Abstract
In this paper, we introduce a hybrid subgradient method for finding a common element of the set of solutions of a class of pseudomonotone equilibrium problems and the set of fixed points of a finite family of multivalued nonexpansive mappings in Hilbert space. The proposed method involves only one projection rather than two as in the existing extragradient method and the inexact subgradient method for an equilibrium problem. We establish some weak and strong convergence theorems of the sequences generated by our iterative method under some suitable conditions. Moreover, a numerical example is given to illustrate our algorithm and our results.
MSC:47H05, 47H09, 47H10.
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1 Introduction
Let H be a real Hilbert space with inner product and norm , respectively. Let K be a nonempty closed convex subset of H. Let be a bifunction, where ℝ denotes the set of real numbers. We consider the following equilibrium problem: Find such that
The set of solution of equilibrium problem is denoted by . It is well known that some important problems such as convex programs, variational inequalities, fixed point problems, minimax problems, and Nash equilibrium problem in noncooperative games and others can be reduced to finding a solution of the equilibrium problem (1.1); see [1–3] and the references therein.
Recall that a mapping is said to be nonexpansive if
A subset is called proximal if for each , there exists an element such that
We denote by , , and the collection of all nonempty closed bounded subsets, nonempty compact subsets and nonempty proximal bounded subsets of K, respectively. The Hausdorff metric H on is defined by
Let be a multivalued mapping, of which the set of fixed points is denoted by , i.e., . A multivalued mapping is said to be nonexpansive if
T is said to be quasi-nonexpansive if, for all ,
Recently, the problem of finding a common element of the set of solutions of equilibrium problems and the set of fixed points of nonlinear mappings has become an attractive subject, and various methods have been extensively investigated by many authors. It is worth mentioning that almost all the existing algorithms for this problem are based on the proximal point method applied to the equilibrium problem combining with a Mann iteration to fixed point problems of nonexpansive mappings, of which the convergence analysis has been considered if the bifunction F is monotone. This is because the proximal point method is not valid when the underlying operator F is pseudomonotone. Another basic idea for solving equilibrium problems is the projection method. However, Facchinei and Pang [4] show that the projection method is not convergent for monotone inequality, which is a special case of monotone equilibrium problems. In order to obtain convergence of the projection method for equilibrium problems, Tran et al. [5] introduced an extragradient method for pseudomonotone equilibrium problems, which is computationally expensive because of the two projections defined onto the constrained set. Efforts for deducing the computational costs in computing the projection have been made by using penalty function methods or relaxing the constrained convex set by polyhedral convex ones; see, e.g., [6–15].
In 2011, Santos and Scheimberg [15] further proposed an inexact subgradient algorithm for solving a wide class of equilibrium problems that requires only one projection rather than two as in the extragradient method, and of which computational results show the efficiency of this algorithm in finite dimensional Euclidean spaces. On the other hand, iterative schemes for multivalued nonexpansive mappings are far less developed than those for nonexpansive mappings though they have more powerful applications in solving optimization problems; see, e.g., [16–23] and the references therein.
In 2013, Eslamian [21] considered a proximal point method for nonspreading mappings and multivalued nonexpansive mappings and equilibrium problems. To be more precise, they proposed the following iterative method:
where , , for all and , are finite families of nonspreading mappings and multivalued nonexpansive mappings for , respectively. Moreover, he further proved the weak and strong convergence theorems of the iterative sequences under the condition of monotone defined on a bifunction F.
In this paper, inspired and motivated by research going on in this area, we introduce a hybrid subgradient method for the pseudomonotone equilibrium problem and a finite family of multivalued nonexpansive mappings, which is defined in the following way:
where , , and , , , and are nonnegative real sequences.
Our purpose is not only to modify the proximal point iterative schemes (1.4) for the equilibrium problem to a hybrid subgradient method for a class of pseudomonotone equilibrium problems and a finite family of multivalued nonexpansive mappings, but also to establish weak and strong convergence theorems involving only one projection rather than two as in the extragradient method [5] and the inexact subgradient method [15] for the equilibrium problem. Our theorems presented in this paper improve and extend the corresponding results of [5, 15, 18, 21].
2 Preliminaries
Let K be a nonempty closed convex subset of a real Hilbert space H with inner product and norm , respectively. For every point , there exists a unique nearest point in K, denoted by , such that
Then is called the metric projection of H onto K. It is well known that is nonexpansive and satisfies the following properties:
Recall also that a bifunction is said to be
-
(i)
r-strongly monotone if there exists a number such that
-
(ii)
monotone on K if
-
(iii)
pseudomonotone on K with respect to if
(2.3)
It is clear that (i) ⇒ (ii) ⇒ (iii), for every . Moreover, F is said to be pseudomonotone on K with respect to , if it is pseudomonotone on K with respect to every . When , F is called pseudomonotone on K.
The following example, taken from [15], shows that a bifunction may not be pseudomonotone on K, but yet is pseudomonotone on K with respect to the solution set of the equilibrium problem defined by F and K:
Clearly, . Since for every , this bifunction is pseudomonotone on K with respect to the solution . However, F is not pseudomonotone on K. In fact, both and .
To study the equilibrium problem (1.1), we may assume that Δ is an open convex set containing K and the bifunction satisfy the following assumptions:
(C1) for each and is convex and lower semicontinuous on K;
(C2) is weakly upper semicontinuous for each on the open set Δ;
(C3) F is pseudomonotone on K with respect to and satisfies the strict paramonotonicity property, i.e., for and implies ;
(C4) if is bounded and as , then the sequence with is bounded, where stands for the ϵ-subdifferential of the convex function at x.
Throughout this paper, weak and strong convergence of a sequence in H to x are denoted by and , respectively. In order to prove our main results, we need the following lemmas.
Lemma 2.1 [24]
Let H be a real Hilbert space. For all , we have the following identity:
Lemma 2.2 [25]
Let H be a real Hilbert space and with . For all , we have the following identity:
Lemma 2.3 [26]
Let and be two sequences of nonnegative real numbers such that
where . Then the sequence is convergent.
Lemma 2.4 [18]
Let K be a nonempty closed convex subset of a real Hilbert space H. Let be a multivalued nonexpansive mapping. If and , then .
3 Weak convergence
Theorem 3.1 Let K be a nonempty closed convex subset of a Hilbert space H and be a bifunction satisfying (C1)-(C4). Let be a finite family of multivalued nonexpansive mappings such that and for and . For a given point , , , , and are nonnegative sequences satisfying the following conditions:
-
(i)
;
-
(ii)
, , and .
Then the sequence generated by (1.5) converges weakly to .
Proof First, we show the existence of for every . It follows from (1.5) and Lemmas 2.1 and 2.2 that
By and (2.1), we have
Using and again, we obtain (note that )
which implies that . Substituting (3.2) into (3.1) yields
Since and for all , we have
On the other hand, since , i.e., for all , by the pseudomonotonicity of F with respect to p, we have for all . Replacing x by , we get . Then from (3.4) and (3.5), it follows that
Applying Lemma 2.3 to (3.6), by condition (ii), we obtain the existence of .
Now, we claim that for every . Indeed, since F is pseudomonotone on K and , we have . From (3.6), we have
Summing up (3.7) for every n, we obtain
By the assumption (C4), we can find a real number w such that for every n. Setting , where σ is a real number such that for every n, it follows from (i) that
which implies that
Combining with and , we can deduced that as desired.
Next, we show that any weak subsequential limit of the sequence of is an element of . To do this, suppose that is a subsequence of . For simplicity of notation, without loss of generality, we may assume that as . By convexity, K is weakly closed and hence . Since is weakly upper semicontinuous for , we have
By the pseudomonotonicity of F with respect to p and , we obtain . Thus . Moreover, by the assumption (C3), we can deduce that is a solution of . On the other hand, it follows from (3.3) and condition (ii) that
From (3.6) and conditions (i)-(ii), we have
taking the limit as yields
and thus
Using (1.5) again, we have
It follows that
Note that
Combining (3.11) and (3.14), we obtain
This also implies that
Observe that
Together with (3.11), (3.13), (3.15), and (3.17), we have
which implies that the sequence
For , we note also that
where and . Therefore, we have
Similarly, for , we obtain
It follows from (3.11) and (3.20) that
Applying Lemma 2.4 to (3.21), we can deduce that for and hence .
Finally, we prove that converges weakly to an element of Ω. Indeed to verify that the claim is valid it is sufficient to show that is a single point set, where for some subsequence of . Indeed since is bounded and H is reflexive, is nonempty. Taking arbitrarily, let and be subsequences of such that and , respectively. Since exists for all and , we see that and exist. Now let , then by Opial’s property,
which is a contradiction. Therefore, . This shows that is a single point set, i.e., . This completes the proof. □
Theorem 3.2 Let K be a nonempty closed convex subset of a Hilbert space H and be a bifunction satisfying (C1)-(C4). Let be a multivalued nonexpansive mapping such that and for all . For a given point , , let be defined by
where , , , and are nonnegative sequences satisfying the following conditions:
-
(i)
;
-
(ii)
, , and .
Then the sequence converges weakly to .
Proof Putting , then , a single multivalued nonexpansive mapping, and the conclusion follows immediately from Theorem 3.1. This completes the proof. □
4 Strong convergence
To obtain strong convergence results, we either add the control condition , or we remove the condition for all and adjust the nonempty compact subset to a proximal bounded subset of K as follows.
Theorem 4.1 Let K be a nonempty closed convex subset of a Hilbert space H and be a bifunction satisfying (C1)-(C4). Let be a finite family of multivalued nonexpansive mappings such that and for and . For a given point , , let be defined by
where , , , , and are nonnegative sequences satisfying the following conditions:
-
(i)
and ;
-
(ii)
, , and .
Then the sequence generated by (4.1) converges strongly to .
Proof By a similar argument to the proof of Theorem 3.1 and (2.2), we have
It follows from (4.2) that
Combining (3.12), , and the boundedness of the sequence , we obtain
By the assumptions (C1) and (C2), the set Ω is convex (see the proof of Theorem 1 in [27]). For all , we have , and therefore
Using (3.6) with , we have
where . It follows from (4.5) and (4.6) that
Together with (4.4) and , this implies that is a Cauchy sequence. Hence strongly converges to some point . Moreover, we obtain
which implies that . Then, from (3.21), (4.4), and (4.8), we can conclude that . This completes the proof. □
Theorem 4.2 Let K be a nonempty closed convex subset of a Hilbert space H and be a bifunction satisfying (C1)-(C4). Let be a finite family of multivalued mappings such that is nonexpansive, where and . For a given point , , let be defined by
where , , , , and are nonnegative sequences satisfying the following conditions:
-
(i)
;
-
(ii)
, , and .
Then the sequence converges strongly to .
Proof Taking , then . By substituting instead of T and similar argument as (3.21) in the proof of Theorem 3.1 we obtain
By compactness of K, there exists a subsequence of such that , for some . Since is nonexpansive for , we have
It follows from (4.10) and (4.11) that
which implies that . Since converges strongly to and exists (as in the proof of Theorem 3.1), we find that converges strongly to . This completes the proof. □
In addition, we supply an example and numerical results to illustrate our method and the main results of this paper.
Example 4.1 Let and with usual metric. Consider the nonsmooth equilibrium problem defined by the bifunction
Clearly, F is pseudomonotone on K. Note that is convex for and by taking for all .
(i) Let defined on . Note that T is a multivalued nonexpansive mapping and . Setting , , , , and as stop criteria, we obtain the results of algorithm (4.1) with different initial points in Table 1.
(ii) Let defined on . Note that T is not nonexpansive but is nonexpansive for all . Indeed, for each , , , choose . Then
On the other hand, for any x, we have and . It follows that . Setting , , , , and as stop criteria, we obtain the results of algorithm (4.9) with different initial points to be found in Table 2.
The computations are performed by Matlab R2008a running on a PC Desktop Intel(R) Core(TM) i3-2330M, CPU @2.20 GHz, 790 MHz, 1.83 GB, 2 GB RAM.
Remark 4.1 Our hybrid subgradient method improves the extragradient method of Tran et al. [5] and the inexact subgradient algorithm of Santos and Scheimberg [15] for an equilibrium problem in deducing the computational costs of an iterative process.
Remark 4.2 Our results generalize the results of Eslamian [21], a proximal point method for an equilibrium problem, to a hybrid subgradient method for a pseudomonotone equilibrium problem.
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Acknowledgements
The author is grateful to the anonymous referees for valuable remarks suggestions which helped him very much in improving this manuscript. This work was supported by the National Science Foundation of China (11471059, 11271388), Basic and Advanced Research Project of Chongqing (cstc2014jcyjA00037) and Science and Technology Research Project of Chongqing Municipal Education Commission (KJ1400618).
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Wen, DJ. Weak and strong convergence of hybrid subgradient method for pseudomonotone equilibrium problem and multivalued nonexpansive mappings. Fixed Point Theory Appl 2014, 232 (2014). https://doi.org/10.1186/1687-1812-2014-232
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DOI: https://doi.org/10.1186/1687-1812-2014-232