary Commemorative Fund”. Pawicha Phairatchatniyom would like to thank the “Science Graduate Scholarship", Faculty of Science, King Mongkut’s University of Technology Thonburi (KMUTT) (Grant No. 11/2560). Wachirapong Jirakitpuwapat would like to thank the Petchra Pra Jom Klao Ph.D. Research Scholarship and the King Mongkut’s University of Technology Thonburi (KMUTT) for financial support. Moreover, Kanokwan Sitthithakerngkiet was funded by King Mongkut’s University of Technology North Bangkok, Contract No. KMUTNB-KNOW-61-035.
Conflicts of Interest
The authors declare no conflict of interest.
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