Abstract
In this paper, we introduce two iterative algorithms for finding the solution of the sum of two monotone operators by using hybrid projection methods and shrinking projection methods. Under some suitable conditions, we prove strong convergence theorems of such sequences to the solution of the sum of an inverse-strongly monotone and a maximal monotone operator. Finally, we present a numerical result of our algorithm which is defined by the hybrid method.
Keywords: hybrid projection methods, shrinking projection methods, monotone operators and resolvent
Introduction
The monotone inclusion problem is very important in many areas, such as convex optimization and monotone variational inequalities, for instance. Splitting methods are very important because many nonlinear problems arising in applied areas such as signal processing, machine learning and image recovery which mathematically modeled as a nonlinear operator equation which this operator can be consider as the sum of two nonlinear operators. The problem is finding a zero point of the sum of two monotone operators; that is,
| 1 |
where A is a monotone operator and B is a multi-valued maximal monotone operator. The set of solutions of (1) is denoted by . We know that the problem (1) included many problems; see for more details [1–8] and the references therein. In fact, we can formulate the initial value problem of the evolution equation , , as the problem (1) where the governing maximal monotone T is of the form (see [6] and the references therein). The methods for solving the problem (1) have been studied extensively by many authors (see [4, 6] and [9]).
In 1997, Moudafi and Thera [10] introduced the iterative algorithm for the problem (1) where the operator B is maximal monotone and A is (single-valued) Lipschitz continuous and strongly monotone such as the iterative algorithm
| 2 |
with fixed and under certain conditions. They found that the sequence defined by (2) converges weakly to elements in .
On the other hand, Nakago and Takahashi [11] introduced an iterative hybrid projection method and proved the strong convergence theorems for finding a solution of a maximal monotone case as follows:
| 3 |
for every , where . They proved that if and , then . Furthermore, many authors have introduced the hybrid projection algorithm for finding the zero point of maximal monotones such as [12] and other references. Recently, Qiao-Li Dong et al. [13] introduced a new hybrid projection algorithm for finding a fixed point of nonexpansive mappings. Under suitable assumptions, they proved that such sequence converge strongly to a solution of fixed point T. Moreover, by using a shrinking projection method, Takahashi et al. [14] introduced a new algorithm and proved strong convergence theorems for finding a common fixed point of families of nonexpansive mappings.
In this paper motivated by the iterative schemes considered in the present paper, we will introduce two iterative algorithms for finding zero points of the sum of an inverse-strongly monotone and a maximal monotone operator by using hybrid projection methods and shrinking projection methods. Under some suitable conditions, we obtained strong convergence theorems of the iterative sequences generated by the our algorithms. The organization of this paper is as follows: Section 2, we recall some definitions and lemmas. Section 3, we prove a strong convergence theorem by using hybrid projection methods. Section 4, we prove a strong convergence theorem by using shrinking projection methods. Section 5, we report a numerical example which indicate that the hybrid projection method is effective.
Preliminaries
In this paper, we let C be a nonempty closed convex subset of a real Hilbert space H. Denote is the metric projection on C. It is well known that if
Moreover, we also note that
and
(see also [15]). We say that is a monotone operator if
and the operator is inverse-strongly monotone if there is such that
For this case, the operator A is called α-inverse-strongly monotone. It is easy to see that every inverse-strongly monotone is monotone and continuous. Recall that is a set-valued operator. Then the operator B is monotone if whenever and . A monotone operator B is maximal if for any such that for all implies . Let B be a maximal monotone operator and . Then we can define the resolvent by where is the domain of B. We know that is nonexpensive and we can study the other properties in [15–17].
Lemma 2.1
[18]
Let C be a closed convex subset of a real Hilbert space H, . and . If is a sequence in C such that and
for all , then the sequence converges strongly to a point z.
Lemma 2.2
[13]
Let and be nonnegative real sequences, and . Assume that, for any ,
If , then .
Lemma 2.3
[18]
Let C be a closed convex subset a real Hilbert space H, and . Then, for given , the set
is convex and closed.
Lemma 2.4
[19]
Let C be a nonempty closed convex subset of a real Hilbert space H, and an operator. If is a maximal monotone operator, then
Hybrid projection methods
In this section, we introduce a new iterative hybrid projection method and prove a strong convergence theorem for finding a solution of the sum of an α-inverse-strongly monotone (single-value) operator and a maximal monotone (multi-valued) operator.
Theorem 3.1
Let C be a nonempty closed convex subset of a real Hilbert space H. Suppose that is an α-inverse-strongly monotone operator and let be a maximal monotone operator with and . Define a sequence by the algorithm
| 4 |
for all , where , and are sequences of positive real numbers with for some and . Then the sequence converges strongly to a point .
Proof
From Lemma 2.3, we see that is closed convex for every . First, we show that for all . Since is an α-inverse-strongly monotone operator, we have is nonexpensive. Indeed,
Let and . Thus, we have
This implies that for all and hence
| 5 |
for all . Next, we prove that for all by the mathematical induction. For , we note that
Suppose that for some . Since is closed and convex, we can define
It follows that
From , we see that
Therefore
| 6 |
for all . Combining the inequalities (5) and (6), it follows that is well defined.
Since is a nonempty closed convex set, there is a unique element such that
From , we have
Due to , we have
| 7 |
for any . It follows that is bounded. As , we have
and hence
| 8 |
Since N is arbitrary, is convergent and hence
| 9 |
Since , we have
for all . By Lemma 2.2 and , we get
| 10 |
In fact, since , for all , it follows by (9) and (10) that
| 11 |
Note that
for all . Thus, we see that
| 12 |
Moreover, we note that
for all . By (11) and (12), we see that
| 13 |
From (13), it follows by the demiclosed principle (see [20]) that
Hence by Lemma 2.1 and (7), we can conclude that the sequence converges strongly to . This completes the proof. □
If we take and for all in Theorem 3.1, then we obtain the following result.
Corollary 3.2
Let C be a nonempty closed convex subset of a real Hilbert space H. Let be a maximal monotone operator with . Assume that . A sequence generated by the following algorithm:
for all , where and is a sequence of positive real numbers with for some . Then .
Shrinking projection methods
In this section, we introduce a new iterative shrinking projection method and prove a strong convergence theorem for finding a solution of the sum of an α-inverse-strongly monotone (single-value) operator and a maximal monotone (multi-valued) operator.
Theorem 4.1
Let C be a nonempty closed convex subset of a real Hilbert space H. Suppose that is an α-inverse-strongly monotone operator and let be a maximal monotone operator with and . Define a sequence by the algorithm
| 14 |
for all , where , , and are sequences of positive real numbers with for some and . Then the sequence converges strongly to a point .
Proof
From Lemma 2.3, we see that is closed convex for every . First, we show that for all . For , we have
Suppose that for some . Since is an α-inverse-strongly monotone operator, we see that is nonexpensive. Let . Thus and
That is, . So, we have
| 15 |
for all . It follows that is well defined.
Since is a nonempty closed convex set, there is a unique element such that
From , we have
Due to , we have
| 16 |
for any . It follows that is bounded. As and , we have
for all . This implies that
| 17 |
for all . From (16) and (17), we have
Since N is arbitrary, we see that is convergent. Thus, we have
| 18 |
From and , it implies that
By Lemma 2.2 and , we obtain
| 19 |
In fact, since , for all , it follows by (18) and (19) that
| 20 |
Note that
for all . This implies that
| 21 |
Moreover, we note that
for all . By (20) and (21), we see that
| 22 |
From (22), it follows by the demiclosed principle (see [20]) that
By Lemma 2.1 and (16), we can conclude that the sequence converges strongly to . This completes the proof. □
If we take and for all in Theorem 4.1, then we obtain the following result.
Corollary 4.2
Let C be a nonempty closed convex subset of a real Hilbert space H. Let be a maximal monotone operator with . Assume that . A sequence generated by the following algorithm:
for all , where , and is a sequence of positive real numbers with for some . Then .
Numerical results
In this section, we firstly follow the ideas of He et al. [21] and Dong et al. [13]. For , we can write (4) in Theorem 3.1 as follows:
| 23 |
where
Let be the two dimensional Euclidean space with usual inner product for all , and denote .
Define the operator as
It is obvious that is nonexpansive and hence is -inverse-strongly monotone (see [17, 22]). Thus we have the mapping as
is -inverse-strongly monotone. Let . Then W is a linear subspace of . Define
This implies that is maximal monotone (see [23]). It is easily seen that . We take (note ). Then is a sequence of positive real numbers in , and (note ). Let and be the initial points and fixed . Denote
Since we do not know the exact value of the projection of onto the set of fixed points of , we take to be the relative rate of convergence of our algorithm. In the numerical result, is the stopping condition and . Moreover, we have shown that the competitive efficacy of our example, see Table 1.
Table 1.
| Iter. | E ( x ) | ||
|---|---|---|---|
| (4,3) | 4520 | (1.573198640818142,1.573198530023523) | 3.521317011074167e − 08 |
| (−2,8) | 5420 | (0.944819548758385,0.944819526356611) | 1.185505467234501e − 08 |
| (3,−4) | 3307 | (99.631392375764780,99.631402116509490) | 4.888391102078766e − 08 |
| (−1,−3) | 4110 | (−0.781555402714756,−0.781555394005797) | 5.571556279844247e − 09 |
Conclusions
We have proposed two new iterative algorithms for finding the common solution of the sum of two monotone operators by using hybrid methods and shrinking projection methods. The convergence of the proposed algorithms is obtained and the numerical result of the hybrid iterative algorithm is also effective.
Acknowledgements
The first author would like to thanks the Thailand Research Fund through the Royal Golden Jubilee PH.D. Program for supporting by grant fund under Grant No. PHD/0032/2555 and Naresuan University.
Footnotes
Competing interests
The authors declare that they have no competing interests.
Authors’ contributions
This work was contributed equally on both authors. Both authors read and approved the final manuscript.
Publisher’s Note
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Contributor Information
Tadchai Yuying, Email: tadchai_99@hotmail.com.
Somyot Plubtieng, Email: Somyotp@nu.ac.th.
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