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Our purpose of this study is to construct an algorithm for finding a zero of the sum of two maximally monotone mappings in Hilbert spaces and discus its convergence. The assumption that one of the mappings is α-inverse strongly monotone is dispensed with. In addition, we give some applications to the minimization problem. Our method of proof is of independent interest. Finally, a numerical example which supports our main result is presented. Our theorems improve and unify most of the results that have been proved for this important class of nonlinear mappings.

Let H be a real Hilbert space with inner product 〈., .〉 and induced norm ‖.‖⁠. Let  A:H→2H be a nonlinear mapping. The domain, range, zero, and graph of A are respectively the sets Dom(A)={x ∈ H:Ax≠Ø}, R(A)={Ax:x ∈ Dom(A)}, Zero(A)={x ∈ H:0 ∈ Ax} and Gph(A)={(x, y) ∈ H×H:y ∈ Ax}⁠. A mapping A:H→2H is called monotone if for any x, y ∈ H and u ∈ Ax, v ∈ Ay we have

(1.1)

A monotone mapping A:H→2H is called maximally monotone if Gph(A) is not properly contained in the graph of any other monotone operator. The resolvent of A is given by JλA=(I+λA)−1⁠, where I is the identity mapping on H and λ>0⁠.

Let A, B:H→2H be maximally monotone mappings. Consider the problem of finding z∈H such that

(1.2)

We denote the solution set of (1.2) by (A+B)−1(0)⁠. This problem includes, as special cases, convex programming, variational inequalities, split feasibility problem and minimization problem. For solving problem (1.2), we remark that several authors have studied different iterative schemes (see, for example, [3,4,10,11,14,21] and the references therein).

In 1979, Passty [11] introduced Forward–backward splitting method which defines a sequence {xn} by

(1.3)

where {rn} is a sequence of positive numbers, A and B are maximal monotone mappings with Dom(A) ⊂ Dom(B)⁠, and A is single valued. This method is essentially a generalization of the classical gradient method for constrained convex optimization and monotone variational inequalities, and inherit restrictions similar to those methods such as A is single valued. In general, this method provides weak convergence even with the restriction that A is single-valued. It fails to provide weak convergence results to the zero of the sum of the general maximal monotone mappings.

In 1979, Lions and Mercier [7] introduced Peaceman–Rachford splitting method whose iteration method is given by

(1.4)

where λ>0 is a fixed scalar, and {ρn}⊂(0, 1] is a sequence of relaxation parameters. They proved weak convergence of this sequence to the solution of problem (1.2) under certain conditions.

In 2008, Eckstein and Svaiter [5] constructed new approach splitting algorithms which starts by reformulating (1.2) as the problem of locating a point in a certain extended solution set Se(A, B) ⊂ H×H and proved weak convergence results provided that H has finite dimension or A+B is maximal monotone mapping. The extended solution set for the problem (1.2), which is the subset of H×H is defined by:

(1.5)

We treat H × H as a Hilbert space by endowing it with the canonical inner product

More recently, in order to solve problem (1.2), Svaiter [17] studied the following Algorithm: for any λ>0,x0,b0∈H⁠,

  • Step 1. Compute, yn, an such  that an∈ A(yn), λan+yn=xn−1− λbn−1. 

  • Step 2. Compute, xn, bn such  that bn∈ B(xn), λbn+xn=yn+λbn−1, n≥1.

They proved that {(xn, bn)} and {(yn, −an)} converge weakly to a point (z, w) in Se(A, B)⁠, where z ∈ (A+B)−1(0)⁠. We remark that the convergence is still weak convergence.

With regard to a strong convergence, several authors have studied different iterative schemes (see for example, [12,18–20,22] and the references therein) for a zero of the sum of monotone mappings A and B⁠.

In 2012, Takahashi et al. [20] proved some strong convergence theorems of the Halpern-type iteration in a Hilbert space H⁠, which is defined by the following manner: for any x1∈ H⁠,

(1.6)

where u ∈ H is a fixed point and A is an α -inverse strongly monotone mapping on H and B is a maximal monotone mapping on H⁠. Under suitable conditions, they proved that the sequence {xn} generated by (1.6) converges strongly to a zero point of A+B⁠. A monotone mapping A:H→H is said to be α-inverse strongly monotone if there exists a positive real number α such that

(1.7)

Several researchers have also studied and obtained similar results in Hilbert and Banach spaces more general than Hilbert spaces (see, e.g, [8,13,16]). However, we observe that the strong convergence results available for the zero of the sum of monotone mappings A and B⁠, are either one of the mappings is α -inverse strongly monotone or single-valued.

Question 1.

A natural question arises whether we can obtain strong convergence result for approximating a zero of the sum of two maximally monotone mappings?

Motivated and inspired by the above results, our purpose in this paper is to construct an algorithm for finding a zero of the sum of maximally monotone mappings via the extended solution set Se(A, B) ⊂ H×H and discus its strong convergence. The assumption that one of the mappings is α -inverse strongly monotone is dispensed with. Our results provide an affirmative answer to our concern. Our method of proof is of independent interest. Our results improve, extend, and generalize many results in the literature.

Let H be a real Hilbert space, C be a nonempty closed convex subset of H⁠. The set of fixed point of the mapping T:C → C is denoted by F(T)⁠, that is, F(T)={x ∈ C:Tx = x}⁠. The following lemmas shall be used in the sequel.

Definition 2.1.

Let H be a real Hilbert space, C be a nonempty closed convex subset of H⁠. A mapping T:C → C is said to be Lipschitz if there exists L≥0 such that

(2.1)
T is said to be nonexpansive mapping if L=1 and it is called contraction if L ∈ [0, 1)⁠.

We remark that every contraction mapping is nonexpansive and every nonexpansive mapping is Lipschitz mapping.

Definition 2.2.

Let H be a real Hilbert space, C be a nonempty closed convex subset of H⁠. A mapping T:C → C is said to be firmly nonexpansive if

(2.2)
Lemma 2.3

([5]). Finding a point in Se(A, B) is equivalent to solving (1.2) in the sense that

(2.3)
Lemma 2.4

([5]). Given any two maximal monotone mappings A, B:H→2H, the corresponding extended solution set Se(A, B) is closed and convex in H×H .

Lemma 2.5

([5]). Given any two points (x, b) ∈ Gph(B) and (y, a) ∈ Gph(A), define the function ϕ:H×H→ℝ via

Then, for any(z, w) ∈ Se(A, B)we haveϕ(z, w)≤0, that is

Additionally, ϕ is both continuous and affine, ∇ϕ=(a+b, x − y), and

Furthermore, ∇ϕ=0 implies ϕ(z, w)=0 for all z,w∈H⁠.

The function ϕ in Lemma 2.5 is called decomposable separators.

Lemma 2.6

([23]). Let {an} be a sequence of nonnegative real numbers satisfying the following relation:

where{αn}⊂(0, 1)and{δn}⊂Rsatisfying the following conditions:∑n=1∞αn=∞, andlim supn→∞δn≤0or∑n=1∞|αnδn|<∞. Then,limn→∞an=0.
Lemma 2.7

([2]). Let x, y∈H. If H is a real Hilbert space, then the following inequality holds:

Lemma 2.8

([6] Demiclosedness Principle). Let H be a Hilbert space, C be a closed and convex subset of H, and T:C→C be a nonexpansive operator with F(T)≠Ø. If {xn} is a sequence in C weakly converge to x∈C and {(I−T)xn} converge strongly to y∈C, then (I−T)x=y . In particular, if y=0 , then x∈F(T).

Lemma 2.9

([24]). Let C be a closed and convex subset of a real Hilbert space H, given x∈H and y∈C . Then y=PCx if and only if the following inequality holds:

for allz∈C.

In this section, we introduce our Algorithm for finding a point which is a solution of the sum of maximally monotone mappings as a problem of locating a point in the extended solution set Se(A, B) in Hilbert spaces and discus its convergence.

Let H be a real Hilbert space. Hereafter, let A, B:H→2H be maximal monotone mappings satisfying Ω:={x∈H:0∈Ax+Bx}≠Ø⁠. Let {αn}⊂(0, 1) such that limn→∞ αn=0, ∑n=1∞αn=∞ and ∑n=1∞|αn−αn−1|<∞⁠, and let {βn} be a decreasing sequence in (0,1] such that β0=1⁠, and ∑n=1∞ |βn+1−βn|<∞.

We now propose the following algorithm which uses basically Algorithm 2 of [5].

Algorithm 3.1.

  • Step 0: Select initial guess p0=(z0, w0)∈H×H.

  • Step 1: Given (zn, wn)∈H×H⁠, for n≥0⁠, compute:

where λn,μn∈[λ¯,λ¯] for some λ¯>λ¯>0 and θn∈R⁠.

  • Step 2: Compute an=1μn((1−θn)zn+θnxn−yn)−wn and bn=wn+1λn(zn−xn).

  • Step 3: Define ϕi:H×H→ℝ to be

and compute

(3.1)
where Ti pn is the metric projection of pn=(zn, wn) onto the set

  • Step 4: Compute

(3.2)
where f:H×H→H×H is a contraction mapping with constant α⁠. Set n :=n+1 and go to Step 1.
Remark 3.2.

By maximality of B the resolvent mapping (I+λn B)−1 is single-valued and well-defined (see, e.g, [9]). Hence

exists and is unique. Similarly by maximality of A the resolvent mapping (I+μnA)−1 is single-valued and well-defined, thus
exists and is unique. By rearranging equations in Step 1, one has the following equations:
(3.3)
where an∈A(yn) and bn∈B(xn)⁠. Hence decomposable separators function ϕ in Lemma2.5 is well defined.

We proceed with the following lemmas which will be used to prove our main theorem.

Lemma 3.3.

The sequence {pn} generated by Algorithm 3.1 is bounded.

Proof.

Let p∗=(z∗, w∗)∈Se(A, B)⁠, then by Lemma 2.5 we have p∗∈Hi for all i≥0 and hence Se(A, B) ⊂ ∩i=1∞F(Ti)=ℱ⁠. Now, from (3.2) and the fact that Ti is firmly nonexpansive we get

(3.4)
and
and hence by induction we have
which implies that {pn} is bounded, so are {Ti pn}, {qn} and {f(pn)}⁠. □
Lemma 3.4.

The sequence {pn} generated by Algorithm 3.1 converges strongly to p∗=(z∗, w∗) in ℱ=∩i=1∞F(T)i.

Proof.

We divide the proof into the following steps.

  • Step 1. We prove that limn→∞‖pn+1−pn‖=0⁠.

From (3.2), we have

(3.5)
hence Eqs. (3.2) and (3.5) yield

Thus, from Lemma 2.6 and conditions of {αn} and {βn}⁠, we obtain that

(3.6)

Step 2. We prove that ‖Ti pn−pn‖→0 as n→∞⁠. Take p∗=Pℱ(f(p∗))⁠. Then, we have

(3.7)
which implies that
(3.8)

Thus, from (3.2) and (3.8), we obtain

(3.9)

From (3.2) and (3.9), we also have

(3.10)

Now, from Lemma 3.3, (3.6), (3.10) and the condition of {αn}⁠, we obtain that

(3.11)

Since {βn} is strictly decreasing, for every i∈N⁠, equality (3.11) yields

(3.12)

and

(3.13)

  • Step 3. We prove that lim supn→∞〈 f(p∗)−p∗,pn−p∗〉≤0⁠.

Since {pn} is bounded, there exist u∈H×H and a subsequence {pnk} of pn such that

and pnk⇀u⁠. Now, using (3.12) and Lemma 2.8, we obtain that u∈F(Ti) for each i≥1 and hence u∈ℱ⁠. Since p∗=Pℱ( f(p∗))⁠, by Lemma 2.9, we obtain
(3.14)

  • Step 4. Finally, we prove that pn→p∗ as n→∞⁠. From Lemma 2.7, (3.2) and (3.4), we have

(3.15)

Hence, from (3.14), (3.15) and Lemma 2.6, we get that pn→p∗ as n→∞⁠. □

Following the method of proof of [5] we obtain the following lemma.

Lemma 3.5.

If in Algorithm 3.1 , the sequences {λn},{μn}⊂[λ¯,λ¯] for some λ¯>λ¯>0 and {θn}⊂ℝ satisfy the condition

(3.16)
then, there exists some scalarη>0such thatϕn(pn)≥η‖∇ϕn‖2for alln≥0.

Next, we state and prove our main theorem.

Theorem 3.6.

Let H be a real Hilbert space and let A, B:H → 2H be maximal monotone mappings satisfying  Ω:={x∈H:0 ∈ Ax+Bx}≠Ø. If the sequences {λn}, {μn}⊂[λ¯, λ¯] for some λ¯>λ¯>0 and {θn}⊂R satisfy the condition

then, the sequence{pn}generated byAlgorithm 3.1converges strongly to an elementp∗=(z∗,w∗)ofSe(A,B), wherez∗∈Ω.
Proof.

By Lemma 3.5, there exists η>0 such that

(3.17)

This implies that ϕn(pn) is always nonnegative, so from (3.1), we have

(3.18)
for all n for which ∇ϕn≠0⁠. Thus, dividing both sides of the inequality (3.17) by ‖∇ϕn‖⁠, we obtain
(3.19)
which is also true for n with ∇ϕn=0⁠. Now, (3.13) and (3.19) imply that ∇ϕn→0 as n→∞⁠. Now, from the expression for ∇ϕn=(an+bn,xn−yn)⁠, we have
(3.20)

Moreover, subtracting yn from both sides of the first equation and adding μnbn−θn yn to both sides of the second equation in (3.3) and rearranging we obtain

Thus, solving for (wn−bn) from the above equations we obtain that

(3.21)

Therefore, since (μn+(1−θn)λn)>0⁠, from (3.20) and (3.21) we have wn−bn→0 and hence this with (3.20) yields zn−yn→0⁠, as n→∞⁠. As a consequence, we obtain

(3.22)

In addition, from Lemma 3.4 we know that the sequence {pn}={(zn, wn)} converges strongly to a point p∗=(z∗, w∗)∈ℱ= ⋂i=1∞ F(Ti)⁠. Now, we show that p∗ ∈ Se(A, B)⁠. But zn−xn→0 implies that xn→z∗⁠. Furthermore, since wn−bn→0⁠, we have bn→w∗⁠. As a consequence, since the Gph(B) is closed and (xn, bn) ∈ Gph(B) for all n⁠, we conclude that (z∗, w∗) ∈ Gph(B)⁠. Similarly, (z∗, −w∗) ∈ Gph(A)⁠, so (z∗, w∗) ∈ Se(A, B)⁠. Therefore, by Lemma 2.3 we obtain z∗∈(A+B)−1(0)⁠. The proof is complete. □

If, in Algorithm 3.1, we replace the contraction mapping f by a constant p=(z, w)∈H×H⁠, then we get the following corollary for the approximation of a zero of the sum of maximally monotone mappings.

Corollary 3.7.

Let H be a real Hilbert space. Let A, B:H→2H be maximal monotone mappings satisfying  Ω :={x∈H:0∈Ax+Bx}≠Ø . Let λn, μn∈[λ¯, λ¯] for some λ¯>λ¯>0 and {θn}⊂ℝ satisfy the following:

For arbitrary(z0, w0)∈H×Hdefine an iterative algorithm by
(3.23)
wherep=(z, w)∈H×HandTi pnis as in(3.1). Then{pn}converges strongly to an elementp∗=(z∗, w∗)ofSe(A, B), wherez∗∈Ω.
Remark 3.8.

We observe that Algorithm 3.1 is equivalent to the following scheme:

(3.24)
where
(3.25)
(3.26)
and λn, μn∈[λ¯, λ¯] for some λ¯>λ¯>0⁠, θn∈ℝ⁠, with
for bi∈B(xi) and ai∈A(yi)⁠.

If, in (3.24) we assume θn=0 for all n≥0 then we get the following corollary for approximating a zero of the sum of maximally monotone mappings.

Corollary 3.9.

Let H be a real Hilbert space. Let A, B:H→2H be maximal monotone mappings satisfying Ω :={x ∈ H:0 ∈ Ax+Bx}≠Ø⁠. Let λn, μn ∈ [λ¯, λ¯] for some λ¯>λ¯>0⁠. Let f:H×H→H×H be a contraction mapping with constant α⁠. For arbitrary (z0, w0) ∈ H×H define an iterative algorithm by

(3.27)
where{cn}and{dn}are as in(3.25)and(3.26), respectively. Then{pn}converges strongly to an elementp∗=(z∗, w∗)ofSe(A, B), wherez∗∈Ω.

If, in (3.24) we assume f=p=(z, w)∈H×H and θn=0 for all n≥0⁠, then we get the following corollary for approximating a zero of the sum of maximally monotone mappings.

Corollary 3.10.

Let H be a real Hilbert space. Let A, B:H→2H be maximal monotone mappings satisfying Ω:={x∈H:0∈Ax+Bx}≠Ø . Let λn, μn∈[λ¯, λ¯] for some λ¯>λ¯>0. For arbitrary (zo, w0)∈H×H define an iterative algorithm by

(3.28)
where{cn}and{dn}are as in(3.25)and(3.26), respectively. Then{pn}converges strongly to an elementp∗=(z∗, w∗)ofSe(A, B), wherez∗∈Ω.

We note that if in Corollary 3.10 we assume that p=(0, 0) we get the following theorem for approximating the minimum-norm point of the extended solution set of the sum of maximally monotone mappings.

Theorem 3.11.

Let H be a real Hilbert space. Let A, B:H→2H be maximal monotone mappings satisfying Ω :={x∈H:0∈Ax+Bx}≠Ø. Let λn, μn∈[λ¯, λ¯] for some λ¯>λ¯>0. For arbitrary (z0, w0)∈H×H define an iterative algorithm by

(3.29)
where{cn}and{dn}are as in(3.25)and(3.26), respectively. Then{pn}converges strongly to the minimum-norm pointp∗=(z∗, w∗)ofSe(A, B).
Proof.

We note that since p∗=(z∗, w∗)=Pℱ(0)⁠, where p∗∈Se(A, B)⊂ℱ we obtain that p∗ is the minimum-norm point of Se(A, B)⁠. □

In this section, we apply Theorem 3.6 to study the convex minimization problem. Let h:H→ℝ be a convex smooth function and g:H→ℝ be a convex, lower semicontinuous functions. We consider the problem of finding x∗∈H such that

(4.1)

This problem is equivalent, by Fermats rule, to the problem of finding x∗∈H such that

(4.2)

where ∇h is a gradient of h and ∂g is a subdifferential of g⁠. Note that ∇h and ∂g are maximally monotone mappings (see, for example, [1,15]). Thus, the following result can be obtained from Theorem 3.6.

Theorem 4.1.

Let H be a real Hilbert space. Let h:H→ℝ be a convex smooth function and g:H→ℝ be a convex, lower semicontinuous functions such that Ω =minx∈H{h(x)+g(x)}≠Ø . Let {λn} and {μn} be real sequences such that λn, μn∈[λ¯, λ¯] for some λ¯>λ¯>0 , and {θn}⊂ℝ , satisfy the condition

Let f:H×H→H×H be a contraction mapping with constant α⁠. For arbitrary (z0, w0)∈H×H define an iterative algorithm by

(4.3)
where
(4.4)
(4.5)
with
forbi∈ ∂g(xi)andai∈∇h(yi). Then{pn}converges strongly to an elementp∗=(z∗, w∗)ofSe(∇h, ∂g), wherez∗∈Ω
Proof.

Let A=∇h and B=∂g in Theorem 4.1. Thus, Theorem 3.6 provides the conclusion of the theorem. □

In this section, we present some numerical experiment result to explain the conclusion of our result. The following numerical example verifies the conclusion of Corollary 3.9.

Example 5.1.

Let H=l2⁠, where l2 is the space of sequences. Let A, B:l2→l2 be defined by Ax=2x+(1, 2, 3, 0, 0, …) and Bx=x+(1, 1, 1, 0, 0, …)⁠, where x=(x1, x2, …)∈l2⁠. We see that A and B are maximally monotone with R(I+γA)=l2=R(I+γB) for all γ>0⁠. Now by direct calculation we get that

Thus, if we assume λn=μn=1⁠, αn=11000(n+10) , βn=1n , for all n≥1⁠, and f(x)=x1000 with initial point z1=(1, 4, 5, 0, 0, …) and w1=(0, −1, −2, 0, 0, …) then the iteration Scheme (3.27) provides the following numerical experiment result using MATLAB (see, Table 1). From this we obtain that the Algorithm zn converges strongly to z∗=(−23, −1, −43, 0, 0, …)∈(A+B)−1(0)⁠.

In this paper, we have constructed and studied splitting algorithms which starts by reformulating (1.2) as the problem of locating a point in a certain extended solution set Se(A, B)⊂H×H which converges strongly to a zero of the sum of two maximally monotone mappings in Hilbert spaces. The assumption that one of the mappings is single-valued, α -inverse strongly monotone or α -strongly monotone is dispensed with. In addition, we applied our main results to study the convex minimization problem. Finally, we provided a numerical example to support our results. Our results extend the results of [5] in the sense that our theorems provide strong convergence in arbitrary Hilbert spaces. In particular, Theorem 3.6 extends Proposition 3 of Eckstein [5] from weak to strong convergence. Moreover, our theorems improve and unify most of the results that have been proved for this important class of nonlinear mappings.

The authors thank the anonymous referees for useful suggestions which improved the contents of this paper. Funding: The first author gratefully acknowledges the funding received from Simons Foundation based at Botswana International University of Science and Technology (BIUST), Palapye, Botswana.Declaration of Competing Interest: None.The publisher wishes to inform readers that the article “A Method of approximation for a zero of the sum of maximally monotone mappings in Hilbert spaces” was originally published by the previous publisher of the Arab Journal of Mathematical Sciences and the pagination of this article has been subsequently changed. There has been no change to the content of the article. This change was necessary for the journal to transition from the previous publisher to the new one. The publisher sincerely apologises for any inconvenience caused. To access and cite this article, please use Wega, G. B., Zegeye, H. (2019), “A Method of approximation for a zero of the sum of maximally monotone mappings in Hilbert spaces”, Arab Journal of Mathematical Sciences, Vol. 27 No. 1, pp. 26-40. The original publication date for this paper was 22/05/2019.

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Published in the Arab Journal of Mathematical Sciences. Published by Emerald Publishing Limited. This article is published under the Creative Commons Attribution (CC BY 4.0) license. Anyone may reproduce, distribute, translate and create derivative works of this article (for both commercial and non-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this license may be seen at http://creativecommons.org/licences/by/4.0/legalcode

Data & Figures

Table 1

Convergence of the sequence zn⁠.

nzn||zn+1 − zn||l2
1(1.0000, 4.0000, 5.0000, 0, 0, …) 
2(0.5000, 2.4998, 3.0831, 0, 0, …)2.4850
3(0.1319, 1.3956, 1.6734, 0, 0, …)1.8269
4(−0.0320, 0.9039, 1.0465, 0, 0, …)0.8134
5(−0.1089, 0.6730, 0.7528, 0, 0, …)0.3814
10(−0.3328, 0.0014, −0.0986, 0, 0, …)0.1263
100(−0.6237, −0.8714, −1.1904, 0, 0, …)0.0022
200(−0.6478, −0.9436, −1.2774, 0, 0, …)0.0010
300(−0.6563, −0.9694, −1.3077, 0, 0, …)2.8284e−04
400(−0.6607, −0.9825, −1.3228, 0, 0, …)1.4142e−04
500(−0.6633, −0.9904, −1.3318, 0, 0, …)1.0000e−04
 
 ⋮⋮
 ↓↓
 (−23, −1, −43, 0, 0, …)0

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Takahashi
,
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)
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–
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Takahashi
,
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,
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Tseng
,
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,
SIAM J. Control Optim.
 
38
(
2000
)
431
–
446
.
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Wu
,
C.
 
Cheng
,
D.
 
Qu
,
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,
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19
(
2013
).
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Xu
,
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,
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1
) (
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–
291
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Xu
,
Weak and strong convergence theorems for strict pseudo-contraction in Hilbert space
,
J. Math. Anal. Appl.
 
329
(
2007
)
336
–
346
.

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