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 -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.
1. Introduction
Let be a real Hilbert space with inner product and induced norm . Let be a nonlinear mapping. The domain, range, zero, and graph of are respectively the sets and . A mapping is called monotone if for any and we have
A monotone mapping is called maximally monotone if is not properly contained in the graph of any other monotone operator. The resolvent of is given by , where is the identity mapping on and .
Let be maximally monotone mappings. Consider the problem of finding such that
We denote the solution set of (1.2) by . 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 by
where is a sequence of positive numbers, and are maximal monotone mappings with , and 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 is single valued. In general, this method provides weak convergence even with the restriction that 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
where is a fixed scalar, and 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 and proved weak convergence results provided that has finite dimension or is maximal monotone mapping. The extended solution set for the problem (1.2), which is the subset of is defined by:
We treat 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 ,
Step 1.
Step 2.
They proved that and converge weakly to a point in , where . 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 and .
In 2012, Takahashi et al. [20] proved some strong convergence theorems of the Halpern-type iteration in a Hilbert space , which is defined by the following manner: for any ,
where is a fixed point and A is an -inverse strongly monotone mapping on and is a maximal monotone mapping on . Under suitable conditions, they proved that the sequence generated by (1.6) converges strongly to a zero point of . A monotone mapping is said to be -inverse strongly monotone if there exists a positive real number such that
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 and , are either one of the mappings is -inverse strongly monotone or single-valued.
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 and discus its strong convergence. The assumption that one of the mappings is -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.
2. Preliminaries
Let be a real Hilbert space, be a nonempty closed convex subset of . The set of fixed point of the mapping → is denoted by , that is, . The following lemmas shall be used in the sequel.
Let be a real Hilbert space, be a nonempty closed convex subset of . A mapping is said to be Lipschitz if there exists such that
We remark that every contraction mapping is nonexpansive and every nonexpansive mapping is Lipschitz mapping.
Let be a real Hilbert space, be a nonempty closed convex subset of . A mapping → is said to be firmly nonexpansive if
([5]). Given any two maximal monotone mappings , the corresponding extended solution set is closed and convex in .
([5]). Given any two points and , define the function
Additionally, is both continuous and affine, , and
Furthermore, implies for all .
The function in Lemma 2.5 is called decomposable separators.
([23]). Let be a sequence of nonnegative real numbers satisfying the following relation:
([6] Demiclosedness Principle). Let be a Hilbert space, be a closed and convex subset of , and be a nonexpansive operator with If is a sequence in weakly converge to and converge strongly to , then . In particular, if , then
([24]). Let be a closed and convex subset of a real Hilbert space , given and . Then if and only if the following inequality holds:
3. Main results
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 in Hilbert spaces and discus its convergence.
Let be a real Hilbert space. Hereafter, let be maximal monotone mappings satisfying . Let such that and , and let be a decreasing sequence in such that , and
We now propose the following algorithm which uses basically Algorithm 2 of [5].
Step 0: Select initial guess
Step 1: Given , for , compute:
Step 2: Compute and
Step 3: Define to be
and compute
Step 4: Compute
By maximality of the resolvent mapping is single-valued and well-defined (see, e.g, [9]). Hence
We proceed with the following lemmas which will be used to prove our main theorem.
The sequence generated by Algorithm 3.1 is bounded.
The sequence generated by Algorithm 3.1 converges strongly to in .
We divide the proof into the following steps.
Step 1. We prove that .
From (3.2), we have
Thus, from Lemma 2.6 and conditions of and , we obtain that
Step 2. We prove that as . Take . Then, we have
Thus, from (3.2) and (3.8), we obtain
From (3.2) and (3.9), we also have
Now, from Lemma 3.3, (3.6), (3.10) and the condition of , we obtain that
Since is strictly decreasing, for every , equality (3.11) yields
and
Step 3. We prove that .
Since is bounded, there exist and a subsequence of such that
Hence, from (3.14), (3.15) and Lemma 2.6, we get that as . □
Following the method of proof of [5] we obtain the following lemma.
If in Algorithm 3.1 , the sequences for some and satisfy the condition
Next, we state and prove our main theorem.
Let be a real Hilbert space and let be maximal monotone mappings satisfying . If the sequences for some and satisfy the condition
By Lemma 3.5, there exists such that
This implies that is always nonnegative, so from (3.1), we have
Moreover, subtracting from both sides of the first equation and adding to both sides of the second equation in (3.3) and rearranging we obtain
Thus, solving for from the above equations we obtain that
Therefore, since , from (3.20) and (3.21) we have and hence this with (3.20) yields , as . As a consequence, we obtain
In addition, from Lemma 3.4 we know that the sequence converges strongly to a point . Now, we show that . But implies that . Furthermore, since , we have . As a consequence, since the is closed and for all , we conclude that . Similarly, , so . Therefore, by Lemma 2.3 we obtain . The proof is complete. □
If, in Algorithm 3.1, we replace the contraction mapping by a constant , then we get the following corollary for the approximation of a zero of the sum of maximally monotone mappings.
Let be a real Hilbert space. Let be maximal monotone mappings satisfying . Let for some and satisfy the following:
We observe that Algorithm 3.1 is equivalent to the following scheme:
If, in (3.24) we assume for all then we get the following corollary for approximating a zero of the sum of maximally monotone mappings.
If, in (3.24) we assume and for all , then we get the following corollary for approximating a zero of the sum of maximally monotone mappings.
We note that if in Corollary 3.10 we assume that we get the following theorem for approximating the minimum-norm point of the extended solution set of the sum of maximally monotone mappings.
We note that since , where we obtain that is the minimum-norm point of . □
4. Application
4.1 Application to convex minimization problem
In this section, we apply Theorem 3.6 to study the convex minimization problem. Let be a convex smooth function and be a convex, lower semicontinuous functions. We consider the problem of finding such that
This problem is equivalent, by Fermats rule, to the problem of finding such that
where is a gradient of and is a subdifferential of . Note that and are maximally monotone mappings (see, for example, [1,15]). Thus, the following result can be obtained from Theorem 3.6.
Let be a real Hilbert space. Let be a convex smooth function and be a convex, lower semicontinuous functions such that . Let and be real sequences such that for some , and , satisfy the condition
Let be a contraction mapping with constant . For arbitrary define an iterative algorithm by
Let and in Theorem 4.1. Thus, Theorem 3.6 provides the conclusion of the theorem. □
5. Numerical example
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.
Let , where is the space of sequences. Let be defined by and , where . We see that and are maximally monotone with for all . Now by direct calculation we get that
Thus, if we assume , , , for all , and with initial point and then the iteration Scheme (3.27) provides the following numerical experiment result using MATLAB (see, Table 1). From this we obtain that the Algorithm converges strongly to .
6. Conclusion
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 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, -inverse strongly monotone or -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.
